AON Re Belgian dataset

The dataset was collected by the reinsurance broker AON Re Belgium and comprise 1,823 fire losses for which the building type and the sum insured are available.

Usage

data(beaonre)

Format

beaonre contains three columns and 1823 rows:

BuildType

The building type either A, B, C, D, E or F.

ClaimCost

The loss amount in thousand of Danish Krone (DKK).

SumInsured

The sum insured in thousand of Danish Krone (DKK).

References

Dataset used in Beirlant, Dierckx, Goegebeur and Matthys (1999), Tail index estimation and an exponential regression model, Extremes 2, 177-200, doi:10.1023/A:1009975020370 .

Examples

# (1) load of data
#
data(beaonre)

# (2) plot and description of data
#

boxplot(ClaimCost ~ BuildType, data=beaonre, log="y", 
xlab="Building type", ylab="Claim size", main="AON Re Belgium data")