Erwan Koch

activity

20142026

most citedA frailty-contagion model for multi-site hourly precipitation driven by atmospheric covariates

8 citations · 10 across the 10 of their papers we have counts for

collaborators

Showing 2018 · math.PRShow all

2 papers · 2 filters

math.PR2018★ 1 cited

Extremal dependence and spatial risk measures for insured losses due to extreme winds

Erwan Koch

A meticulous assessment of the risk of impacts associated with extreme wind events is of great necessity for populations, civil authorities as well as the insurance industry. Using…

math.PR2018

A central limit theorem for functions of stationary max-stable random fields on $R^{d}$

Erwan Koch, Clément Dombry, Christian Y. Robert

Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can p…

Extremal dependence and spatial risk measures for insured losses due to extreme winds

A central limit theorem for functions of stationary max-stable random fields on Rd

A central limit theorem for functions of stationary max-stable random fields on $R^{d}$