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Jökulhlaups are the consequence of a sudden and significant release of meltwater from the edge of a glacier. Such floods are sourced commonly from ice-dammed lakes, but occasional volcanic eruptions beneath ice can produce intense jökulhlaups due to prodigious rates of meltwater release....
Persistent link: https://www.econbiz.de/10010996215
Geographic Information Systems (GIS) have been recognised as a powerful means to integrate and analyse data from various sources in the context of comprehensive floodplain management. As part of this comprehensive approach to floodplain management, it is very important to be able to predict the...
Persistent link: https://www.econbiz.de/10010997276
This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to...
Persistent link: https://www.econbiz.de/10011996652
The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic basis. We analyze these axioms, and we define a modified Munich chain-ladder method which is based on an explicit stochastic model. This stochastic model then allows us to consider claims...
Persistent link: https://www.econbiz.de/10011709543
The Munich chain-ladder method for claims reserving was introduced by Quarg and Mack on an axiomatic basis. We analyze these axioms, and we define a modified Munich chain-ladder method which is based on an explicit stochastic model. This stochastic model then allows us to consider claims...
Persistent link: https://www.econbiz.de/10011408600
Persistent link: https://www.econbiz.de/10013194721
This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to...
Persistent link: https://www.econbiz.de/10011687311
The three most important components necessary for functioning of an operational flood warning system are: (1) a rainfall measuring system; (2) a soil moisture updating system; and, (3) a surface discharge measuring system. Although surface based networks for these systems can be largely...
Persistent link: https://www.econbiz.de/10010846803
We present the one-year claims development result (CDR) in the paid-incurred chain (PIC) reserving model. The PIC reserving model presented in Merz and Wüthrich (2010) is a Bayesian stochastic claims reserving model that considers simultaneously claims payments and incurred losses information...
Persistent link: https://www.econbiz.de/10011046619
Nitrate-nitrogen (NO3-N) loading from a 734ha coastal watershed draining into the Baltic Sea off south-east Sweden was simulated using a simple modelling approach in which the nitrogen model DRAINMOD-N II and a temperature-dependent NO3-N removal equation were incorporated into the Arc...
Persistent link: https://www.econbiz.de/10011047863