Concept
Assurance responsabilité civile
Publications associées (26)
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...
Springer2024Wind, 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 ...
EPFL2023Stochastic derivative estimation for max-stable random fields
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