Claims Longitudinal

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Description

This is a simulated data set, based on the car insurance data set used throughout the text. There are 40000 policies over 3 years, giving 120000 records.

Usage

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Format

A data frame with 120000 observations on the following 6 variables.

policyID

number of policy, a numeric vector

agecat

driver's age category: 1 (youngest), 2, 3, 4, 5, 6, a numeric vector

valuecat

vehicle value, in categories 1,...,6. (Category 1 has been recoded as 9.), a numeric vector

period

1, 2, 3, a numeric vector

numclaims

number of claims, a numeric vector

claim

a numeric vector

Details

The dataset "Longitudinal Claims"

Source

http://www.businessandeconomics.mq.edu.au/our_departments/Applied_Finance_and_Actuarial_Studies/

research/books/GLMsforInsuranceData/data_sets

References

De Jong P., Heller G.Z. (2008), Generalized linear models for insurance data, Cambridge University Press

Examples

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data(ClaimsLong)
## maybe str(ClaimsLong) ; plot(ClaimsLong) ...