Dataset used in "Generalizable Storm Surge Risk Modeling," locinfo contains information about all locations for storm surge measurements used as covariates in the linear regression model, surgeinfo co
A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this
We propose an autoregressive conditional Pareto (AcP) model based on the dynamic peaks over threshold method to model a dynamic tail index in the financial markets. Unlike the score-based approach whi