Burnecki, Krzysztof; Kukla, Grzegorz; Weron, Rafał - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 1, pp. 269-278
Property claim services (PCS) provides indices for losses resulting from catastrophic events in the US. In this paper, we study these indices and take a closer look at distributions underlying insurance claims. Surprisingly, the lognormal distribution seems to give a better fit than the Paretian...
