Risk and environmental sustainability
MATH-383
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Course Description
This course gives an introduction to the assessment of risk with a particular focus on modelling of rare events, which can have huge environmental impacts.
Lectures: Wednesdays 13:15-15:00, MA B1 11
Exercises: Wednesdays 15:15-17:00, MA B1 11
- Announcements (Forum)
- Ed forum (External tool)
- Lecture plan (File)
- Notes on exponential families (File)
- Notes on the GEV, GPD and Poisson process models (File)
- Walkthrough modelling extremes in R (File)
- Chapter 1 (File)
- R demo (File)
- Problems 1 (File)
- .tex file for Problems 1, for copying code (File)
- Solutions 1 (File)
- Notes on likelihood theory (for the curious or intrepid) (File)
- Statistical Models (URL)
- Chapter 2 (File)
- Problems 2 (File)
- bengal.dat (File)
- Code snippet for Problem 3 (File)
- Solutions 2 (File)
- Problems 6 (File)
- eskrain.RData (File)
- Code snippet for Problem 1 (File)
- Code snippet for Problem 2 (File)
- Solutions 6 (File)
- Chapter 3 (Updated on 28/10/2025) (File)
- Problems 7 (File)
- Code snippet for Problem 3 (File)
- Solutions 7 (File)
- Chapter 4 (updated on 18/11/2025) (File)
- Mini-project description (File)
- Link to notes on projects and a draft .tex file (URL)
- Note on return levels for dependent observations (File)
- Chapter 5 (File)
- Problems 10 (File)
- Solutions 10 (File)
There will be no new problem sheet this week to allow you to make progress in your project!