Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria

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Disentangling the effects of climate change and reoligotrophication on primary production in a large lake

Alfred Johny Wüest, Hugo Nicolás Ulloa Sánchez, Shubham Krishna

Climate change and reduction in nutrient loads have significant effects on primary production and phytoplankton growth dynamics. Since in the last few decades in many regions, nutrients in lakes were reduced simultaneously as the climate changed. Yet, it r ...

SPRINGER BASEL AG2023

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Assessment of the hydromorphological effectiveness of sediment augmentation measures downstream of dams

Giovanni De Cesare, Christian Mörtl

This article presents assessment methods for the hydromorphological effectiveness of sediment augmentation measures downstream of dams. First, we describe different ways of quantifying hydromorphological effectiveness based on typical objectives of sedimen ...

CRC Press/Balkema2023

Avalanche risks management as intangible cultural heritage

Florence Graezer Bideau, Chiara Maria Bortolotto

This paper tackles Avalanche Risks Management (ARM), nominated by Switzerland and Austria and inscribed on the UNESCO Representative List of Intangible Cultural Heritage in 2018. On the one hand, this nomination conventionally highlights how traditional em ...

2023

The Bioaccumulation of Ionizable Organic Compounds in Fish Cell Lines

Fabian Gerhard Peter Balk

Bioaccumulation is defined as the enrichment of a compound in an organism relative to the surrounding water or its food, and is an important endpoint in chemical risk assessment. Under laboratory conditions, bioaccumulation is measured as bioconcentration ...

EPFL2023

Bayes Security: A Not So Average Metric

Carmela González Troncoso, Giovanni Cherubin

Security system designers favor worst-case security metrics, such as those derived from differential privacy (DP), due to the strong guarantees they provide. On the downside, these guarantees result in a high penalty on the system's performance. In this pa ...

IEEE2023

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Greening the Swiss National Bank's Portfolio

Rüdiger Fahlenbrach, Eric Jondeau

Central banks are increasingly concerned about climate-related risks and want to ensure that the financial system is resilient to them. As they integrate these risks into financial stability monitoring, they also discuss how to apply environmental criteria ...

OXFORD UNIV PRESS2023

Option pricing with orthogonal polynomial expansions

Damir Filipovic, Damien Edouard Ackerer

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial ...

2020

Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder

Thomas Mountford

We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. We prove quenched strong local equilibrium at subcritica ...

SPRINGER HEIDELBERG2020