Correlation models in flood risk analysis

被引:14
作者
Diermanse, F. L. M. [1 ]
Geerse, C. P. M. [2 ]
机构
[1] Deltares, NL-2600 MH Delft, Netherlands
[2] HKV Lijn Water, NL-8203 AC Lelystad, Netherlands
关键词
Correlation; Flood risk; Statistical transformations;
D O I
10.1016/j.ress.2011.12.004
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Statistical dependence among random hydraulic variables generally stems from a common meteorological cause. Usually, this dependence increases the probability of occurrence of floods. Therefore, in many (potential) applications in flood risk analysis there is a need for techniques that properly describe the statistical dependence among random variables. This study makes an inventory of existing bivariate correlation models as available from international literature and/or 'Dutch practice' in the design and testing of flood defence structures. Differences in correlation structures are described and quantified. Subsequently, their practical applicability is tested in two case studies. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码:64 / 72
页数:9
相关论文
共 12 条
[1]   A third-generation wave model for coastal regions - 1. Model description and validation [J].
Booij, N ;
Ris, RC ;
Holthuijsen, LH .
JOURNAL OF GEOPHYSICAL RESEARCH-OCEANS, 1999, 104 (C4) :7649-7666
[2]  
De Valk CF, 1996, H2240 DELFT HYDR
[3]  
DEHAAN L, 1977, Z WAHRSCHEINLICHKEIT, V40, P317
[4]  
Diermanse FLM, 2005, P INT S STOCH HYDR I, V3
[5]  
Ditlevsen O., 1996, STRUCTURAL RELIABILI
[6]  
Geerse CPM, 2006, CORRELATIES MEERDIME
[7]  
Geerse CPM, 2004, 2002104X RIJKSW RIZA
[8]   Estimating copula densities, using model selection techniques [J].
Kallenberg, Wilbert C. M. .
INSURANCE MATHEMATICS & ECONOMICS, 2009, 45 (02) :209-223
[9]   Quantile regression [J].
Das, Kiranmoy ;
Krzywinski, Martin ;
Altman, Naomi .
NATURE METHODS, 2019, 16 (06) :451-452
[10]   Selecting copulas for risk management [J].
Kole, Erik ;
Koedijk, Kees ;
Verbeek, Marno .
JOURNAL OF BANKING & FINANCE, 2007, 31 (08) :2405-2423