This dataset is used in Ewards W. Frees' book "Regression Modeling with Actuarial and Financial Applications"(Cambridge University Press 2010), Chapter 20.5 "Case Study: Swedish Automobile Claims". It can be found on the book's Web site http://research.bus.wisc.edu/RegActuaries, als well as related SAS- and R-Codes.
These data were compiled by the Swedish Committee on the Analysis of Risk Premium in Motor Insurance, summarized in Hallin and Ingenbleek (1983) and Andrews and Herzberg (1985). The data are cross-sectional, describing third party automobile insurance claims for the year 1977.
The outcomes of interest are the number of claims (the frequency) and sum of payments (the severity), in Swedish kroners. Outcomes are based on 5 categories of distance driven by a vehicle, broken down by 7 geographic zones, 7 categories of recent driver claims experience and 9 types of automobile. Even though there are 2,205 potential distance, zone, experience and
type combinations (5 x 7 x 7 x 9 = 2,205), only n = 2,182 were realized in the 1977 data set.
Variable names: Kilometres Zone Bonus Make Insured Claims Payment
