Extreme Value Theory With Applications To Natural Hazards
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| Author | : Nicolas Bousquet |
| Publisher | : Springer Nature |
| Total Pages | : 491 |
| Release | : 2021-10-09 |
| Genre | : Mathematics |
| ISBN | : 3030749428 |
This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be applied. The approach consists of a number of steps: data selection and correction, non-stationary theory (to account for trends due to climate change), and selecting appropriate estimation techniques based on both decision-theoretic features (e.g., Bayesian theory), empirical robustness and a valid treatment of uncertainties. It also examines and critically reviews alternative approaches based on stochastic and dynamic numerical models, as well as recently emerging data analysis issues and presents large-scale, multidisciplinary, state-of-the-art case studies. Intended for all those with a basic knowledge of statistical methods interested in the quantification of natural hazards, the book is also a valuable resource for engineers conducting risk analyses in collaboration with scientists from other fields (such as hydrologists, meteorologists, climatologists).
| Author | : Gianfausto Salvadori |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 304 |
| Release | : 2007-06-01 |
| Genre | : Science |
| ISBN | : 1402044151 |
This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics. Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.
| Author | : Stefan Hochrainer-Stigler |
| Publisher | : Springer Nature |
| Total Pages | : 166 |
| Release | : 2020-04-06 |
| Genre | : Nature |
| ISBN | : 9811526893 |
This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as management aspects. Integration is understood as being able to perform risk analysis for extreme and systemic events simultaneously. The presented approach is based on Sklar's theorem, which states that a multivariate distribution can be separated into two parts – one describing the marginal distributions and the other describing the dependency between the distributions using a so-called copula. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network. In that way, extreme and systemic risk can be analyzed independently as well as jointly across several scales. The book is intended for a large audience, and all techniques presented are guided with examples and applications with a special focus on natural disaster events. Furthermore, an extensive literature and discussion of it are given in each chapter for the interested reader.
| Author | : J. Galambos |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 526 |
| Release | : 2013-12-01 |
| Genre | : Mathematics |
| ISBN | : 1461336384 |
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.
| Author | : V.F. Pisarenko |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 89 |
| Release | : 2013-09-11 |
| Genre | : Nature |
| ISBN | : 3319014544 |
The study of disaster statistics and disaster occurrence is a complicated interdisciplinary field involving the interplay of new theoretical findings from several scientific fields like mathematics, physics, and computer science. Statistical studies on the mode of occurrence of natural disasters largely rely on fundamental findings in the statistics of rare events, which were derived in the 20th century. With regard to natural disasters, it is not so much the fact that the importance of this problem for mankind was recognized during the last third of the 20th century - the myths one encounters in ancient civilizations show that the problem of disasters has always been recognized - rather, it is the fact that mankind now possesses the necessary theoretical and practical tools to effectively study natural disasters, which in turn supports effective, major practical measures to minimize their impact. All the above factors have resulted in considerable progress in natural disaster research. Substantial accrued material on natural disasters and the use of advanced recording techniques have opened new doors for empirical analysis. However, despite the considerable progress made, the situation is still far from ideal. Sufficiently complete catalogs of events are still not available for many types of disasters, and the methodological and even terminological bases of research need to be further developed and standardized. The present monograph summarizes recent advances in the field of disaster statistics, primarily focusing on the occurrence of disasters that can be described by distributions with heavy tails. These disasters typically occur on a very broad range of scales, the rare greatest events being capable of causing losses comparable to the total losses of all smaller disasters of the same type. Audience: This SpringerBrief will be a valuable resource for those working in the fields of natural disaster research, risk assessment and loss mitigation at regional and federal governing bodies and in the insurance business, as well as for a broad range of readers interested in problems concerning natural disasters and their effects on human life.
| Author | : Francois Longin |
| Publisher | : John Wiley & Sons |
| Total Pages | : 638 |
| Release | : 2016-10-17 |
| Genre | : Business & Economics |
| ISBN | : 1118650190 |
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
| Author | : A. Surjalal Sharma |
| Publisher | : John Wiley & Sons |
| Total Pages | : 693 |
| Release | : 2013-05-08 |
| Genre | : Science |
| ISBN | : 1118671848 |
Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 196. Extreme Events and Natural Hazards: The Complexity Perspective examines recent developments in complexity science that provide a new approach to understanding extreme events. This understanding is critical to the development of strategies for the prediction of natural hazards and mitigation of their adverse consequences. The volume is a comprehensive collection of current developments in the understanding of extreme events. The following critical areas are highlighted: understanding extreme events, natural hazard prediction and development of mitigation strategies, recent developments in complexity science, global change and how it relates to extreme events, and policy sciences and perspective. With its overarching theme, Extreme Events and Natural Hazards will be of interest and relevance to scientists interested in nonlinear geophysics, natural hazards, atmospheric science, hydrology, oceanography, tectonics, and space weather.
| Author | : Stuart Coles |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 219 |
| Release | : 2013-11-27 |
| Genre | : Mathematics |
| ISBN | : 1447136756 |
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
| Author | : Thierry Denoeux |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 442 |
| Release | : 2012-04-26 |
| Genre | : Technology & Engineering |
| ISBN | : 3642294618 |
The theory of belief functions, also known as evidence theory or Dempster-Shafer theory, was first introduced by Arthur P. Dempster in the context of statistical inference, and was later developed by Glenn Shafer as a general framework for modeling epistemic uncertainty. These early contributions have been the starting points of many important developments, including the Transferable Belief Model and the Theory of Hints. The theory of belief functions is now well established as a general framework for reasoning with uncertainty, and has well understood connections to other frameworks such as probability, possibility and imprecise probability theories. This volume contains the proceedings of the 2nd International Conference on Belief Functions that was held in Compiègne, France on 9-11 May 2012. It gathers 51 contributions describing recent developments both on theoretical issues (including approximation methods, combination rules, continuous belief functions, graphical models and independence concepts) and applications in various areas including classification, image processing, statistics and intelligent vehicles.
| Author | : Debarati Guha-Sapir |
| Publisher | : Oxford University Press |
| Total Pages | : 341 |
| Release | : 2013-05-23 |
| Genre | : Business & Economics |
| ISBN | : 0199841934 |
This work combines research and empirical evidence on the economic costs of disasters with theoretical approaches. It provides new insights on how to assess and manage the costs and impacts of disaster prevention, mitigation, recovery and adaption, and much more.
