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Multivariate MA($\infty$) processes with heavy tails and random coefficients
Many interesting processes share the property of multivariate regular variation. This property is equivalent to existence of the tail process introduced by B. Basrak... -
Insurance risks measure and management: a critical analysis of the future pru...
Prix Actuariat France 2007 -
Modelling extremal behaviour of a space-time process. With applications in oc...
In this thesis, the extremes of an important oceanographic variable for application will be studied: the significant wave height. This quantity is observed precisely... -
Access climate data in ESG from the EGI infrastructure
Access climate data in ESG from the EGI infrastructure -
Extreme values for characteristic radii of a Poisson-Voronoi tessellation
A homogeneous Poisson-Voronoi tessellation of intensity $\gamma$ is observed in a convex body $W$. We associate to each cell of the tessellation two characteristic... -
Data-based comparison of frequency analysis methods: A general framework
[Departement_IRSTEA]Eaux [TR1_IRSTEA]ARCEAU [Departement_IRSTEA]Eaux [TR1_IRSTEA]ARCEAU -
Dependence structure and limiting results: some applications in finance and i...
This thesis focuses on risk dependencies, based on copula functions. Taking dependencies into account is now crucial in risk management, since amount can be huge... -
Climate change and flood hazard: Evaluation of the SCHADEX methodology in a n...
Since 2006, Électricité de France (EDF) applies a new hydro-climatological approach of extreme rainfall and flood predetermination - the SCHADEX method - for the... -
Pot methods: a new insight into the estimation of extreme value distributions...
International audience -
Multifractal analysis and simulation of wind energy fluctuations
From the governing equations of the velocity field, one can not only expect a (highly) non-Gaussian wind but also one that is scaling. By ‘scaling' we mean a given... -
Modelling intersite dependence for regional frequency analysis of extreme mar...
The duration of observation at a site of interest is generally too low to reliably estimate marine extremes. Regional frequency analysis (RFA), by exploiting the...
