@misc{10481/94628,
year = {2018},
month = {5},
url = {https://hdl.handle.net/10481/94628},
abstract = {Structural characteristics of random field excursion sets defined by threshold exceedances provide meaningful indicators
for the description of extremal behaviour in the spatiotemporal dynamics of environmental systems, and for risk assessment. In this paper a conditional approach for analysis at global and regional scales is introduced, performed by implementation of risk measures under proper model-based integration of available knowledge. Specifically, quantile-based
measures, such as Value-at-Risk and Average Value-at-Risk, are applied based on the empirical distributions derived from
conditional simulation for different threshold exceedance indicators, allowing the construction of meaningful dynamic risk
maps. Significant aspects of the application of this methodology, regarding the nature and the properties (e.g. local
variability, dependence range, marginal distributions) of the underlying random field, as well as in relation to the increasing
value of the reference threshold, are discussed and illustrated based on simulation under a variety of scenarios},
organization = {Spanish MINECO/FEDER, EU  MTM2012-32666, MTM2015-70840-P},
publisher = {Springer Nature},
keywords = {Conditional simulation},
keywords = {Quantile-based risk measures},
keywords = {Space–time random fields},
keywords = {Threshold exceedance indicators},
title = {Quantile-based spatiotemporal risk assessment of exceedances},
doi = {10.1007/s00477-018-1562-9},
author = {Romero Béjar, José Luis and Madrid García, Ana Esther and Angulo Ibáñez, José Miguel},
}