Abstract. When a natural hazard event like an earthquake affects region and generates catastrophe (NatCat), the following questions arise: how often does such occur? What is its return period (RP)? We derive combined (CRP) from concept of extreme value statistics theory – pseudo-polar coordinates. A CRP (weighted) average local RP intensities. Since CRP's reciprocal expected exceedance frequenc...

This paper characterizes the equilibrium demand and risk premiums in the presence of skewness risk. In a model with a single time period, we extend the classical mean-variance two-fund separation theorem to a three-fund separation theorem. The additional fund is the skewness portfolio, i.e. a portfolio that gives the optimal hedge of the squared market return; it contributes to the skewness ris...

This study investigated the potential effect of climate changes on stormwater pollution runoff characteristics and the treatment efficiency of a stormwater retention pond in a 95 ha catchment in Denmark. An integrated dynamic stormwater runoff quality and treatment model was used to simulate two scenarios: one representing the current climate and another representing a future climate scenario w...

Volatility in financial markets reflects the level of risk that will be faced by investors due to fluctuations stock price movements and returns which indicate uncertainty receive. This study uses daily data on JCI for period January 1 2017 October 30 2021 with aim modeling volatility both before Covid-19 crisis during Covid-19. In addition, it is intended see changes crisis. The research findi...

Aquatic habitats of forested floodplain systems receive large inputs of allochthonous plant litter. We examined the decomposition of, and microbial productivity associated with, leaves of a common floodplain tree, Populus gr. nigra, in the mainstem and floodplain pond of a seventh order river in 2 consecutive years. Litter bags were submerged at both sites, retrieved periodically, and analyzed ...

A decline in the stature and abundance of willows during the 20th century occurred throughout the northern range of Yellowstone National Park, where riparian woody-plant communities are key components in multiple-trophic-level interactions. The potential causes of willow decline include climate change, increased elk browsing coincident with the loss of an apex predator, the gray wolf, and an ab...

abstract statistical methods are one of the useful tools for climatic elements and their behaviors analysis, as well as, modeling and predicting them subtly. in this paper the behavior of time series of annual temperature of zanjan during 1956-2005 have been studied. so, based on autocorrelation, correlation coefficient, and spearman and mann - kendall ways, the data trend was determined. the a...