fitdistrplus (version 1.0-2)

danish: Danish reinsurance claim dataset

Description

The univariate dataset was collected at Copenhagen Reinsurance and comprise 2167 fire losses over the period 1980 to 1990. They have been adjusted for inflation to reflect 1985 values and are expressed in millions of Danish Krone. The multivariate data set is the same data as above but the total claim has been divided into a building loss, a loss of contents and a loss of profits.

Usage

data(danishuni)
data(danishmulti)

source

Alexander McNeil, see http://www.ma.hw.ac.uk/~mcneil/data.html

References

Dataset used in McNeil (1996), Estimating the Tails of Loss Severity Distributions using Extreme Value Theory, ASTIN Bull.

Examples

# (1) load of data
#
data(danishuni)

# (2) plot and description of data
#
plotdist(danishuni$Loss)

# (3) load of data
#
data(danishmulti)

# (4) plot and description of data
#
idx <- sample(1:NROW(danishmulti), 10)
barplot(danishmulti$Building[idx], col="grey25", 
    ylim=c(0, max(danishmulti$Total[idx])), main="Some claims of danish data set")
barplot(danishmulti$Content[idx], add=TRUE, col="grey50", axes=FALSE)
barplot(danishmulti$Profits[idx], add=TRUE, col="grey75", axes=FALSE)
legend("topleft", legend=c("Building", "Content", "Profits"), fill=c("grey25", 
    "grey50", "grey75"))