2 citations · 2 across the 3 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2017
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…
math.ST2016★ 2 cited
Spatial risk measure for gaussian processes
M Ahmed, V Maume-Deschamps, P Ribereau +1
In this paper, we study the quantitative behavior of a spatial risk measure corresponding to a damage function and a region, taking into account the spatial dependence of the under…