Statistical analysis of catastrophic events

J.L. Teugels, B. Vandewalle

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Abstract

We make a first attempt to give an extreme value analysis of data, connected to catastrophic events. While the data are readily accessible from SWISSRE, their analysis doesn’t seem to have been taken up. A first set refers to insured claims over the last 35 years; the second deals with victims from natural catastrophes. Together these sets should provide ample proof that extreme value analysis might be able to catch some essential information that traditional statistical analysis might overlook. We finish with a number of cautious remarks.
Original languageEnglish
Title of host publicationCoping with uncertainty : modeling and policy issues
EditorsK. Marti, Y. Ermoliev, M. Makowski, G. Pflug
Place of PublicationBerlin
PublisherSpringer
Pages105-117
ISBN (Print)978-3-540-35258-7
DOIs
Publication statusPublished - 2006

Publication series

NameLecture Notes in Economics and Mathematical Systems
Volume581
ISSN (Print)0075-8442

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