Severity: The Danish Insurance Data
In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function
Severity R Documentation
The Danish Insurance Data
Description
These data were collected at Copenhagen Reinsurance and comprise 2167 fire losses over the period 1980 to 1990.
Usage
data(Severity)
Format
A data frame with one column containing fire losses over the period 1980 to 1990.
Source
References
Resnick, S. I. (1997). Discussions of the Danish Data on Large Fire Insurance Losses.
ASTIN Bulletin: The Journal of the IAA, 27(1), 139-151.
Cooray, K., & Ananda, M. M. A. (2005). Modeling actuarial data with a composite lognormal-Pareto model.
Scandinavian Actuarial Journal, 2005(5), 321-334.
Dell'Aquila, R., & Embrechts, P. (2006). Extremes and Robustness:
A Contradiction? Financial Markets and Portfolio Management, 20(1), 103-118.
Diethelm Wuertz, Tobias Setz and Yohan Chalabi (2017). fExtremes: Rmetrics - Modelling Extreme
Events in Finance. R package version 3042.82. https://CRAN.R-project.org/package=fExtremes
gajdosandrej/CharFunToolR documentation built on June 3, 2024, 7:46 p.m.
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| Severity | R Documentation |
The Danish Insurance Data
Description
These data were collected at Copenhagen Reinsurance and comprise 2167 fire losses over the period 1980 to 1990.
Usage
data(Severity)
Format
A data frame with one column containing fire losses over the period 1980 to 1990.
Source
References
Resnick, S. I. (1997). Discussions of the Danish Data on Large Fire Insurance Losses. ASTIN Bulletin: The Journal of the IAA, 27(1), 139-151.
Cooray, K., & Ananda, M. M. A. (2005). Modeling actuarial data with a composite lognormal-Pareto model. Scandinavian Actuarial Journal, 2005(5), 321-334.
Dell'Aquila, R., & Embrechts, P. (2006). Extremes and Robustness: A Contradiction? Financial Markets and Portfolio Management, 20(1), 103-118.
Diethelm Wuertz, Tobias Setz and Yohan Chalabi (2017). fExtremes: Rmetrics - Modelling Extreme Events in Finance. R package version 3042.82. https://CRAN.R-project.org/package=fExtremes
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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