This package contains aggregated and policy-level datasets. Below a list by country or region is given.
-
Australia:
-
auscathist
: Historical disaster statistics in Australia. -
ausNLHYCapAdeq
,ausNLHYFinPerf
,ausNLHYFinPos
,ausNLHYLiability
,ausNLHYOffProf
,ausNLHYOpIncExp
,ausNLHYPremClaim
,ausNLHYPrivInsur
,ausNLHYPubInsur
,ausNLHYRecAASB
,ausNLHYReserve
: Australian Market - non-life insurance (aggregate level). -
ausNLHYCapAdeqByComp
,ausNLHYClaimByState
,ausNLHYFinPerfByComp
,ausNLHYFinPerfPublic
,ausNLHYFinPosByComp
,ausNLHYFinPosPublic
,ausNLHYOpIncExpPublic
,ausNLHYPremByState
,ausNLHYPremClaimPublic
,ausNLHYPrivInsur
,ausNLHYPubInsur
: Australian Market - non-life insurance (company, state, public level). -
ausNLHYLloydAsset
,ausNLHYLloydGPI
ausNLHYLloydUWAcc
,ausNLHYLloydUWRes
: Lloyds Market in Australia. -
austri1autoBI7895
,austri2auto
: Australian claim triangles. -
ausprivautolong
,ausMTPL8486
,ausprivauto0405
: Australian private motor datasets (by policy). -
ausNSWdriver04
,ausNSWdeath02
: New South Wales statistics.
-
-
Belgium:
-
Brazil:
-
brgeomunicins
: a dataset of Brazilian cities with insurance indicators (exposure, claim frequency and premium). Geographical datasetsbrgeomunic_sf
,brgeomunic_sp
should be downloaded from the github repository in extra directorygeodata
. -
brautocoll
: a Brazilian dataset of auto collision in Belo Horizonte during one month (categorical claim severity). -
braggprem
,braggclaim
: aggregate Brazilian datasets per region. -
brvehins1
: a Brazilian vehicle insurance datasets (by policy) with risk features except City code. -
brvehins2
: a Brazilian vehicle insurance datasets (by policy) with risk features including City code.
-
-
Canada:
-
canlifins
,canlifins2
: A portfolio of a Canadian life insurer. -
catelematic13
: Canadian telematic insurance dataset.
-
-
Danemark:
-
danishuni
,danishmulti
: Danish reinsurance claim dataset.
-
-
European Union:
-
eutelematic13
: telematic insurance dataset. -
eudirectlapse
: non-life insurance lapse dataset. -
euhealthinsurance
: European health insurance dataset. -
euMTPL
: European motor TPL insurance dataset.
-
-
France:
-
freaggnumber
: a French aggregate claim number dataset. -
frebiloss
: French business interruption losses. -
freclaimset
,freclaimset9207
: French claim settlements. -
frecomfire
: French commercial fire losses. -
freDisTables
: French disability tables. -
freIRSA
: French IRSA convention. -
fremarine
: French marine claim dataset (by policy). -
freMortTables
: French mortality tables. -
fremotorclaim
: French private motor claim datasets (by policy). -
freMTPL
: two French Motor-TPL claim datasets (by policy). -
freMPL
: a collection of ten French Motor personal line datasets (by policy). -
freportfolio
: fictive mortality tables and French nation-wide corresponding tables; two disability datasets from a French insurer. -
fretelematic
: a French telematic Motor-TPL claim dataset (by policy). -
fretplclaimnumber
: a French Motor-TPL claim dataset (by policy). -
fre4LoBtriangles
: A collection of triangles line of business from a private insurer. -
pricingame
: Datesets used at Pricing Games of the French Institute of Actuaries.
-
-
Germany:
-
credit
: A German Credit dataset.
-
-
Italy:
-
itamtplcost
: Large losses of an Italian Motor-TPL company.
-
-
New Zealand:
-
nzcathist
: Historical disaster statistics in New Zealand.
-
-
Norway:
-
norauto
: Norwegian automobile dataset. -
norfire
: Norwegian fire dataset. -
Norberg
: Norberg’s credibility dataset. -
nortritpl8800
: Norwegian claim triangle.
-
-
Singapore:
-
sgautonb
: Singapore Automobile claim count dataset. - sgtriangles: Singapore Property and Casualty triangles.
-
-
Sweden:
-
swautoins
: Swedish Motor Insurance dataset` -
swbusscase
: Swedish Buss Insurance dataset` -
swmotorcycle
: Swedish Motorcycle Insurance dataset`
-
-
United Kingdom:
-
ukaggclaim
: United Kingdom Car Insurance Claims. -
ukautocoll
: United Kingdom Car Collision Insurance Claims.
-
-
United States of America:
-
Davis
: Davis height-weight dataset. -
ICB1
,ICB2
: Insurance Company Benchmarks. -
lossalae
,lossalaefull
: General Third Part-liability claims and expenses. -
SOAGMI
: SOA Group Medical Insurance dataset. -
usautoBI
: Automobile Bodily Injuries in US. -
usautotriangles
: US automobile triangles. -
usexpense
: US expense dataset. -
usGLtriangles
: US Property and Casualty triangles. -
ushurricane
,ushustormloss4980
: Historical hurricane statistics in United States of America. -
uslapseagent
: US lapse dataset from tied-agent channel. -
usmassBI
: US Massachusetts Automobile bodily injury claim datasets. -
usmedclaim
: US medical claim triangle. -
usMSHA1316
: US Mine Safety and Health Administration claim dataset. -
usMVTA
: US motor vehicle traffic accident. -
usprivautoclaim
: private automobile claims. -
usquakeLR
: California earthquake loss ratios. -
ustermlife
: Term life insurance survey. -
uswarrantaggnum
: US warranty automobile. -
usworkcomp
: US workers compensation datasets.
-
-
Misc.:
-
eqlist
: Earthquake list. -
hurricanehist
: Hurricane history. -
PnCdemand
: Property and Casualty demand. -
spacedata
: Space dataset. -
ECBYieldCurve
,FedYieldCurve
Yield curve for eurozone and US. -
forexUSUK
Foreign exchange rate between USD and GBP. - Use the HMD website https://www.mortality.org for mortality tables.
-
Here is a list of datasets whose name has changed compared to the book ‘Computational Actuarial Science with R’:’
- Chapter 1:
extreme2datasince1899
ishurricanehist
. - Chapter 5:
accidents
andaccidents_data
are merged inbrautocoll
;55mu2500gsd
isbrgeomunic_sf
in extra directorygeodata
in the github repository;sul_sp
is stored inbrgeomunicins
. - Chapter 9:
MyPortfolio
isfreprojqxINSEE
. - Chapter 10:
DataMortality
isfreptfpermdis
. - Chapter 11:
DEXUSUK
isforexUSUK
. - Chapter 14:
CONTRACTS
isfreMTPLfreq
;CLAIMS
isfreMTPLsev
. - Chapter 15:
AutoClaimData
isusmassBI2
.