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Velthoen, J.J. (author), Dombry, Clément (author), Cai, Juan Juan (author), Engelke, Sebastian (author)Extreme quantile regression provides estimates of conditional quantiles outside the range of the data. Classical quantile regression performs poorly in such cases since data in the tail region are too scarce. Extreme value theory is used for extrapolation beyond the range of observed values and estimation of conditional extreme quantiles....journal article 2023
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Velthoen, J.J. (author)In this thesis we develop several statistical methods to estimate high conditional quantiles to use for statistical post-processing of weather forecasts. We propose methodologies that combine theory from extreme value statistics and machine learning algorithms in order to estimate high conditional quantiles in large covariate spaces. In...doctoral thesis 2022
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Borsos, Attila (author), Farah, H. (author), Laureshyn, Aliaksei (author), Hagenzieker, Marjan (author)In order to overcome the shortcomings of crash data a number of surrogate measures of safety have been developed and proposed by various researchers. One of the most widely used temporal indicators is time-to-collision (TTC) which requires the road users to be on a collision course. Road users that are strictly speaking not on a collision...journal article 2020
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Fischmann, Felipe (author)Fluvial flooding is a recurring phenomenon in Rwanda due to a combination of climate, topography and human interventions. This poses a hazard to human lives and infrastructure, particularly in low-lying areas adjacent to major rivers. An example of such areas is the Masaka wetland, located in the southern edge of the capital Kigali along the...master thesis 2018
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Schouten, Thijs (author)In this thesis we model extreme log-returns on economic variables and apply this to Ortec Finance's model. These extreme log-returns are relevant for risk management applications such as Value-at-Risk and other measures of tail risk. We use extreme value theory to simulate economic variables with the desired tail behaviour. We pay special...master thesis 2017
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Kirana, M. (author)How disastrous would it be if a flood occurred in your country? Or a Tsunami, earthquake etc... The events above are considered to be 'extreme'. When such phenomena happen the results are usually very destructive, but the probability that such an extreme event occurs is of course very small and might not even occur in an entire lifetime. The...bachelor thesis 2016