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Spatial risk measures for max-stable and max-mixture processes
Stochastics ( IF 0.9 ) Pub Date : 2019-11-12 , DOI: 10.1080/17442508.2019.1687703 M. Ahmed 1, 2 , V. Maume-Deschamps 1 , P. Ribereau 1 , C. Vial 1
中文翻译:
最大稳定和最大混合过程的空间风险度量
更新日期:2019-11-12
Stochastics ( IF 0.9 ) Pub Date : 2019-11-12 , DOI: 10.1080/17442508.2019.1687703 M. Ahmed 1, 2 , V. Maume-Deschamps 1 , P. Ribereau 1 , C. Vial 1
Affiliation
In this paper, we consider isotropic and stationary max-stable, inverse max-stable and max-mixture processes and the damage process with . We study the quantitative behaviour of a risk measure which is the variance of the average of over a region . This kind of risk measure has already been introduced and studied for some max-stable processes in Koch [Spatial risk measures and applications to max-stable processes, Extremes 20(3) (2017), pp. 635–670].
中文翻译:
最大稳定和最大混合过程的空间风险度量
在本文中,我们考虑了各向同性和平稳的最大稳态,逆最大稳态和最大混合过程 和破坏过程 与 。我们研究了风险度量的量化行为,即风险平均值的方差 在一个地区 。在Koch中,已经针对某些最大稳定过程引入并研究了这种风险度量[空间风险度量及其在最大稳定过程中的应用,极端20(3)(2017),第635-670页]。