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Results for Extremal dependence

Publications & Outputs

  1. Extreme value modelling of water-related insurance claims

    Rohrbeck, C., Eastoe, E. F., Frigessi, A. & Tawn, J. A., 1/03/2018, In : Annals of Applied Statistics. 12, 1, p. 246-282 37 p.

    Research output: Contribution to journalJournal article

  2. kth-order Markov extremal models for assessing heatwave risks

    Winter, H. & Tawn, J. A., 06/2017, In : Extremes. 20, 2, p. 393-415 23 p.

    Research output: Contribution to journalJournal article

  3. Properties of extremal dependence models built on bivariate max-linearity

    Kereszturi, M. & Tawn, J., 03/2017, In : Journal of Multivariate Analysis. 155, p. 52-71 20 p.

    Research output: Contribution to journalJournal article

  4. Modelling heatwaves in central France: a case-study in extremal dependence

    Winter, H. & Tawn, J. A., 04/2016, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 65, 3, p. 345-365 21 p.

    Research output: Contribution to journalJournal article

  5. Statistical measures of extremal dependence illustrated using measured sea surface elevations from a neighbourhood of coastal locations

    Eastoe, E., Koukoulas, S. & Jonathan, P., 1/04/2013, In : Ocean Engineering. 62, p. 68-77 10 p.

    Research output: Contribution to journalJournal article

  6. Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In : Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

    Research output: Contribution to journalJournal article

  7. Dependence modelling for spatial extremes

    Wadsworth, J. & Tawn, J., 06/2012, In : Biometrika. 99, 2, p. 253-272 20 p.

    Research output: Contribution to journalJournal article