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Non-life insurance

Life insurance

Claim severity

Claim frequency

Mortality data

Author

Christophe Dutang

Published

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This package contains aggregated and policy-level datasets. Below a list by country or region is given.

Australia:
- auscathist: Historical disaster statistics in Australia.
- ausNLHYCapAdeq, ausNLHYFinPerf, ausNLHYFinPos, ausNLHYLiability, ausNLHYOffProf, ausNLHYOpIncExp, ausNLHYPremClaim, ausNLHYPrivInsur, ausNLHYPubInsur, ausNLHYRecAASB, ausNLHYReserve: Australian Market - non-life insurance (aggregate level).
- ausNLHYCapAdeqByComp, ausNLHYClaimByState, ausNLHYFinPerfByComp, ausNLHYFinPerfPublic, ausNLHYFinPosByComp, ausNLHYFinPosPublic, ausNLHYOpIncExpPublic, ausNLHYPremByState, ausNLHYPremClaimPublic, ausNLHYPrivInsur, ausNLHYPubInsur: Australian Market - non-life insurance (company, state, public level).
- ausNLHYLloydAsset, ausNLHYLloydGPI ausNLHYLloydUWAcc, ausNLHYLloydUWRes: Lloyds Market in Australia.
- austri1autoBI7895, austri2auto: Australian claim triangles.
- ausprivautolong, ausMTPL8486, ausprivauto0405: Australian private motor datasets (by policy).
- ausNSWdriver04, ausNSWdeath02: New South Wales statistics.
Belgium:
- beaonre: AON Re Belgium dataset.
- beMTPL16: a MTPL Belgium dataset of 2016 (by policy).
- beMTPL97: a MTPL Belgium dataset of 1997 (by policy).
- besecura: Secura Re Belgium dataset.
Brazil:
- brgeomunicins: a dataset of Brazilian cities with insurance indicators (exposure, claim frequency and premium). Geographical datasets brgeomunic_sf, brgeomunic_sp should be downloaded from the github repository in extra directory geodata.
- brautocoll: a Brazilian dataset of auto collision in Belo Horizonte during one month (categorical claim severity).
- braggprem, braggclaim: aggregate Brazilian datasets per region.
- brvehins1: a Brazilian vehicle insurance datasets (by policy) with risk features except City code.
- brvehins2: a Brazilian vehicle insurance datasets (by policy) with risk features including City code.
Canada:
- canlifins, canlifins2: A portfolio of a Canadian life insurer.
- catelematic13: Canadian telematic insurance dataset.
Danemark:
- danishuni, danishmulti: Danish reinsurance claim dataset.
European Union:
- eutelematic13: telematic insurance dataset.
- eudirectlapse: non-life insurance lapse dataset.
- euhealthinsurance: European health insurance dataset.
- euMTPL: European motor TPL insurance dataset.
France:
- freaggnumber: a French aggregate claim number dataset.
- frebiloss: French business interruption losses.
- freclaimset, freclaimset9207: French claim settlements.
- frecomfire: French commercial fire losses.
- freDisTables: French disability tables.
- fremarine: French marine claim dataset (by policy).
- freMortTables: French mortality tables.
- fremotorclaim: French private motor claim datasets (by policy).
- freMTPL: two French Motor-TPL claim datasets (by policy).
- freMPL: a collection of ten French Motor personal line datasets (by policy).
- freportfolio: fictive mortality tables and French nation-wide corresponding tables; two disability datasets from a French insurer.
- fretelematic: a French telematic Motor-TPL claim dataset (by policy).
- fretplclaimnumber: a French Motor-TPL claim dataset (by policy).
- fre4LoBtriangles: A collection of triangles line of business from a private insurer.
- pricingame: Datesets used at Pricing Games of the French Institute of Actuaries.
Germany:
- credit: A German Credit dataset.
Italy:
- itamtplcost: Large losses of an Italian Motor-TPL company.
New Zealand:
- nzcathist: Historical disaster statistics in New Zealand.
Norway:
- norauto: Norwegian automobile dataset.
- norfire: Norwegian fire dataset.
- Norberg: Norberg’s credibility dataset.
- nortritpl8800: Norwegian claim triangle.
Singapore:
- sgautonb: Singapore Automobile claim count dataset.
- sgtriangles: Singapore Property and Casualty triangles.
Sweden:
- swautoins: Swedish Motor Insurance dataset`
- swbusscase: Swedish Buss Insurance dataset`
- swmotorcycle: Swedish Motorcycle Insurance dataset`
United Kingdom:
- ukaggclaim: United Kingdom Car Insurance Claims.
- ukautocoll: United Kingdom Car Collision Insurance Claims.
United States of America:
- Davis: Davis height-weight dataset.
- ICB1, ICB2: Insurance Company Benchmarks.
- lossalae,lossalaefull: General Third Part-liability claims and expenses.
- SOAGMI: SOA Group Medical Insurance dataset.
- usautoBI: Automobile Bodily Injuries in US.
- usautotriangles: US automobile triangles.
- usexpense: US expense dataset.
- usGLtriangles: US Property and Casualty triangles.
- ushurricane, ushustormloss4980: Historical hurricane statistics in United States of America.
- uslapseagent: US lapse dataset from tied-agent channel.
- usmassBI: US Massachusetts Automobile bodily injury claim datasets.
- usmedclaim: US medical claim triangle.
- usMSHA1316: US Mine Safety and Health Administration claim dataset.
- usMVTA: US motor vehicle traffic accident.
- usprivautoclaim: private automobile claims.
- usquakeLR: California earthquake loss ratios.
- ustermlife: Term life insurance survey.
- uswarrantaggnum: US warranty automobile.
- usworkcomp: US workers compensation datasets.
Misc.:
- eqlist: Earthquake list.
- hurricanehist: Hurricane history.
- PnCdemand: Property and Casualty demand.
- spacedata: Space dataset.
- ECBYieldCurve, FedYieldCurve Yield curve for eurozone and US.
- forexUSUK Foreign exchange rate between USD and GBP.
- Use the HMD website https://www.mortality.org for mortality tables.

Here is a list of datasets whose name has changed compared to the book ‘Computational Actuarial Science with R’:’

Chapter 1: extreme2datasince1899 is hurricanehist.
Chapter 5: accidents and accidents_data are merged in brautocoll; 55mu2500gsd is brgeomunic_sf in extra directory geodata in the github repository; sul_sp is stored in brgeomunicins.
Chapter 9: MyPortfolio is freprojqxINSEE.
Chapter 10: DataMortality is freptfpermdis.
Chapter 11: DEXUSUK is forexUSUK.
Chapter 14: CONTRACTS is freMTPLfreq; CLAIMS is freMTPLsev.
Chapter 15: AutoClaimData is usmassBI2.