Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Mathias Raschke"'
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 48:463-501
Cyber incidents are among the most critical business risks for organisations and can lead to large financial losses. However, previous research on loss modelling is based on unassured data sources because the representativeness and completeness of op
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9e59e2996d7e372e615d02b19eb5368
https://doi.org/10.1057/s41288-023-00293-x
https://doi.org/10.1057/s41288-023-00293-x
Autor:
Mathias Raschke
Publikováno v:
Natural Hazards and Earth System Sciences, Vol 22, Pp 245-263 (2022)
When a natural hazard event like an earthquake affects a region and generates a natural catastrophe (NatCat), the following questions arise: how often does such an event occur? What is its return period (RP)? We derive the combined return period (CRP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3614793bb9c84f8e92058c0c61184774
https://doi.org/10.5194/nhess-2021-86
https://doi.org/10.5194/nhess-2021-86
Autor:
Mathias Raschke
Publikováno v:
Bulletin of the Seismological Society of America. 108:1025-1028
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c3b0a88ea206ab0a2ec3428ab4d73e1
https://doi.org/10.1785/0120170100
https://doi.org/10.1785/0120170100
Autor:
Mathias Raschke
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:6879-6888
We reveal that the minimum Anderson–Darling (MAD) estimator is a variant of the maximum likelihood method. Furthermore, it is shown that the MAD estimator offers excellent opportunities for paramet...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::233c9f657ff59c411b96cbb1aebe6c92
https://doi.org/10.1080/03610918.2016.1217011
https://doi.org/10.1080/03610918.2016.1217011
Autor:
Mathias Raschke
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the opportunities for t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe69b5583df17a76bcc52ae4385438a2
Autor:
Mathias Raschke
Publikováno v:
Natural Hazards and Earth System Sciences, Vol 15, Iss 8, Pp 1757-1761 (2015)
In this communication, I improve the detection and modeling of the over-dispersion of winter storm occurrence. For this purpose, the generalized Poisson distribution and the Bayesian information criterion are introduced; the latter is used for statis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ac16c33a08fbfdd589f8863ae1545af
https://www.nat-hazards-earth-syst-sci.net/15/1757/2015/
https://www.nat-hazards-earth-syst-sci.net/15/1757/2015/
Autor:
Mathias Raschke
Publikováno v:
Bulletin of the Seismological Society of America. 104:1002-1005
It is a special issue to model an earthquake ground‐motion relation (GMR; ground‐motion prediction equation) for the seismic‐hazard analysis of regions with low seismicity. A region‐specific GMR may be difficult to develop if there are only a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef98bcd80a0e005bbd17fa96b32c275f
https://doi.org/10.1785/0120130215
https://doi.org/10.1785/0120130215