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fire: Danish Fire Insurance Claims Database

Description

The Danish Fire Insurance Claims Database includes 2167 industrial fire losses gathered from the Copenhagen Reinsurance Company over the period 1980-1990.

Usage

fire

Arguments

Format

A dataframe with 2167 observations on five variables, namely:

Positions

Date.

building

Loss to buildings.

content

Loss to content.

profits

Loss to profits.

total

Total loss.

References

de Carvalho, M. and Marques, F. (2012) Jackknife Euclidean likelihood-based inference for Spearman's rho. North American Actuarial Journal, 16, 487-492.

Examples

Run this code
data(fire)
attach(fire)
plot(building, contents, pch = 20, xlim = c(0, 95), ylim = c(0, 133),
     xlab = "Loss of Building", ylab = "Loss of Contents",
     main = "Danish Fire Insurance Claims")

if (FALSE) {
## Confidence intervals for Spearman rho; install the package
## spearmanCI, if not installed
if (!require("spearmanCI")) install.packages("spearmanCI")
spearmanCI(building, contents)
}

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