Spatial Risk Measure for Max-Stable and Max-Mixture Processes

Ahmed Manaf, Véronique Maume-Deschamps, Pierre Ribereau +1

In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes $X=(X(s))\_{s\in\bR^2}$ and the damage function $\cD\_X^ν= |X|^ν$ with…