hachemeister

Hachemeister (1975) data set giving average claim amounts in private
 passenger bodily injury insurance in five U.S. states over 12 quarters
 between July 1970 and June 1973 and the corresponding number of
 claims.

datasets

Functions and data sets for actuarial science:
modeling of loss distributions; risk theory and ruin theory;
simulation of compound models, discrete mixtures and compound
hierarchical models; credibility theory. Support for many additional
probability distributions to model insurance loss size and
frequency: 23 continuous heavy tailed distributions; the
Poisson-inverse Gaussian discrete distribution; zero-truncated and
zero-modified extensions of the standard discrete distributions.
Support for phase-type distributions commonly used to compute ruin
probabilities. Main reference: <doi:10.18637/jss.v025.i07>.
Implementation of the Feller-Pareto family of distributions:
<doi:10.18637/jss.v103.i06>.

Vincent Goulet

actuar

Actuarial Functions and Heavy Tailed Distributions

Sébastien Auclair

Christophe Dutang

Walter Garcia-Fontes

Nicholas Langevin

Xavier Milhaud

Tommy Ouellet

Alexandre Parent

Mathieu Pigeon

Louis-Philippe Pouliot

Jeffrey A. Ryan

Robert Gentleman

Ross Ihaka

 R Core Team

 R Foundation

hachemeister function

A matrix with 5 rows and the following 25 columns:<dl>
 <dt><code>state</code></dt>
<dd>the state number;</dd> <dt><code>ratio.1</code>, ..., <code>ratio.12</code></dt>
<dd>the average claim
 amounts;</dd> <dt><code>weight.1</code>, ..., <code>weight.12</code></dt>
<dd>the
 corresponding number of claims.</dd> 
</dl>

Format

Hachemeister Data Set — hachemeister

A matrix with 5 rows and the following 25 columns:<dl>
 <dt><code>state</code></dt>
<dd>the state number;</dd>

 <dt><code>ratio.1</code>, ..., <code>ratio.12</code></dt>
<dd>the average claim
 amounts;</dd>

 <dt><code>weight.1</code>, ..., <code>weight.12</code></dt>
<dd>the
 corresponding number of claims.</dd>

 
</dl>

Hachemeister Data Set

hachemeister: Hachemeister Data Set

Description

Usage

Arguments

Format