norwegianfire {ReIns}

Norwegian fire insurance data

Description

Fire insurance claims for a Norwegian insurance company for the period 1972 to 1992 as studied in Beirlant et al. (1996).
A priority of 500 units was in force.

Usage

data("norwegianfire")

Format

A data frame with 9181 observations on the following 2 variables:

size

Size of fire insurance claim (in 1000 NOK).

year

Year of claim occurence (expressed as yy instead of 19yy).

Source

Beirlant, J., Teugels, J. L. and Vynckier, P. (1996). Practical Analysis of Extreme Values, Leuven University Press.

References

Beirlant J., Goegebeur Y., Segers, J. and Teugels, J. (2004). Statistics of Extremes: Theory and Applications, Wiley Series in Probability, Wiley, Chichester.

Examples

data(norwegianfire)

# Exponential QQ-plot for Norwegian Fire Insurance data for claims in 1976.
ExpQQ(norwegianfire$size[norwegianfire$year==76])

# Pareto QQ-plot for Norwegian Fire Insurance data for claims in 1976.
ParetoQQ(norwegianfire$size[norwegianfire$year==76])