I had a quick browse over Wikipedias jpeg page and there is some interesting reading to be had.
At the top there is a very big image of sample images of the same shot taken at different compression settings, and a graph of file size vs compression, but note that this doesn't include (perceived) quality. The file size increases exponentially with compression reduction.
If you go down the page past enormous mathematical data, there is discussion about the effect of compression based on image content and particularly where the content has sharp edges.
So it is likely that the simple answer to Eigils question ( his image would be handy ) is in the Wikipedia graph. His comment on "what pixels are lost" is probably expressed too simplistic as the encoding/decoding process is complex and not simply throwing away information but transforming it.
Refer to http://en.wikipedia.org/wiki/JPEG