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

Publications associées (32)

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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

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

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

Due to its enormous size and capital base, the insurance industry has the potential to play a key role in countering climate change. To this end, the major capital flows associated with its investment and underwriting businesses would need to be redirected ...

PALGRAVE MACMILLAN LTD2019

Unified Theory for Recovery of Sparse Signals in a General Transform Domain

Kyong Hwan Jin

Compressed sensing is provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that the practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many real-world a ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2018

Extreme events are responsible for huge material damage and are costly in terms of their human and economic impacts. They strike all facets of modern society, such as physical infrastructure and insurance companies through environmental hazards, banking an ...

EPFL2018

The invention relates to a method and an apparatus for encoding and/or decoding digital images, wherein said encoding apparatus (1100) comprises processing means (1110) configured for determining weights of a graph related to an image by minimizing a cost ...

2018

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In this paper we present a non-stationary stochastic generator for radar rainfall fields based on the short-space Fourier transform (SSFT). The statistical properties of rainfall fields often exhibit significant spatial heterogeneity due to variability in ...

Copernicus GmbH2017

In order to be able to bear the risk they are taking, insurance companies have to set aside a certain amount of cushion that can guarantee the payment of liabilities, up to a dened probability, and thus to remain solvent in case of bad events. This amount ...

EPFL2016

The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based on Gaussian appr ...

2016