soa {ReIns} | R Documentation |
SOA Group Medical Insurance Large Claims Database
Description
The SOA Group Medical Insurance Large Claims Database records, among others, all the claim amounts exceeding 25,000 USD in the year 1991.
Usage
data("soa")
Format
A data frame with 75789 observations on the following variable:
size
Claim size (in USD).
Source
Grazier, K. L. and G'Sell Associates (1997). Group Medical Insurance Large Claims Database Collection and Analysis. SOA Monograph M-HB97-1, Society of Actuaries, Schaumburg.
Society of Actuaries, https://www.soa.org/resources/experience-studies/2000-2004/91-92-group-medical-claims/.
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(soa)
# Histogram of log-claim amount
hist(log(soa$size),breaks=seq(10,16,0.2),xlab="log(Claim size)")
# Exponential QQ-plot of claim amount
ExpQQ(soa$size)
# Mean excess plot of claim amount (function of k)
MeanExcess(soa$size, k=TRUE)
# Mean excess plot of claim amount (function of order statistics)
MeanExcess(soa$size, k=FALSE)
[Package ReIns version 1.0.14 Index]