AON Re Belgian dataset

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Description

The dataset was collected by the reinsurance broker AON Re Belgium and comprise 1,823 fire losses for which the building type and the sum insured are available.

Usage

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Format

beaonre contains three columns and 1823 rows:

BuildType

The building type either A, B, C, D, E or F.

ClaimCost

The loss amount in thousand of Danish Krone (DKK).

SumInsured

The sum insured in thousand of Danish Krone (DKK).

Source

http://lstat.kuleuven.be/Wiley/

References

Dataset used in Beirlant, Dierckx, Goegebeur and Matthys (1999), Tail index estimation and an exponential regression model, Extremes 2, 177-200.

Examples

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# (1) load of data
#
data(beaonre)

# (2) plot and description of data
#

boxplot(ClaimCost ~ BuildType, data=beaonre, log="y", 
xlab="Building type", ylab="Claim size", main="AON Re Belgium data")