Heavy-Tailed Distributions in Disaster Analysis
Mathematically, natural disasters of all types are characterized by heavy tailed distributions. The analysis of such distributions with common methods, such as averages and dispersions, can therefore lead to erroneous conclusions. The statistical methods described in this book avoid such pitfalls. Seismic disasters are studied, primarily thanks to the availability of an ample statistical database. New approaches are presented to seismic risk estimation and forecasting the damage caused by earthquakes, ranging from typical, moderate events to very rare, extreme disasters. Analysis of these latter events is based on the limit theorems of probability and the duality of the generalized Pareto distribution and generalized extreme value distribution. It is shown that the parameter most widely used to estimate seismic risk – Mmax, the maximum possible earthquake value – is potentially non-robust. Robust analogues of this parameter are suggested and calculated for some seismic catalogues. Trends in the costs inferred by damage from natural disasters as related to changing social and economic situations are examined for different regions.

The results obtained argue for sustainable development, whereas entirely different, incorrect conclusions can be drawn if the specific properties of the heavy-tailed distribution and change in completeness of data on natural hazards are neglected.

This pioneering work is directed at risk assessment specialists in general, seismologists, administrators and all those interested in natural disasters and their impact on society.

1100247724
Heavy-Tailed Distributions in Disaster Analysis
Mathematically, natural disasters of all types are characterized by heavy tailed distributions. The analysis of such distributions with common methods, such as averages and dispersions, can therefore lead to erroneous conclusions. The statistical methods described in this book avoid such pitfalls. Seismic disasters are studied, primarily thanks to the availability of an ample statistical database. New approaches are presented to seismic risk estimation and forecasting the damage caused by earthquakes, ranging from typical, moderate events to very rare, extreme disasters. Analysis of these latter events is based on the limit theorems of probability and the duality of the generalized Pareto distribution and generalized extreme value distribution. It is shown that the parameter most widely used to estimate seismic risk – Mmax, the maximum possible earthquake value – is potentially non-robust. Robust analogues of this parameter are suggested and calculated for some seismic catalogues. Trends in the costs inferred by damage from natural disasters as related to changing social and economic situations are examined for different regions.

The results obtained argue for sustainable development, whereas entirely different, incorrect conclusions can be drawn if the specific properties of the heavy-tailed distribution and change in completeness of data on natural hazards are neglected.

This pioneering work is directed at risk assessment specialists in general, seismologists, administrators and all those interested in natural disasters and their impact on society.

109.99 In Stock
Heavy-Tailed Distributions in Disaster Analysis

Heavy-Tailed Distributions in Disaster Analysis

by V. Pisarenko, M. Rodkin
Heavy-Tailed Distributions in Disaster Analysis

Heavy-Tailed Distributions in Disaster Analysis

by V. Pisarenko, M. Rodkin

Hardcover(2010)

$109.99 
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Overview

Mathematically, natural disasters of all types are characterized by heavy tailed distributions. The analysis of such distributions with common methods, such as averages and dispersions, can therefore lead to erroneous conclusions. The statistical methods described in this book avoid such pitfalls. Seismic disasters are studied, primarily thanks to the availability of an ample statistical database. New approaches are presented to seismic risk estimation and forecasting the damage caused by earthquakes, ranging from typical, moderate events to very rare, extreme disasters. Analysis of these latter events is based on the limit theorems of probability and the duality of the generalized Pareto distribution and generalized extreme value distribution. It is shown that the parameter most widely used to estimate seismic risk – Mmax, the maximum possible earthquake value – is potentially non-robust. Robust analogues of this parameter are suggested and calculated for some seismic catalogues. Trends in the costs inferred by damage from natural disasters as related to changing social and economic situations are examined for different regions.

The results obtained argue for sustainable development, whereas entirely different, incorrect conclusions can be drawn if the specific properties of the heavy-tailed distribution and change in completeness of data on natural hazards are neglected.

This pioneering work is directed at risk assessment specialists in general, seismologists, administrators and all those interested in natural disasters and their impact on society.


