4 papers
Extrapolation of extreme covariates in generalized additive regression using extreme-value theory
Viviana Carcaiso, Sebastian Engelke, Juliette Legrand +1
We propose methods to enhance the predictive performance of generalized additive models (GAMs) in the context of covariate extrapolation, where predictions rely on covariates beyon…
Bayesian spatial modelling framework for assessing residential flood risk in property insurance
Mulah Moriah, Franck Vermet, Pierre Ailliot +2
Spatial heterogeneity in insurance risk modelling is often represented using coarse areal structures, which can obscure fine-scale patterns critical for accurate risk assessment. T…
Non-Parametric Simulation of Multivariate Extreme Events via Spectral Bootstrap
Nisrine Madhar, Juliette Legrand, Maud Thomas
Inference in extreme value theory relies on a limited number of extreme observations, making estimation challenging. To address this limitation, we propose a non-parametric simulat…
Contributions of geolocated weather and building related data for insurance assessment of flood risks
Mulah Moriah, Franck Vermet, Pierre Ailliot +2
Floods rank among the costliest natural hazards, causing over USD 100 billion in insured losses between 2013 and 2023. In France, persistent deficits in the natural catastrophe sch…