2 citations · 3 across the 3 of their papers we have counts for
3 papers · 1 filter
Modelling extreme claims via composite models and threshold selection methods
Yinzhi Wang, Ingrid Hobæk Haff, Arne Huseby
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provide…
Buffered environmental contours
Kristina Rognlien Dahl, Arne Bang Huseby
The main idea of this paper is to use the notion of buffered failure probability from probabilistic structural design, to introduce buffered environmental contours. Classical envir…
On environmental contours for marine and coastal design
Emma Ross, Ole Christian Astrup, Elzbieta Bitner-Gregersen +8
Environmental contours are used in structural reliability analysis of marine and coastal structures as an approximate means to locate the boundary of the distribution of environmen…