Graphics Reference
In-Depth Information
Figure
.
.
he empirical mean excess function e
n
for the PCS catastrophe loss amounts in billions
of USD (top panel) and waiting times in years (bottom panel). Comparison with Fig.
.
suggests that
log-normal, Pareto, and Burr distributions should provide a good fit for loss amounts, while
log-normal, Burr, and exponential laws work well for the waiting times. From: XploRe
(
x
)
