Risk measures for events with a stochastic duration: An application to drought analysis

Stochastic Environmental Research and Risk Assessment

Volumn 26, Issue 7, 2012, Pages 971-981

  Cebrián, Ana C ^a   Abaurrea, Jesús ^a  

^a UNIVERSITY OF ZARAGOZA   (Spain)

Author keywords

Drought analysis; Hazard function; Probability of ending; Real time prediction; Risk measure; Stochastic duration

Indexed keywords

DROUGHT ANALYSIS; HAZARD FUNCTION; REAL-TIME PREDICTION; RISK MEASURES; STOCHASTIC DURATION;

HEALTH HAZARDS; MAXIMUM LIKELIHOOD; RISK MANAGEMENT; STOCHASTIC SYSTEMS;

DROUGHT;

DROUGHT; GEOMETRY; HAZARD ASSESSMENT; NUMERICAL MODEL; RAINFALL; REAL TIME; RISK ASSESSMENT; STOCHASTICITY;

EID: 84866447316     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-011-0521-5     Document Type: Article

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