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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.AP2022★ 1 cited
Space-time extremes of severe US thunderstorm environments
Jonathan Koh, Erwan Koch, Anthony C. Davison
Severe thunderstorms cause substantial economic and human losses in the United States. Simultaneous high values of convective available potential energy (CAPE) and storm relative h…