2016
DOI: 10.1007/s00477-016-1367-7
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Wind storm risk management: sensitivity of return period calculations and spread on the territory

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Cited by 6 publications
(5 citation statements)
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“…In this latter case, recent studies have underlined that classical correlation measures are often inadequate to capture the actual dependence structure between individual risk factors, especially in a financial and environmental context (see, among others, Embrechts et al, 2002;Poulin et al, 2007;Salvadori and De Michele, 2010;Salvadori and De Michele, 2011). As such, several investigations have been carried out exploiting tools from extremevalue analysis (see, for instance, De Luca and Zuccolotto, 2011;Durante et al, 2014Durante et al, , 2015Mornet et al, 2016). Within the class of model-based clustering methods, copula-based algorithms (see, e.g., Di Lascio et al, 2017, and references therein) use the copula information to derive the specific criterion that determines the clustering composition.…”
Section: The Methodologymentioning
confidence: 99%
“…In this latter case, recent studies have underlined that classical correlation measures are often inadequate to capture the actual dependence structure between individual risk factors, especially in a financial and environmental context (see, among others, Embrechts et al, 2002;Poulin et al, 2007;Salvadori and De Michele, 2010;Salvadori and De Michele, 2011). As such, several investigations have been carried out exploiting tools from extremevalue analysis (see, for instance, De Luca and Zuccolotto, 2011;Durante et al, 2014Durante et al, , 2015Mornet et al, 2016). Within the class of model-based clustering methods, copula-based algorithms (see, e.g., Di Lascio et al, 2017, and references therein) use the copula information to derive the specific criterion that determines the clustering composition.…”
Section: The Methodologymentioning
confidence: 99%
“…All these methods generate storms whose tail behaviour cannot be extrapolated to still rarer events. Extreme value theory was applied to the problem by Della Marta and Mathis (2008) and by Mornet et al (2017), who performed a POT analysis on univariate summaries characterising extreme windstorms, but did not model spatial dependence. Ferreira and de Haan (2014) suggest how historical windstorm records might be up-scaled to higher intensities using Pareto processes, but their approach cannot generate new storms.…”
Section: Risk Estimation For Extreme Windstormsmentioning
confidence: 99%
“…It is worth mentioning that the 50-year return period was adopted throughout the whole study. According to Sundaraj [14] and Mornet et al [15], the value of the basic wind speed is significantly affected by the length of the historical wind speed data, and the longer the period, the better the assessment. Furthermore, the height of 10 m is the standardized reference height all over the world [16].…”
Section: Basic Wind Speed Mapmentioning
confidence: 99%