R/COTOR.R

In raw: R Actuarial Workshops

# This Source Code Form is subject to the terms of the Mozilla Public
# License, v. 2.0. If a copy of the MPL was not distributed with this
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#' @title Committee on the Theory of Risk (COTOR)
#' 
#' @name COTOR2
#' @docType data
#' 
#' @usage
#' 
#' data(COTOR2)
#' 
#' @description
#' 
#' The \href{https://www.casact.org/research/cotor/}{Casualty Actuarial Society's Committee on Theory of Risk (COTOR)} 
#' issued several challenges as part of their work. These involved artificial constructed loss data. Actuaries
#' were invited to construct models to estimate appropriate premiums for risk transfer.
#' 
#' Note that there is no COTOR1.
#' 
#' \strong{COTOR2}
#' 
#' COTOR2 is a vector containing 250 observations of claim values.
#' 
#' \href{https://www.casact.org/research/cotor/index.cfm?fa=round2}{COTOR round 2}
#' 
#' \strong{COTOR3}
#' 
#' COTOR3 is a data frame with 490 observations of 2 variables. The values were generated by the great Stuart Klugman.
#' 
#' \itemize{
#'    \item Year: an integer indicating the year in which the claim occurred.
#'    \item Amount: the amount of the claim.
#' }
#' 
#' \href{https://www.casact.org/research/cotor/index.cfm?fa=round3}{COTOR round 3}
#' 
#' \strong{COTOR4}
#' 
#' COTOR4 is a data frame with 2500 rows and 2 columns.
#' 
#' \itemize{
#'    \item Year: an integer indicating the year in which the claim occurred.
#'    \item Amount: the amount of the claim.
#' }
#' 
#' \href{https://www.casact.org/research/cotor/index.cfm?fa=round4}{COTOR round 4}
#' 
#' \strong{COTOR5}
#' 
#' COTOR5 is a data frame with 4849 rows and 5 columns
#' 
#' \itemize{
#'    \item Risk: A single letter indicating the individual risk to which the claim belongs.
#'    \item Year: an integer indicating the year in which the claim occurred.
#'    \item MSA: simulated metropolitan statistical area.
#'    \item Amount: the amount of the claim.
#' }
#' 
#' \href{https://www.casact.org/research/cotor/index.cfm?fa=round5}{COTOR round 5}
#' 
#' 
#' @aliases COTOR COTOR1 COTOR2 COTOR3 COTOR4 COTOR5
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