loss {copula} | R Documentation |
Indemnity payment and allocated loss adjustment expense from an insurance company.
data(loss)
A data frame with 1500 observations on the following 4 variables.
loss
limit
.alae
limit
censored
Frees, E. and Valdez, E. (1998). Understanding relationships using copulas. North American Actuarial Journal, 2:1–25.
data(loss)