2009
DOI: 10.1127/0941-2948/2009/0393
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Serial clustering of intense European storms

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Cited by 134 publications
(173 citation statements)
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“…If the coefficient of dispersion is different from 1, it would point to violations of the Poisson assumptions (Smith and Karr, 1983;Karr, 1991;Mailier et al, 2006;Vitolo et al, 2009). For each of the stations, the coefficient of dispersion from the data is computed.…”
Section: Poisson Modelling and Impact Of Naomentioning
confidence: 99%
See 1 more Smart Citation
“…If the coefficient of dispersion is different from 1, it would point to violations of the Poisson assumptions (Smith and Karr, 1983;Karr, 1991;Mailier et al, 2006;Vitolo et al, 2009). For each of the stations, the coefficient of dispersion from the data is computed.…”
Section: Poisson Modelling and Impact Of Naomentioning
confidence: 99%
“…Even though the theoretical Poisson distribution has a coefficient of dispersion equal to 1, it is often the case that the data exhibits a variance that is larger than the mean (overdispersion), implying violation of the Poisson assumptions and pointing to clustering (Smith and Karr, 1983;Karr, 1991;Mailier et al, 2006;Vitolo et al, 2009). Assessment of these assumptions is performed by computing the coefficient of dispersion of the POT data for each station.…”
Section: Poisson Regression Modelmentioning
confidence: 99%
“…from an homogeneous Poisson 10 process (Mailier et al 2006). Furthermore, clustering was also found to increase for more extreme wind speeds (Vitolo et al 2009), in contradiction to the assumption often made by actuaries suitable for identically distributed variables. This research raised much awareness about clustering in the natural catastrophe insurance industry that has led to major developments in windstorm catastrophe models (Khare et al 2014).…”
Section: Uncertainty Quantification In Windstorm Hazard Estimationmentioning
confidence: 60%
“…For example European windstorm Daria (24-26 January 1990), the most damaging event on record, incurred USD 8.2 billion of insured loss (indexed to 2012, Roberts et al, 2014). In addition, windstorms often arrive in quick succession, increasing the risk of large aggregate losses (Vitolo et al, 2009). Indeed, windstorms Vivian, Herta and Wiebke occurred closely after windstorm Daria, in February 1990, costing the insurance industry an additional USD 5.6 billion, USD 1.5 billion and USD 1.4 billion respectively (indexed to 2012, Roberts et al, 2014).…”
Section: Introductionmentioning
confidence: 99%