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Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses

Related publications (27)

Excited State-Specific CASSCF Theory for the Torsion of Ethylene

State-specific complete active space self-consistent field (SS-CASSCF) theory has emerged as a promising route to accurately predict electronically excited energy surfaces away from molecular equilibria. However, its accuracy and practicality for chemical ...

Amer Chemical Soc2024

Bayes Security: A Not So Average Metric

Carmela González Troncoso, Giovanni Cherubin

Security system designers favor worst-case security metrics, such as those derived from differential privacy (DP), due to the strong guarantees they provide. On the downside, these guarantees result in a high penalty on the system's performance. In this pa ...

IEEE2023

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

High spatial resolution dataset of La Mobiliere insurance customers

Claudia Rebeca Binder Signer, Emanuele Massaro

We present the La Mobiliere insurance customers dataset: a 12-year-long longitudinal collection of data on policies of customers of the Swiss insurance company La Mobiliere. To preserve the privacy of La Mobiliere customers, we propose the data aggregated ...

NATURE PORTFOLIO2022

Stochastic derivative estimation for max-stable random fields

Erwan Fabrice Koch

We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown-Resnick and Smith fields, are very popula ...

ELSEVIER2022

Fourier uniqueness and interpolation in Euclidean space

Martin Peter Stoller

We prove that every Schwartz function in Euclidean space can be completely recovered given only its restrictions and the restrictions of its Fourier transform to all origin-centered spheres whose radii are square roots of integers. In particular, the only ...

EPFL2022

Quantifying the impacts of urban morphology on modifying microclimate conditions in extreme weather conditions

Jean-Louis Scartezzini, Kavan Javanroodi, Vahid Moussavi Nik

It is well-known that the morphology of urban areas modifies the variations of climate variables at microscale; known as microclimate conditions. The complexity of urban morphology can lead to undesired wind conditions or excessive air temperature; particu ...

IOP PUBLISHING LTD2021

Hyperbolic Fourier series

Maryna Viazovska

In this article we explain the essence of the interrelation described in [PNAS 118, 15 (2021)] on how to write explicit interpolation formula for solutions of the Klein-Gordon equation by using the recent Fourier pair interpolation formula of Viazovska and ...

arXiv2021

Hamiltonian truncation in Anti-de Sitter spacetime

Kamran Salehi Vaziri, João Miguel Augusto Penedones Fernandes, Marco Meineri, Matthijs Jan Hogervorst

Quantum Field Theories (QFTs) in Anti-de Sitter (AdS) spacetime are often strongly coupled when the radius of AdS is large, and few methods are available to study them. In this work, we develop a Hamiltonian truncation method to compute the energy spectrum ...

Springer Nature2021

Fourier uniqueness in even dimensions

Maryna Viazovska

In recent work, methods from the theory of modular forms were used to obtain Fourier uniqueness results in several key dimensions (d = 1, 8, 24), in which a function could be uniquely reconstructed from the values of it and its Fourier transform on a discr ...

National Academy of Sciences2021