Univariate and bivariate GPD methods for predicting extreme wind storm losses
By Erik Brodin, Holger Rootz'en. 2009
48 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/c60a4f40d536fa74c392267d20b33dd47c734206
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
In Global and Planetary Change
Citations in the corpus
- Modeling asymptotically independent spatial extremes based on Laplace random fields (2015, background): “Modeling extreme wind gusts is important for applications like insurance risk (Brodin and Rootzén, 2009; Mornet et al., 2015), forest damage (Pontailler et al., 1997; Dhôte, 2005; Nagel et al., 2006) or wind farming (Seguro and Lambert, 2000; Steinkohl et al., 2013).”
- Multivariate peaks over thresholds models (2016, unknown): “The literature on applications of multivariate PoT modelling is rather sparse (Brodin and Rootz´en 2009; Michel 2009; Aulbach et al. 2012).”