8 citations · 10 across the 10 of their papers we have counts for
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Stochastic derivative estimation for max-stable random fields
Erwan Koch, Christian Y. Robert
We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Ma…
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…
Spatial risk measures and rate of spatial diversification
Erwan Koch
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) i…
A central limit theorem for functions of stationary max-stable random fields on
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…