CASdatasets package

Actuarial Datasets (originally for the 'Computational Actuarial Science with R' book)

Details

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:

  • beaonre: AON Re Belgium dataset.

  • beMTPL16: a MTPL Belgium dataset of 2016 (by policy).

  • beMTPL97: a MTPL Belgium dataset of 1997 (by policy).

  • besecura: Secura Re Belgium dataset.

• Brazil:

  • brgeomunicins: a dataset of Brazilian cities with insurance indicators (exposure, claim frequency and premium). Geographical datasets brgeomunic_sf, brgeomunic_sp should be downloaded from the github repository in extra directory geodata.

  • 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.

  • 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 is hurricanehist.

• Chapter 5: accidents and accidents_data are merged in brautocoll; 55mu2500gsd is brgeomunic_sf in extra directory geodata in the github repository; sul_sp is stored in brgeomunicins.

• Chapter 9: MyPortfolio is freprojqxINSEE.

• Chapter 10: DataMortality is freptfpermdis.

• Chapter 11: DEXUSUK is forexUSUK.

• Chapter 14: CONTRACTS is freMTPLfreq; CLAIMS is freMTPLsev.

• Chapter 15: AutoClaimData is usmassBI2.

Author

Arthur Charpentier, Christophe Dutang.