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.
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Teugels, J.L., Vandewalle, B. (2006). Statistical Analysis of Catastrophic Events. In: Coping with Uncertainty. Lecture Notes in Economics and Mathematical Systems, vol 581. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-35262-7_6
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DOI: https://doi.org/10.1007/3-540-35262-7_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-35258-7
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