One case study of catastrophes covers will be the Mexican cat bond. The dataset of past historical events in Mexico can be downloaded here.
Since everything we need is in this dataset, everything can be done using R.
mex=read.table("https://blogperso.univ-rennes1.fr/arthur.charpentier/public/conferences/EQ-mex-6-5.txt") mex$D=mex$V1*10000+mex$V2*100+mex$V3 mex$Date=as.Date(as.character(mex$D),"%Y%m%d")
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 31, 2009). Short course on catastrophes: the Mexican earthquake. Freakonometrics. Retrieved October 10, 2024 from https://doi.org/10.58079/ouat