ClaimsLong


This is a simulated data set, based on the car insurance data set used throughout the text.
There are 40000 policies over 3 years, giving 120000 records.


datasets

Insurance datasets, which are often used in claims severity and claims frequency modelling. It helps testing new regression models in those problems, such as GLM, GLMM, HGLM, non-linear mixed models etc. Most of the data sets are applied in the project "Mixed models in ratemaking" supported by grant NN 111461540 from Polish National Science Center.

Alicja Wolny-Dominiak

insuranceData

A Collection of Insurance Datasets Useful in Risk Classification
in Non-life Insurance.

ClaimsLong function

A data frame with 120000 observations on the following 6 variables.
  <dl>
    <dt><code>policyID</code></dt><dd>number of policy, a numeric vector</dd> <dt><code>agecat</code></dt><dd>driver's age category: 1 (youngest), 2, 3, 4, 5, 6, a numeric vector</dd> <dt><code>valuecat</code></dt><dd>vehicle value, in categories 1,...,6. (Category 1 has been recoded as 9.), a numeric vector</dd> <dt><code>period</code></dt><dd>1, 2, 3, a numeric vector</dd> <dt><code>numclaims</code></dt><dd>number of claims, a numeric vector</dd> <dt><code>claim</code></dt><dd>a numeric vector</dd> </dl> 

Format

http://www.businessandeconomics.mq.edu.au/our_departments/Applied_Finance_and_Actuarial_Studies/ research/books/GLMsforInsuranceData/data_sets

ClaimsLong: Claims Longitudinal

Description

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Examples