Spatial Risk Measure for Max-Stable and Max-Mixture Processes

Spatial Risk Measure for Max-Stable and Max-Mixture Processes

In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes \(X=(X(s))\_{s\in\bR^2}\) and the damage function \(\cD\_X^{\nu}= |X|^\nu\) with \(0

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Veröffentlicht in:arXiv.org 2017-06
Hauptverfasser: Manaf, Ahmed, Maume-Deschamps, Véronique, Ribereau, Pierre, Vial, Céline
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic methods
Asymptotic properties
Capital budgeting
Computer simulation
Dependence
Risk
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Zusammenfassung:In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes \(X=(X(s))\_{s\in\bR^2}\) and the damage function \(\cD\_X^{\nu}= |X|^\nu\) with \(0
ISSN:2331-8422