Erwan Koch

MaRDI QIDQ1692082zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Valérie Chavez-Demoulin, Anthony C. Davison and Erwan Koch's contribution to the discussion of `The first discussion meeting on statistical aspects of climate change' Journal of the Royal Statistical Society. Series C. Applied Statistics	2025-01-14	Paper
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses Extremes	2024-09-10	Paper
Stochastic derivative estimation for max-stable random fields European Journal of Operational Research	2022-06-08	Paper
Correlation of powers of H\"usler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses	2022-03-01	Paper
Comment: Models are approximations! Statistical Science	2020-08-26	Paper
Space-time max-stable models with spectral separability Advances in Applied Probability	2019-09-23	Paper
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) Stochastic Processes and their Applications	2019-09-19	Paper
Geometric ergodicity for some space-time max-stable Markov chains Statistics & Probability Letters	2019-02-20	Paper
Stochastic derivative estimation for max-stable random fields (available as arXiv preprint)	2018-12-14	Paper
Extremal dependence and spatial risk measures for insured losses due to extreme winds	2018-04-13	Paper
Spatial risk measures and applications to max-stable processes Extremes	2018-01-26	Paper

Research outcomes over time

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