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Orlicz risks for assessing stochastic streamflow environments: a static optimization approach

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Main Authors: Yoshioka, Hidekazu, Tomobe, Haruka, Yoshioka, Yumi
Format: Book
Language:English
Published: Springer 2023
Subjects:
Orlicz risks
streamflow environments
Online Access:https://link.springer.com/article/10.1007/s00477-023-02561-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460
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spelling oai:localhost:PNK-94602023-10-04T09:19:00Z Orlicz risks for assessing stochastic streamflow environments: a static optimization approach Yoshioka, Hidekazu Tomobe, Haruka Yoshioka, Yumi Orlicz risks streamflow environments CC-BY This study applies novel risk measures, called Orlicz risks, to the risk and uncertainty evaluation of the streamflow discharge as a primary driver of hydrological and hydraulic processes of interest in civil and environmental engineering. We consider the mixed moving average process governing the discharge whose statistics are explicitly represented as some product of a time-scale characterizing the flow attenuation and a jump moment governing the size and frequency of jumps. The classical Orlicz risks are extended so that not only the upper tail risk but also the lower one of the jump size and attenuation of the discharge can be evaluated within a single mathematical framework. Further, the risk and uncertainty can be individually quantified in a tractable manner by the proposed Orlicz risks. Computing the Orlicz risks reduces to solving a pair of novel static optimization problems that are solvable semi-analytically. 2023-10-04T09:19:00Z 2023-10-04T09:19:00Z 2023 Book https://link.springer.com/article/10.1007/s00477-023-02561-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic Orlicz risks
streamflow environments
spellingShingle Orlicz risks
streamflow environments
Yoshioka, Hidekazu
Tomobe, Haruka
Yoshioka, Yumi
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
description CC-BY
format Book
author Yoshioka, Hidekazu
Tomobe, Haruka
Yoshioka, Yumi
author_facet Yoshioka, Hidekazu
Tomobe, Haruka
Yoshioka, Yumi
author_sort Yoshioka, Hidekazu
title Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
title_short Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
title_full Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
title_fullStr Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
title_full_unstemmed Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
title_sort orlicz risks for assessing stochastic streamflow environments: a static optimization approach
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s00477-023-02561-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460
_version_ 1779307183814475776
score 8.881002

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