|
|||||
|
|
Multivariate skew-t approach to the design of accumulation risk scenarios for the flooding hazard |
|
| Authors: | Tatiana Ghizzoni Giorgio Roth Roberto Rudari |
| Institution: | 1. Corporate Underwriting — Geo Risks, Munich Re, 80802 Munich, Germany;2. University of Genoa, 16145 Genoa, Italy;3. CIMA Foundation, 17100 Savona, Italy |
| Abstract: | |
| Keywords: | Flood scenarios Skew-t distribution Flood risk management Multivariate processes Cross-entropy |
| 本文献已被 ScienceDirect 等数据库收录！ | |