A method is introduced for assessing the probabilities and intensities of tropical cyclones at landfall and applied to data from the North Atlantic. First, a recently developed model for the basin-wide Monte-Carlo simulation of tropical cyclone tracks is enhanced and transferred to the North...

Recent studies suggest that the correlation of stock returns increases with decreasing geographical distance. However, there is some debate on the appropriate methodology for measuring the effects of distance on correlation. We modify a regression approach suggested in the literature and...

Expansion of the mean value of a functional of a spatial marked point process with respect to the factorial moment measures is presented. This paper complements previous studies of a point process on the real line, by extending the results to a general Polish space.

Recent studies suggest that the correlation of stock returns increases with decreasing geographical distance. However, there is some debate on the appropriate methodology for measuring the effects of distance on correlation. We modify a regression approach suggested in the literature and...

For risk processes with a general stationary input, a representation formula of ladder height distributions is proved which includes some additional information on process behaviour at the ladder epoch. The proof is short and probabilistic, and utilizes time reversal, occupation measures and...

For stationary vector-valued random fields on <formula format="inline"><file name="sjos_663_mu1.gif" type="gif" /></formula> the asymptotic covariance matrix for estimators of the mean vector can be given by integrated covariance functions. To construct asymptotic confidence intervals and significance tests for the mean vector, non-parametric estimators of these...

A stochastic model for the tracks of tropical cyclones that allows for the computerised generation of a large number of synthetic cyclone tracks is introduced. This will provide a larger dataset than previously available for the assessment of risks in areas affected by tropical cyclones. To...