2 papers
stat.AP2023
Fast return-level estimates for flood insurance via an improved Bennett inequality for random variables with differing upper bounds
Anna Maria Barlow, Chris Sherlock
Insurance losses due to flooding can be estimated by simulating and then summing losses over a large number of locations and a large set of hypothetical years of flood events. Repl…
stat.ME2022
A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold
Anna Maria Barlow, Ed Mackay, Emma Eastoe +1
Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peak…