freMTPL2 Dataset

This dataset is a mirror of the freMTPL2 frequency and severity datasets, originally published by Arthur Charpentier to accompany his textbook Computational Actuarial Science with R.

The freMTPL2 dataset contains data on Third-Party Liability (TPL) Motor insurance policies issued in France, along with claims filed against those policies, observed over a duration of just over a year.

These observations are organized into two separate CSV files:

1. freMTPL2freq.csv: a 'Frequency' dataset that stores the risk attributes of the observed insurance policies.
2. freMTPL2sev.csv: a 'Severity' dataset that records monetary loss of each claim made against one of the policies in freMTPL2freq.csv.

For further details on the freMTPL2 dataset, please consult Page 71 of the CASdatasets R package documentation.

Both freMTPL2freq.csv and freMTPL2sev.csv in this HuggingFace dataset were sourced from the karansarpal/freMTPL2-french-motor-tpl-insurance-claims Kaggle dataset.

freMTPL2freq.csv Description

This file contains data on 678,013 TPL motor insurance policies. Each row represents a single policy and contains the following columns:

• IDpol (int): Policy ID number; uniquely identifies each row in freMTPL2freq.csv.
• ClaimNb (int): Total number of TPL motor claims made against the policy.
• Exposure (float): Duration (in years) the policy was observed.
• VehPower (int): Vehicle power encoded as an ordinal integer (higher values indicate more powerful vehicles).
• VehAge (int): Age of the vehicle in years (integer part only).
• DrivAge (int): Driver's age in years (integer part only). In France, the legal driving age is 18. The minimum driver age in this dataset is 18 years old.
• BonusMalus (int): Bonus-Malus factor that ranges from 50 to 350. In France, < 100 means bonus, whilst > 100 means malus.
• VehBrand (string): Anonymized vehicle brand code.
• VehGas (string): Fuel type, either 'Regular' or 'Diesel'.
• Area (string): Population density category of the city/community the driver lives in; these categories are ordered from "A" (rural) to "F" (urban center).
• Density (int): Number of inhabitants per square-kilometer living in the city/area where the vehicle driver resides.
• Region (string): Region in France the vehicle driver resides; these categories correspond to the 1982 - 2015 French region definitions.

freMTPL2sev.csv Description

This file contains data on 26,639 claims made against policies in freMTPL2freq.csv. Each row represents a single claim and contains the following columns:

• IDpol (int): Policy ID number linking the claim to a policy in freMTPL2freq.csv. Note that IDpol is not a unique row identifier in this file, as multiple claims may be made against the same policy.
• ClaimAmount (float): Most up-to-date estimate of the total financial loss/cost of the claim, presumably in Euros (although the exact currency the financial losses are recorded is not disclosed).

Relationship between freMTPL2freq.csv and freMTPL2sev.csv

There is a one-to-many relationship between freMTPL2freq.csv and freMTPL2sev.csv such that:

• Each claim in freMTPL2sev.csv is associated with no more than one policy in freMTPL2freq.csv.
• Each policy in freMTPL2freq.csv can join onto one or more claims in freMTPL2sev.csv (i.e. multiple claims can be made against the same policy).
• Conversely, not all policies in freMTPL2freq.csv will join onto a claim listed in freMTPL2sev.csv (i.e. not all policyholders make a claim against their policy). Indeed, ~96% of the policies in freMTPL2freq.csv have no associated claims in freMTPL2sev.csv.

Data Inconsistency Issues

Please be aware that some data inconsistencies exist between the freMTPL2freq.csv and freMTPL2sev.csv files:

• Missing Policy Records: Not all claims in freMTPL2sev.csv have a corresponding policy in freMTPL2freq.csv, meaning that the risk attributes associated with these claims are unknown. This issue affects 195 out of 26,639 records in freMTPL2freq.csv.

• ClaimNb Discrepancies: For some policies in freMTPL2freq.csv, the recorded ClaimNb does not match the actual number of claims recorded in freMTPL2sev.csv for those policies. For instance:

  • Some policies with ClaimNb = 1 have no matching claims in freMTPL2sev.csv.
  • One policy with ClaimNb = 2 has only one matching claim in freMTPL2sev.csv.

  This issue affects 9,117 out of 678,013 policies in freMTPL2freq.csv.

These data inconsistency issues have been retained in this Hugging Face dataset so that it remains an exact replica of the original freMTPL2 dataset.

Referencing

If you use this dataset in your work, please cite the original publishers of the freMTPL2 dataset:

@article{dutang2020package,
  title={Package ‘casdatasets’},
  author={Dutang, Christophe and Charpentier, Arthur},
  journal={url: https://dutangc.perso.math.cnrs.fr/RRepository/pub/web/CASdatasets-manual.pdf},
  year={2020}
}