French business interruption losses

The univariate dataset was collected at FFSA and comprise 2387 business interruption losses over the period 1985 to 2000 (for losses above 100,000 French Francs).

Usage

data(frebiloss)

Format

danishuni contains 8 columns:

Year

The year of claim occurence.

OccurDate

The day of claim occurence.

PolicyID

The policy identification number.

ClaimID

The claim identification number.

ClaimCost

Original claim cost in French Francs (FFR).

TotalCost

Original total cost (claim+expense) in French Francs.

ClaimCost2007

Normed claim cost in thousand of 2007 euros (EUR).

TotalCost2007

Normed total cost in thousand of 2007 euros (EUR).

Source

FFSA

References

Dataset used in Zajdenweber (1996). Extreme values in business interruption insurance, Journal of Risk and Insurance, 1, 95-110, doi:10.2307/253518 .

Examples

# (1) load of data
#
data(frebiloss)
dim(frebiloss)
#> [1] 2387    8

# (2) ecdf plot
#
plot(ecdf(frebiloss$ClaimCost2007), log="x", xlim=c(10^1, 10^5))


boxplot(ClaimCost2007~Year, data=frebiloss, log="y")