Image de couverture de livre

Quantifying distribution system resilience from utility data: large event risk and benefits of investments

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Ahmad, Arslan, Dobson, Ian
Format:	Preprint
Publié:	2024
Sujets:	Systems and Control Risk Management Applications 62P30, 93-10
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Logarithmic resilience risk metrics that address the huge variations in blackout cost
par: Ahmad, Arslan, et autres
Publié: (2025)

Quantifying the resilience benefits of undergrounding a circuit with utility data
par: Ahmad, Arslan, et autres
Publié: (2026)

Quantifying resilience for distribution system customers with SALEDI
par: Ahmad, Arslan, et autres
Publié: (2026)

Switching between states and the COVID-19 turbulence
par: Aarab, Ilias
Publié: (2025)

Quantifying the Value of Seismic Structural Health Monitoring for post-earthquake recovery of electric power system in terms of resilience enhancement
par: Liang, Huangbin, et autres
Publié: (2025)

Ensemble distributional forecasting for insurance loss reserving
par: Avanzi, Benjamin, et autres
Publié: (2022)

Distributionally Robust Insurance under Bregman-Wasserstein Divergence
par: Jiang, Wenjun, et autres
Publié: (2026)

Forecasting and Backtesting Gradient Allocations of Expected Shortfall
par: Koike, Takaaki, et autres
Publié: (2024)

Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
par: Barzykin, Alexander
Publié: (2026)

Nearest Neighbor Control For Practical Stabilization of Passive Nonlinear Systems
par: Almuzakki, M. Z., et autres
Publié: (2020)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
par: Sarantsev, Andrey, et autres
Publié: (2025)

When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints
par: Avanzi, Benjamin, et autres
Publié: (2025)

Feature-based morphological analysis of shape graph data
par: Hossen, Murad, et autres
Publié: (2026)

Supporting product launching decisions with adversarial risk analysis
par: Arce, Pablo G., et autres
Publié: (2025)

Measuring outage resilience in a distribution system with the number of outages in large events
par: Ahmad, Arslan, et autres
Publié: (2026)

Geometric BSDEs
par: Laeven, Roger J. A., et autres
Publié: (2024)

Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation
par: Lee, Ho Ming, et autres
Publié: (2025)

Statistical Analysis of Spatial and Temporal Variability of Maximum Precipitation Events on the Rio Grande do Sul
par: Corrêa, Cleber Souza
Publié: (2026)

Nonlinear Sampled-data Systems--A Lifting Framework
par: Yamamoto, Yutaka, et autres
Publié: (2025)

Sex at birth could well be a biological coin toss.... Beware of conditioning on post-baseline information
par: Lok, Judith J., et autres
Publié: (2025)

An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels
par: Cerda-Hernandez, J., et autres
Publié: (2022)

Exponentially weighted moving average chart using zero-inflated negative binomial distribution
par: Abbas, Ali, et autres
Publié: (2025)

Bayesian estimation of the number of significant principal components for cultural data
par: Macdonald, Joshua C., et autres
Publié: (2024)

Beyond Correlation: Positive Definite Dependence Measures for Robust Inference, Flexible Scenarios, and Causal Modeling for Financial Portfolios
par: Opdyke, JD
Publié: (2025)

Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk
par: Orozco, German Nova, et autres
Publié: (2026)

The Unconditional Performance of Control Charts for Zero-Inflated Processes with Estimated Parameters
par: Rakitzis, Athanasios C., et autres
Publié: (2024)

On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
par: Avanzi, Benjamin, et autres
Publié: (2023)

Measuring Financial Resilience Using Backward Stochastic Differential Equations
par: Laeven, Roger J. A., et autres
Publié: (2025)

Data Set of Load Tests and Structural Health Monitoring of a concrete boxgirder bridge
par: Koehncke, Martin, et autres
Publié: (2024)

Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents
par: Chen, Hao-Hsuan
Publié: (2026)

Extracting resilience events from utility outage data based on overlapping times and locations
par: Ahmad, Arslan, et autres
Publié: (2025)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
par: Tian, Xin
Publié: (2025)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
par: Lis, Jakub
Publié: (2026)

Collaborative Estimation of Real Valued Function by Two Agents and a Fusion Center with Knowledge Exchange
par: Raghavan, Aneesh, et autres
Publié: (2024)

Financial resilience of agricultural and food production companies in Spain: A compositional cluster analysis of the impact of the Ukraine-Russia war (2021-2023)
par: Hernandez-Romero, Mike, et autres
Publié: (2025)

Data-driven Characterization of Near-Surface Velocity in the San Francisco Bay Area: A Stationary and Spatially Varying Approach
par: Lavrentiadis, Grigorios, et autres
Publié: (2024)

Enhanced sampled-data model predictive control via nonlinear lifting
par: Gerdpratoom, Nuthasith, et autres
Publié: (2025)

Quantifying Power Systems Resilience Using Statistical Analysis and Bayesian Learning
par: Adhikari, Apsara, et autres
Publié: (2025)

Stochastic Loss Reserving: Dependence and Estimation
par: Fleck, Andrew, et autres
Publié: (2024)

Higher order measures of risk and stochastic dominance
par: Pichler, Alois
Publié: (2024)