Extremal dependence and spatial risk measures for insured losses due to extreme winds
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References listed on IDEAS
- Philippe Naveau & Armelle Guillou & Daniel Cooley & Jean Diebolt, 2009. "Modelling pairwise dependence of maxima in space," Biometrika, Biometrika Trust, vol. 96(1), pages 1-17.
- Martin Schlather, 2003. "A dependence measure for multivariate and spatial extreme values: Properties and inference," Biometrika, Biometrika Trust, vol. 90(1), pages 139-156, March.
- Dhaene, Jan & Goovaerts, Marc J., 1996. "Dependency of Risks and Stop-Loss Order1," ASTIN Bulletin, Cambridge University Press, vol. 26(2), pages 201-212, November.
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- Padoan, S. A. & Ribatet, M. & Sisson, S. A., 2010. "Likelihood-Based Inference for Max-Stable Processes," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 263-277.
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- Erwan Koch & Christian Y. Robert, 2018. "Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field," Papers 1812.05893, arXiv.org, revised Jun 2019.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ENV-2018-04-23 (Environmental Economics)
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