norwegian {AoE}R Documentation

Norwegian Fire Insurance Data

Description

Norwegian fire insurance data treated in Beirlant et al. (1996a) and in Beirlant et al. (2004, Example 1.2). The data consists of fire insurance claims (times 1000 NOK) of the claims for the period 1972-1992. A priority of 500 units was in force.

Usage

data(norwegian)

Format

The data is a list with components y72, ..., y92. Each component is a numeric vector containing the claim values in increasing order. The number of claims may vary per year.

Source

Beirlant, J., Teugels, J.L., and Vynckier, P. (1996). Practical Analysis of Extreme Values. Leuven University Press.

References

Beirlant, J., Goegebeur, Y., Segers, J., and Teugels, J. (2004). Statistics of Extremes. Wiley, Chichester. http://lstat.kuleuven.be/Wiley/index.html

Examples

data(norwegian)
hist(norwegian$y81)
Hill(norwegian$y81)

[Package AoE version 1.0.1 Index]