soa {AoE}R Documentation

SOA Group Medical Insurance Large Claims Database

Description

Claim data for 1991 of the Society of Actuaries' Group Medical Insurance Large Claims Database. Only claims over 25000 USD are in the database.

Usage

data(soa)

Format

Numeric vector of length 75789.

Details

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).

Source

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.

http://www.soa.org

References

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.

Examples

data(soa)
Hill(soa, k = (1:100)*20)

[Package AoE version 1.0.1 Index]