H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...
Peer-to-peer (P2P) sharing may foster sustainability synergistically by saving resources, reducing costs and promoting satisfaction of consumer needs and social connectivity. A survey of Swiss and Swedish consumers (N = 1522) was conducted to analyze drive ...
This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...
We present the La Mobiliere insurance customers dataset: a 12-year-long longitudinal collection of data on policies of customers of the Swiss insurance company La Mobiliere. To preserve the privacy of La Mobiliere customers, we propose the data aggregated ...
Lightning is formed in the atmosphere through the combination of intricate dynamic and microphysical processes. Mainly due to this complexity, attempts to solve the important problem of lightning prediction have generally failed to yield accurate results. ...
This policy brief suggests five factors and describes use cases to guide and inspire attempts to develop resilience-based insurance solutions and to enhance a positive feedback between insurance and resilience. ...
EPFL International Risk Governance Center (IRGC)2019
This paper studies a damaging hail storm that occurred on 6 June 2015 in the complex topography of Switzerland. The storm persisted for several hours and produced large hail resulting in significant damage. Storms of comparable severity occur on average on ...
In order to be able to bear the risk they are taking, insurance companies have to set aside a certain amount of cushion that can guarantee the payment of liabilities, up to a dened probability, and thus to remain solvent in case of bad events. This amount ...
The subject of the present PhD thesis is the qualitative, interdisciplinary analysis of the impact of earthquake insurance on earthquake risk territories in Japan. On the one hand, the Japanese Earthquake Insurance System (JEI) will be analyzed; on the oth ...
This article investigates the latest developments in longevity-risk modelling, and explores the key risk management challenges for both the financial and insurance industries. The article discusses key definitions that are crucial for the enhancement of th ...
When these lines are written, it is January 21, 2008, a further `Black Monday' on the international markets. Stock indices have fallen between 5 and 10%. Which statistical tools help in describing such events and may help in understanding the consequences? ...
One of the challenges in the biomedical engineering domain is the Telemedicine. The remote diagnosis, automate instruments for drug delivery or mobile platforms for domestic applications are common targets accepted by the medical insurance companies form t ...
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