Generalized additive models for location, scale and shape define a flexible, semi-parametric class of regression models for analyzing insurance data in which the exponential family assumption for the response is relaxed. This approach allows the actuary to include risk factors not only in the...

A probabilistic forecasting method to predict thunderstorms in the European Eastern Alps is developed. A statistical model links lightning occurrence from the ground-based ALDIS detection network to a large set of direct and derived variables from a numerical weather prediction (NWP) system. The...

A method to predict lightning by postprocessing numerical weather prediction (NWP) output is developed for the region of the European Eastern Alps. Cloud-to-ground-flashes - detected by the ground-based ALDIS network - are counted on the 18x18 km2 grid of the 51-member NWP ensemble of the...

This paper analyzes several modifications to improve a simple measure of vulnerability as expected poverty. Firstly, in order to model income, we apply distributional regression relating potentially each parameter of the conditional income distribution to the covariates. Secondly, we determine...

To achieve well calibrated probabilistic forecasts, ensemble forecasts often need to be statistically post-processed. One recent ensemble-calibration method is extended logistic regression which extends the popular logistic regression to yield full probability distribution forecasts. Although...

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 hours are generally made by using statistical methods to postprocess forecasts from numerical weather prediction systems. Two major problems that...