For the UK :
CAP 413 Radiotelephony Manual Edition 22
Chapter 8
Emergency Phraseology
Distress and Urgency Communication Procedures
.........the RTF procedures which should be used by civil pilots under the
Aeronautical Mobile Service during an emergency in the UK. Additional
information is published in the UK AIP (GEN) section and AICs.
States of Emergency
8.2 The states of emergency are classified as follows:
1. Distress A condition of being threatened by serious and/or imminent
danger and of requiring immediate assistance.
2. Urgency A condition concerning the safety of an aircraft or other
vehicle, or of some person on board or within sight, but does not
require immediate assistance.
8.3 The pilot should start the emergency call with the appropriate
international RTF prefix as follows:
1. Distress ‘MAYDAY, MAYDAY, MAYDAY’
2. Urgency ‘PAN PAN, PAN PAN, PAN PAN’