Articles | Volume 21, issue 1
Nat. Hazards Earth Syst. Sci., 21, 239–260, 2021
https://doi.org/10.5194/nhess-21-239-2021

Special issue: Advances in extreme value analysis and application to natural...

Nat. Hazards Earth Syst. Sci., 21, 239–260, 2021
https://doi.org/10.5194/nhess-21-239-2021

Research article 25 Jan 2021

Research article | 25 Jan 2021

Trivariate copula to design coastal structures

Olivier Orcel et al.

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Cited articles

Aas, K. and Berg, D.: Models for construction of multivariate dependence – a comparison study, Eur. J. Financ., 15, 639–659, 2009. 
Aghakouchak, A., Bardossy, A., and Habib, E.: Conditional simulation of remotely sensed rainfall data using a non-Gaussian v-transformed copula, Adv. Water Resour., 33, 624–634, 2010. 
ANEMOC Atlas Numérique d'Etats de Mer Océanique et Côtier by Cerema, available at: http://anemoc.cetmef.developpement-durable.gouv.fr/doc/?p=conditions, last access: 31 January 2020. 
Caillault, C. and Guegan, D.: Empirical estimation of tail dependence using copulas. Application to Asian markets. Quantitative Finance, Taylor & Francis, Routledge, 5, 489–501, 2005. 
Chakak, A. and Koehler, K. J.: A strategy for constructing multivariate distributions, Commun. Stat. Simulat., 24, 537–550, 1995. 
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Coastal structures subjected to the actions of waves must be redesigned due to rising sea levels. Their design requires an estimate of the long return period of wave height, wave period, storm surge and more specifically their joint exceedance probabilities. We confirm that the best results are obtained by first aggregating the most correlated variables: wave height and wave period. Nevertheless, the choice of method of aggregation is much less important than the choice of the copula.
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