Wszystkie pola: Extreme risk - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Estimation of the distortion risk premium for heavy-tailed losses under serial dependence
Autorzy:: Ouadjed, H.
Powiązania:: https://bibliotekanauki.pl/articles/255423.pdf
Data publikacji:: 2018
Wydawca:: Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:: extreme value theory
mixing processes
tail index estimation
Opis:: In the actuarial literature, many authors have studied estimation of the reinsurance premium for heavy tailed i.i.d. sequences, especially for the Proportional Hazard (PH) due to Wang. The main aim of this paper is to extend this estimation for heavy tailed dependent sequences satisfying some mixing dependence structure. In this study we prove that the new estimator is asymptotically normal. The behavior of the estimator is examined using simulation for MA(1) process. Keywords: extreme value theory, mixing processes, tail index estimation.
Źródło:: Opuscula Mathematica; 2018, 38, 6; 871-882
1232-9274
2300-6919
Pojawia się w:: Opuscula Mathematica
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Odra River in Lower Silesia: probabilistic analysis of flood risk dynamics as part of sustainable development of water management
Autorzy:: Kuźmiński, Łukasz
Halama, Arkadiusz
Powiązania:: https://bibliotekanauki.pl/articles/108315.pdf
Data publikacji:: 2018
Wydawca:: Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:: flood risk
flow
sustainable development
water management
extreme value
distributions
Gumbel distribution
Opis:: One of most common natural catastrophes in Poland are undoubtedly floods. Climatic change contributes to more and more often and violent occurrences of the maximum flow in rivers, which increases flood damage. Inadequate land management and the unjustified belief in the effectiveness of technical flood control measures can also contribute to flood damage. The development of water management (including flood protection) should be carried out in a sustainable way by integrating social, environmental, and economic objectives. In flood protection, those measures that are least invasive to the natural environment should be used first; in particular, non-technical flood protection methods (e.g., flood risk assessment and management, and the proper definition and management of flood plains). One of the bases for the sustainable development of water management is the preparation of models that can help us calculate the likelihood of maximum flow and to identify areas that are at risk of flooding. On this basis, the proper spatial policy and prevention of flood effects will be possible. This article presents the probabilistic analysis carried out on the flood risk dynamics for a selected area of the Odra River basin. The authors based their risk dynamic assessment on the results from the distributions of the maximum values for a selected hydrological characteristic – the flow rate. Based on the daily flow data from the years of 1994–2013 collected at a hydrological station on the Odra River in Malczyce, the 30-day flow maxima were set individually for four 5-year periods. Then, a probabilistic model of the maximum flow was developed based on these peaks for each 5-year period. The resulting models were used to estimate flood risks and for analyzing the dynamics for the studied area.
Źródło:: Managerial Economics; 2018, 19, 2; 205-225
1898-1143
Pojawia się w:: Managerial Economics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Flash Flood Risk and Climate Analysis in the Extreme South of Algeria (the Case of In-Guezzam City)
Autorzy:: Zegait, Rachid
Pulido-Bosch, Antonio
Hamadeha, Bachir
Şen, Zekai
Madi, Housseyn
Powiązania:: https://bibliotekanauki.pl/articles/2174653.pdf
Data publikacji:: 2022
Wydawca:: Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:: climate trend
flash floods
HEC-RAS
modeling
risk analysis
Opis:: Natural risks, particularly flood risk, are a topical subject in Algeria and throughout the world, particularly given the last major catastrophic floods in Sudan (2020) and North Africa. With the development of the climate change phenomenon in the world, risk management is becoming increasingly necessary for all the actors concerned (decision-makers, technicians, and the population) to identify protection issues. In 2018, in the extreme south of Algeria, In-Guezzam City suffered a devastating flood that caused significant damage and loss of human and material resources. More than 100 homes collapsed, and approximately 345 families were displaced. Currently, there is no research work to assess the hydrological situation and the risk of flooding in this region. Therefore, the main purpose of this study is to shed light on the risk of flash floods in the extreme south of Algeria with more specific attention to the August 2018 floods as well as the climate trends over the past 30 years using Mann–Kendall test and Sen’s Slope Estimator. The chosen approach involves a hydrological study and hydrodynamic modeling using HEC-RAS software. This latter allows for simulating floods using statistical methods and creating several regional flood hazard maps.
Źródło:: Geomatics and Environmental Engineering; 2022, 16, 4; 157--185
1898-1135
Pojawia się w:: Geomatics and Environmental Engineering
Dostawca treści:: Biblioteka Nauki

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