Zobrazeno 1 - 10
of 109
pro vyhledávání: '"Ling, Chengxiu"'
Autor:
Wang, Kai, Ling, Chengxiu
We consider a family of multivariate distributions with heavy-tailed margins and the type I elliptical dependence structure. This class of risks is common in finance, insurance, environmental and biostatistic applications. We obtain the asymptotic ta
Externí odkaz:
http://arxiv.org/abs/2404.19196
The substantial threat of concurrent air pollutants to public health is increasingly severe under climate change. To identify the common drivers and extent of spatio-temporal similarity of PM2.5 and ozone, this paper proposed a log Gaussian-Gumbel Ba
Externí odkaz:
http://arxiv.org/abs/2404.14446
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated max-stable distribution family for modelling competing risk-based ext
Externí odkaz:
http://arxiv.org/abs/2305.02742
Very unhealthy air quality is consistently connected with numerous diseases. Appropriate extreme analysis and accurate predictions are in rising demand for exploring potential linked causes and for providing suggestions for the environmental agency i
Externí odkaz:
http://arxiv.org/abs/2302.06059
The constantly expanding frequency and loss affected by natural disasters pose a severe challenge to the traditional catastrophe insurance market. This paper aims to develop an innovative framework of pricing catastrophic bonds triggered by multiple
Externí odkaz:
http://arxiv.org/abs/2302.00462
Publikováno v:
Open Mathematics, Vol 22, Iss 1, Pp pp. 81-92 (2024)
This article proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
Externí odkaz:
https://doaj.org/article/71b9f5523b124138857474c494b1fba0
Catastrophic losses caused by natural disasters receive a growing concern about the severe rise in magnitude and frequency. The constructions of insurance and financial management scheme become increasingly necessary to diversify the disaster risks.
Externí odkaz:
http://arxiv.org/abs/2112.00562
Publikováno v:
In Journal of Environmental Management July 2024 363
Publikováno v:
In International Journal of Disaster Risk Reduction May 2024 106
Publikováno v:
In One Health December 2023 17