loss

Insurance indemnity payments and allocated loss adjustment expenses from an insurance company.

Actuarial Sciences

Pulls together a collection of datasets from Miguel de Carvalho research articles and books. Including, for example:
- de Carvalho (2012) <doi:10.1016/j.jspi.2011.08.016>;
- de Carvalho et al (2012) <doi:10.1080/03610926.2012.709905>;
- de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>);
- de Carvalho and Davison (2014) <doi:10.1080/01621459.2013.872651>;
- de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>;
- de Carvalho et al (2023) <doi:10.1002/sta4.560>;
- de Carvalho et al (2022) <doi:10.1007/s13253-021-00469-9>;
- Palacios et al (2025) <doi:10.1214/24-BA1420>.

Miguel de Carvalho

DATAstudio

The Research Data Warehouse of Miguel de Carvalho

loss function

The <code>loss</code> data frame contains the following variables:<dl>
 <dt><code>loss</code></dt>
<dd>Indemnity payment amount.</dd> <dt><code>alae</code></dt>
<dd>Allocated loss adjustment expense.</dd> <dt><code>limit</code></dt>
<dd>Policy limit.</dd> <dt><code>censored</code></dt>
<dd>Indicator of right-censoring due to the policy limit.</dd>
</dl>

Format

Loss and ALAE Insurance Data — loss

The <code>loss</code> data frame contains the following variables:<dl>
 <dt><code>loss</code></dt>
<dd>Indemnity payment amount.</dd>

 <dt><code>alae</code></dt>
<dd>Allocated loss adjustment expense.</dd>

 <dt><code>limit</code></dt>
<dd>Policy limit.</dd>

 <dt><code>censored</code></dt>
<dd>Indicator of right-censoring due to the policy limit.</dd>


</dl>

loss: Loss and ALAE Insurance Data

Description

Arguments

Format

Details

References