[SFdS] Information du groupe Risques AEF : WG Risk - 22 November 2024

Dear All,

We have the pleasure thanks to the support of the ESSEC IDS department, the Institut des Actuaires, the Fondation des Sciences de la Modélisation (CY - Labex MME-DII) and the Risques AEF - SFdS group, to invite you to the seminar by:

Date: Friday, 22 November 2024, at 12.30pm (CET)

Dual format: ESSEC Paris La Défense (CNIT), Room TBA
and via Zoom, please click here

On Modeling Space-Time Threshold Exceedances with an Application to Extreme Precipitation

The literature on models for spatial extreme data is beginning to be quite large, as many natural extreme hazards such as heat waves, heavy rain and snowfall, storm surges, and windstorms have a spatial extent. However, adding a temporal dynamic component to existing spatial models is not straightforward. In this talk, we first review some of these issues. Then we present space-time models of threshold exceedance that embed different forms of limiting dependence with increasing threshold according to the different dimensions considered, spatial or temporal. The modeling approach is applied to a dataset of precipitation amounts recorded at a number of weather stations in the province of North Brabant, the Netherlands.

Kind regards,
Jeremy Heng, Olga Klopp, Roberto Reno, Marie Kratz and Riada Djebbar (Singapore Actuarial Society - ERM)