Product Details

ISBN-13: 9789048191703
Publisher: Springer Netherlands
Publication date: 08/03/2010
Series: Advances in Natural and Technological Hazards Research , #30
Edition description: 2010
Pages: 190
Product dimensions: 6.10(w) x 9.25(h) x 0.36(d)

Table of Contents

1 Distributions of Characteristics of Natural Disasters: Data and Classification 1

1.1 The Problem of Parameterization and Classification of Disasters 1

1.2 Empirical Distributions of Physical Parameters of Natural Disasters 4

1.3 Distributions of Death Tolls and Losses Due to Disasters 14

1.4 The Classification and Parameterization of Disasters 17

1.5 The Main Results 21

2 Models for the Generation of Distributions of Different Types 23

2.1 Why Are the Characteristic Types of Distribution Prevalent? 23

2.2 The Multiplicative Model of Disasters 33

2.3 The Mixed Models 34

2.4 The Main Results 36

3 Nonparametric Methods in the Study of Distributions 39

3.1 Application to Earthquake Catalogs 39

3.2 Estimates of the Lower and Upper Bounds for the Tail of a Distribution Function 41

3.3 Confidence Intervals for the Intensity of a Poisson Process 44

3.4 Probability of Exceeding a Past Record in a Future Time Interval 47

3.5 Distribution of the time to the Nearest Event Exceeding the Past Maximum 49

3.6 Main Results 52

4 Nonlinear and Linear Growth of Cumulative Effects of Natural Disasters 55

4.1 Nonlinear Growth of Cumulative Effects in a Stationary Model with the Power (Pareto) Distribution 55

4.1.1 The Existence of a Nonlinear Growth of Cumulative Effects in a Stationary Model with the Pareto Distribution 55

4.1.2 The Evaluation of the Maximum Individual Loss 57

4.1.3 The Relation Between the Total Loss and the Maximum Individual Loss for the Pareto Law 59

4.2 The Growth of Total Earthquake Loss 63

4.2.1 The Raw Data on Seismic Disasters 63

4.2.2 The Nature of Nonlinear Growth of Cumulative Earthquake Loss 66

4.2.3 The Limits of Applicability of the Pareto Law to the Estimation of Earthquake Losses 75

4.3 Main Results 82

5 The Nonlinear and Linear Modes of Growth of the Cumulative Seismic Moment 85

5.1 Nonlinear Mode of Growth of Cumulative Seismic Moment 85

5.2 Change in the Rate at which the Cumulative Seismic Moment Increases with Time 94

5.3 Characteristic Maximum Earthquake: Definition and Properties 97

5.4 The Characteristic Maximum Earthquake: Estimation and Application 102

5.5 The Seismic Moment-Frequency Relation: Universal? 107

5.6 Nonlinear Mode of Growth of Cumulative Seismotectonic Deformation 110

5.7 Main Results 112

6 Estimating the Uppermost Tail of a Distribution 115

6.1 The Problem of Evaluation of the "Maximum Possible" Earthquake Mmax 115

6.2 Estimation of Quantiles Qq(τ) with the Help of Theorem 1 (Fitting the GEV Distribution) 122

6.3 Estimation of Quantiles Qq(τ) with the Help of Theorem 2 (Fitting the GPD Distribution) 123

6.4 Application of the GEV and GPD to the Estimation of Quantiles Qq(τ). The Global Harvard Catalog of Scalar Seismic Moments 126

6.5 Application of the GEV and GPD to the Estimation of Quantiles Qq(τ) for Catalogs of Binned Magnitudes 134

6.5.1 Catalog of the Japan Meteorological Agency (JMA) 136

6.5.2 Fennoscandia Catalog 144

6.5.3 Main Results 152

Appendix A Application of the Kolmogorov Test to the Densities That Depending on a Parameter 154

Appendix B Estimation of the Parameters (μ,σ, ξ) of the GEV Distribution Function: The Method of Moments (MM) 155

Appendix C Estimation of Parameters (s,ξ) of the GPD by Maximum Likelihood (ML) Method 156

7 Relationship Between Earthquake Losses and Social and Economic Situation 159

7.1 Variation in the Number of Casualties and Economic Loss from Natural Disasters 159

7.2 Dependence of Losses on Per Capita National Product Values 165

7.3 Damage Values and Social Cataclysms 167

7.4 The Natural Disasters and the Concept of Sustainable Development 170

7.5 Main Results 171

Summary and a Review 173

References 181

Index 189

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