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• W2224895038 abstract "Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random sets and the theory of risk measures and makes it possible to extend corresponding notions and results from the literature with streamlined proofs. In particular, it clarifies the role of Choquet random sup-measures and their stochastic dominance property. Key tools are the LePage representation of a max-stable random sup-measure and the dual representation of its tail dependence functional. Properties such as complete randomness, continuity, separability, coupling, continuous choice, invariance and transformations are also analysed." @default.
• W2224895038 created "2016-06-24" @default.
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• W2224895038 creator A5032099577 @default.
• W2224895038 date "2015-07-13" @default.
• W2224895038 modified "2023-09-27" @default.
• W2224895038 title "Max-stable random sup-measures with comonotonic tail dependence" @default.
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• W2224895038 hasPublicationYear "2015" @default.
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