Rachel A. Davidson

An Optimization-Based Approach to Developing Computationally Efficient Long-Term Event-Loss Scenario Ensembles

Long-term hazard and risk analyses can rely on ensembles of multiyear event sequences to represent uncertainty in hazard occurrence, event timing, and cumulative loss. These ensembles capture temporal dependence and long-horizon loss behavior, but they can be computationally demanding to propagate through hazard, exp...