soa {AoE} | R Documentation |
Claim data for 1991 of the Society of Actuaries' Group Medical Insurance Large Claims Database. Only claims over 25000 USD are in the database.
data(soa)
Numeric vector of length 75789.
See Grazier and G'Sell Associates (1997) for a thorough description of the data.
Amongst others, the data are also analysed in Cebrian et al. (2003) and in Beirlant et al. (2004, chapter 9).
Grazier, K.L. and G'Sell Associates (1997). Group Medical Insurance Large Claims Database and Collection. SOA Monograph M-HB97-1, Society of Actuaries, Schaumburg.
Beirlant, J., Goegebeur, Y., Segers, J., and Teugels, J. (2004). Statistics of Extremes. Wiley, Chichester. http://lstat.kuleuven.be/Wiley/index.html
Cebrian, A., Denuit, M., and Lambert, Ph. (2003). Generalized Pareto fit to the society of Actuaries' large claims database. North American Actuarial Journal 7, 18-36.
data(soa) Hill(soa, k = (1:100)*20)