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stat.AP2022
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
Erwan Koch
Hüsler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide ana…
stat.AP2019
Trends in the extremes of environments associated with severe US thunderstorms
Erwan Koch, Jonathan Koh, Anthony C. Davison +2
Severe thunderstorms can have devastating impacts. Concurrently high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are known to be conduc…