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Multivariate skew-t approach to the design of accumulation risk scenarios for the flooding hazard |
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| Authors: | Tatiana Ghizzoni Giorgio Roth Roberto Rudari |
| Affiliation: | 1. Corporate Underwriting — Geo Risks, Munich Re, 80802 Munich, Germany;2. University of Genoa, 16145 Genoa, Italy;3. CIMA Foundation, 17100 Savona, Italy |
| Abstract: | |
| Keywords: | Flood scenarios Skew-t distribution Flood risk management Multivariate processes Cross-entropy |
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