MTPL2

A dataset containing the characteristics of 3,000 policyholders in a Dutch
Motor Third Party Liability (MTPL) insurance portfolio. Includes information
on region, claims, exposure, and premium.

datasets

Provides actuarial tools and building blocks for analysing,
modelling, refining, and validating insurance rating models. Designed to
support common GLM-based pricing tasks and the translation of statistical
model output into practical tariff structures. The package supports the
construction of insurance tariff classes using a data-driven approach, based
on the methodology of Antonio and Valdez
(2012) <doi:10.1007/s10182-011-0152-7>.

Martin Haringa

insurancerating

Actuarial Tools for Insurance Pricing Models

MTPL2 function

A data frame containing 3,000 rows and 6 variables:<dl>
<dt>customer_id</dt>
<dd>Unique customer identifier.</dd><dt>area</dt>
<dd>Region where the customer lives (0–3).</dd><dt>nclaims</dt>
<dd>Number of claims.</dd><dt>amount</dt>
<dd>Total claim amount for the portfolio record (in euros).</dd><dt>exposure</dt>
<dd>Exposure, expressed in years.</dd><dt>premium</dt>
<dd>Earned premium.</dd>
</dl>

Format

Author

Motor Third Party Liability (MTPL) portfolio (3,000 policyholders) — MTPL2

A data frame containing 3,000 rows and 6 variables:<dl>
<dt>customer_id</dt>
<dd>Unique customer identifier.</dd>

<dt>area</dt>
<dd>Region where the customer lives (0–3).</dd>

<dt>nclaims</dt>
<dd>Number of claims.</dd>

<dt>amount</dt>
<dd>Total claim amount for the portfolio record (in euros).</dd>

<dt>exposure</dt>
<dd>Exposure, expressed in years.</dd>

<dt>premium</dt>
<dd>Earned premium.</dd>


</dl>

MTPL2: Motor Third Party Liability (MTPL) portfolio (3,000 policyholders)

Description

Usage

Arguments

Format

Author