Advances in Risk Management

(Michael S) #1
13

25,000

25,000

20,000

15,000

Empirical10,000

5,000

0
2,5005,0007,50010,00012,500
Theoretical

15,00017,50020,00022,500

0

Weibull (4.9, 0.09)

0
2,5005,0007,50010,00012,500
Theoretical

15,00017,50020,00022,50025,00027,500

25,000

20,000

15,000

Empirical


10,000

5,000

Weibull (8.5, 0.07)

Figure 1.2QQ-plots for BL1* (above) and BL2 (below)
*For sake of visual clarity, the largest loss has been removed from
the first graph
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