Worked examples

Spreadsheet worked examples that show how each result table is calculated from sample losses — useful for validating an implementation. They live in Docs/WorkedExamples/ in this repository:

Example

Covers

SELT_MELT_QELT.xlsx

Event loss tables — sample, moment and quantile

SPLT_MPLT_QPLT.xlsx

Period loss tables — sample, moment and quantile

SELT_SPLT.xlsx

Relationship between event and period sample tables

EPT_1_Mean_Damage.xlsx

Exceedance-probability table — mean damage (EPCalc 1)

EPT_2_Full_Uncertainty.xlsx

EPT — full uncertainty (EPCalc 2)

EPT_3_Per_Sample_Mean.xlsx

EPT — per-sample mean (EPCalc 3)

EPT_4_Sample_Mean.xlsx

EPT — mean of sample EP curves (EPCalc 4)

PSEPT.xlsx

Per-sample exceedance-probability table

TVAR.xlsx

Tail value-at-risk (TVaR) EP types