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math.ST2024
Pareto processes for threshold exceedances in spatial extremes
Clement Dombry, Juliette Legrand, Thomas Opitz
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodolog…
stat.ME2024
Assessing Extreme Risk using Stochastic Simulation of Extremes
Nisrine Madhar, Juliette Legrand, Maud Thomas
Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data…