相关论文: Bayesian modeling of insurance claims for hail dam…

Hail risk assessment is necessary to estimate and reduce damage to crops, orchards, and infrastructure. Also, it helps to estimate and reduce consequent losses for businesses and, particularly, insurance companies. But hail forecasting is…

This paper addresses the pattern of damage, and investigates its properties, of a theoretical hail storm which gathers in intensity before subsiding, and which travels linearly across the landscape at constant velocity. We start by assuming…

Storm surge, the onshore rush of sea water caused by the high winds and low pressure associated with a hurricane, can compound the effects of inland flooding caused by rainfall, leading to loss of property and loss of life for residents of…

Immediately following a disaster event, such as an earthquake, estimates of the damage extent play a key role in informing the coordination of response and recovery efforts. We develop a novel impact estimation tool that leverages a…

Bayesian hierarchical models are proposed for modeling tropical cyclone characteristics and their damage potential in the Atlantic basin. We model the joint probability distribution of tropical cyclone characteristics and their damage…

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

As climate change poses new and more unpredictable challenges to society, insurance is an essential avenue to protect against loss caused by extreme events. Traditional insurance risk models employ statistical analyses that are inaccurate…

Accidental damage is a typical component of motor insurance claim. Modeling of this nature generally involves analysis of past claim history and different characteristics of the insured objects and the policyholders. Generalized linear…

This paper presents a modeling approach for probabilistic estimation of hurricane wind-induced damage to infrastructural assets. In our approach, we employ a Nonhomogeneous Poisson Process (NHPP) model for estimating spatially-varying…

Floods rank among the costliest natural hazards, causing over USD 100 billion in insured losses between 2013 and 2023. In France, persistent deficits in the natural catastrophe scheme highlight the need for accurate, building-scale flood…

This study examines the use of social media and news images to detect and measure hailstones, utilizing pre-trained multimodal large language models. The dataset for this study comprises 474 crowdsourced images of hailstones from documented…

The emergence of data-driven weather forecast models provides great promise for producing faster, computationally cheaper weather forecasts, compared to physics-based numerical models. However, while the performance of artificial…

Seasonal point processes refer to stochastic models for random events which are only observed in a given season. We develop nonparametric Bayesian methodology to study the dynamic evolution of a seasonal marked point process intensity. We…

In light of intense hurricane activity along the U.S. Atlantic coast, attention has turned to understanding both the economic impact and behaviour of these storms. The compound Poisson-lognormal process has been proposed as a model for…

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Rapid damage assessment is of crucial importance to emergency responders during hurricane events, however, the evaluation process is often slow, labor-intensive, costly, and error-prone. New advances in computer vision and remote sensing…

We consider a classical risk process with arrival of claims following a non-stationary Hawkes process. We study the asymptotic regime when the premium rate and the baseline intensity of the claims arrival process are large, and claim size…

Insurance industry is one of the most vulnerable sectors to climate change. Assessment of future number of claims and incurred losses is critical for disaster preparedness and risk management. In this project, we study the effect of…

Windstorms are a primary natural hazard affecting Europe that are commonly linked to substantial property and infrastructural damage and are responsible for the largest spatially aggregated financial losses. Such extreme winds are typically…

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…