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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")&#160;