Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses

DOI10.1007/s10687-023-00474-wzbMATH Open1545.60059MaRDI QIDQ6601109

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Publication date: 10 September 2024

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

spatial dependenceBrown-Resnick random fieldHüsler-Reiss random vectorinsured wind lossespower damage functionsreanalysis wind gust data

Mathematics Subject Classification ID

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Cites Work

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