4 papers
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…
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…
A parsimonious tail compliant multiscale statistical model for aggregated rainfall
Pierre Ailliot, Carlo Gaetan, Philippe Naveau
Modeling rainfall intensity distributions across aggregation scales (from sub-hourly to weekly) is essential for hydrological risk analysis and IDF curves. Aggregation naturally im…
Note on a non-parametric method for change-point detection
Pierre Ailliot, N'Dèye Coumba Niass, Jean-Marc Derrien
The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspecti…