casdata: casdata

In merlinoa/casdata: loss data available on CAS website

Description

CAS data on insurance losses collected from NAIC schedule P. The data was collected and cleaned by Glenn G. Meyers and Peng Shi and is freely available on the CAS website.

Details

The datasets have been regrouped from the form provided on the CAS research website in order to remove redundancy and simplify. All data is now contained in the following 3 relational tables:

• losses: losses for all lines of business. losses are recorded on a by accident and by development year basis.

• premium: premium for all lines of business. Premium is recorded on a accident year basis.

• reserves: reserves and additional information about each company for all lines of business. Reserves are only recorded once for each company. They are the reserves established by each company as of 1997.

The original as provided on the CAS research website datasets are also included. They are grouped by line of business. They are available under the following names:

• comauto

• medmal

• othliab

• ppauto

• prodliab

• wkcomp

merlinoa/casdata documentation built on May 22, 2019, 6:52 p.m.