J. L. Romero, J. M. Angulo, A. E. Madrid
Risk assessment of space-time environmental phenomena is often performed in relation to structural indicators of threshold exceedances. In particular, quantile-related risk measures, such as Value-at-Risk and Expected Shortfall, are useful for dynamic risk mapping based on conditional simulation under general conditions. In this context, the effect of transformations such as spatial deformation, or exposure-related local change of measure, is formally analyzed and illustrated with simulated and real data applications, under different scenarios.
This work is partially supported by grant MTM2015-70840-P of the Spanish Ministry of Economy and Competitiveness.
Palabras clave: deformation, exposure, quantile-based risk measure, spatiotemporal risk mapping, threshold exceedance
Programado
X07.4 Estadística Espacial y Espacio Temporal
7 de septiembre de 2016 15:40
Aula 21.07
