A dataset containing information about French motor insurance policies and claims, commonly used for actuarial modeling and risk assessment studies.
This is a "mini" subset of the CASdatasets `freMTPL2freq` data, with some manipulation (see details) so that it is ready to plug into the IBLM functions
Format
A data frame with 25,000 rows and 8 variables:
- Area
Area classification where the policy holder resides (factor with levels A through F)
- BonusMalus
Bonus-malus coefficient, a rating factor used in French insurance where lower values indicate better driving records (integer)
- DrivAge
Age of the driver in years (integer)
- VehAge
Age of the vehicle in years (integer)
- VehBrand
Vehicle brand/manufacturer code (factor with levels like B6, B12, etc.)
- VehPower
Vehicle power rating or engine horsepower category (integer)
- ClaimNb
Number of claims made, at an annualised rate (double)
- Exposure
Length of Exposure in years (double)
Source
['https://github.com/dutangc/CASdatasets/raw/c49cbbb37235fc49616cac8ccac32e1491cdc619/data/freMTPL2freq.rda']
Details
The dataset is a sample of 25,000 records from `freMTPL2freq` from the `CASdatasets` package. Other modifications applied are:
ClaimRate: Converted to ClaimNb per Exposure, winsorized at the 99.9th percentile, and rounded.VehAge: Ceiling of 50 years appliedDropped columns: VehGas, Region, Density, ClaimNb, IDpol
Examples
head(freMTPLmini)
#> # A tibble: 6 × 8
#> Area BonusMalus DrivAge VehAge VehBrand VehPower ClaimNb Exposure
#> <fct> <int> <int> <dbl> <fct> <int> <dbl> <dbl>
#> 1 D 50 53 2 B12 12 0 0.24
#> 2 E 90 30 1 B12 4 0 0.05
#> 3 E 76 42 7 B2 4 0 0.08
#> 4 D 68 31 10 B4 7 0 0.96
#> 5 D 57 35 9 B2 5 0 0.29
#> 6 C 57 32 10 B1 9 0 0.3