Probabilistic disaggregation model with application to natural hazard risk assessment of portfolios

Conference object English RESTRICTED
Custer, Rocco; Nishijima, Kazuyoshi;
  • Subject: Disaggregation | Probabilistic model | Dirichlet distribution | Compositional data | Indicator | Insurance portfolio | Natural hazard | Flood risk

In natural hazard risk assessment, a resolution mismatch between hazard data and aggregated exposure data is often observed. A possible solution to this issue is the disaggregation of exposure data to match the spatial resolution of hazard data. Disaggregation models av... View more
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