Mathias Raschke

Mathias Raschke
Co.M.Raschke / independent resercher

Dr.-Ing.

About

86
Publications
20,095
Reads
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702
Citations
Introduction
Mathias Raschke currently works as freelancer and independent resercher (beside his employment in a reinsurance company). Mathias does research in Civil Engineering, Safety Engineering and Structural Engineering. His current project is 'Stochastic modelling and statistical analysis of seismic hazard' and 'Stochastic and statistic for modelling of natural disasters'.
Additional affiliations
February 2021 - present
Ecclesia Re
Position
  • NatCat Analyst
Description
  • Modelling, analysis, and assessment of insured portfolios regarding risk of natural catastrophes (NatCat) for reinsurance broker Ecclesia Re
January 2013 - present
Co.M.Raschke / independent researcher
Position
  • Senior Researcher and Project Manager
Description
  • Statistical modelling and estimation of risk from NatCat
July 2012 - January 2021
R+V Re
Position
  • Senior cobsultant NatCat modeller
Description
  • Assessment of portfolios regarding the cumul risk from natural catastrophes (NatCat). Validation of NatCat models. Development of NatCat models.
Education
April 1992 - December 1996
Bauhaus-Universität Weimar
Field of study
  • civil engineer
September 1989 - March 1992
Hochschule für Architektur und Bauwesen (subsequent Bauhaus Universität Weimar)
Field of study
  • Informatics in civil engineering

Publications

Publications (86)
Article
Full-text available
In this paper, I introduce a novel approach to modelling the individual random component (also called the intra-event uncertainty) of a ground-motion relation (GMR), as well as a novel approach to estimating the corresponding parameters. In essence, I contend that the individual random component is reproduced adequately by a simple stochastic mecha...
Article
Full-text available
The size of cities is known to play a fundamental role in social and economic life. Yet, its relation to the structure of the underlying network of human interactions has not been investigated empirically in detail. In this paper, we map society-wide communication networks to the urban areas of two European countries. We show that both the total nu...
Article
Full-text available
The probability distribution of the magnitude can be modeled by an exponential distribution according to the Gutenberg-Richter relation. Two alternatives are the truncated exponential distribution (TED) and the cutoff exponential distribution (CED). The TED is frequently used in seismic hazard analysis although it has a weak point: when two TEDs wi...
Poster
Full-text available
Abstract: Ground motion relations (GMR) are an important element in probabilistic seismic hazard analysis. They are also called ground motion prediction equation (GMPE). The term prediction equation originates from the statistical regression analysis. Correspondingly, GMPE are understood as a regression model. I show that the concept of the regress...
Article
Full-text available
When a natural hazard event like an earthquake affects a region and generates a natural catastrophe (NatCat), the following questions arise: how often does such an event occur? What is its return period (RP)? We derive the combined return period (CRP) from a concept of extreme value statistics and theory – the pseudo-polar coordinates. A CRP is the...
Preprint
Full-text available
Gaps and shortfalls of the catastrophe model by Koks and Haer (A high-resolution wind damage model for Europe. Sci Rep 10, 2020) are discussed. These are exemplary for issues in NatCat modelling and range from exposure data, vulnerability assumptions, and sensitivity analysis to statistical issues. The manuscript had been submitted as Matters Arisi...
Technical Report
Der Ergebnisbericht behandelt Fragestellungen zu Cyberrisiken. Er umfasst zunächst eine Charakterisierung von Cyberrisiken und geht auf deren Messung ein. Danach werden mögliche Datengrundlagen und -quellen behandelt, die als Basis der Messung von Cyberrisiken dienen können. Der Ergebnisbericht richtet sich an Aktuare, die sich mit der Bewertung, d...
Article
Full-text available
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the opportunities for the modelling of loss distributions are extended. The basic idea is the adjustment of a base distribu...
Preprint
Full-text available
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the opportunities for the modelling of loss distributions are extended. The basic idea is the adjustment of a base distribu...
Article
Full-text available
Discussion contribution in a german journal of the insurance industry about possibilities and weaknesses of NatCat models. Titel was defined by editors.
Presentation
Full-text available
Abstract: In this contribution, statistical aspects of models for aggregated losses from natural catastrophes are discussed in the sense of scientific peer-review. It is shown, with the aid of an example of earthquake models, that important stochastic issues of spatial statistics are not well understood. The misinterpretation of a residual as rando...
Preprint
Full-text available
The upper bound earthquake magnitude (maximum possible magnitude) of a truncated Gutenberg-Richter relation is the right truncation point (right end-point) of a truncated exponential distribution and is important in the probabilistic seismic hazard analysis. It is frequently estimated by the Bayesian inference. This is a non-regular case and suffer...
Article
Full-text available
Zöller and Holschneider (2016) focused on distribution of the earthquake maximum magnitude of the gas field in Groningen, The Netherlands, and applied the predictive distribution. They incorrectly used the term Bayesian posterior probability density function because it is a term of the Bayesian parameter inference and not for the predictive distrib...
Article
Full-text available
Die Quantifizierung der Schätzunsicherheit einer probabilistischen Erdbebengefährdungsanalyse mittels des Logic-Tree-Ansatzes muss aus statistischer Sicht verworfen werden. Denn zum einen wird in der Logic-Tree Analyse die Fehlerfortpflanzung nicht konsequent berücksichtigt, zum anderen können die verwendeten Expertenmeinungen nicht wissenschaftlic...
Conference Paper
Full-text available
In der aktuellen Praxis der probabilistischen Erdbebengefährdungsanalyse wird der Zusammenhang zwischen Herdparametern, Entfernung zum Erdbebenherd und der lokalen Erschütterung mittels der Dämpfungsbeziehung (Abnahme- oder Vorhersagebeziehung) berücksichtigt. Dabei handelt es sich fast ausschließlich um ein Regressionsmodell im Sinne der mathemati...
Article
Full-text available
In the (re)insurance industry, the risk from natural hazards such as earthquakes or floods is quantified by models for natural catastrophes, also called NatCat models. One important output of NatCat models is the distribution function for the annual maximum of loss occurrence. The opportunities to test this fully specified distribution with a stati...
Article
Full-text available
We reveal that the minimum Anderson-Darling (MAD) estimator is a variant of the maximum likelihood method. Furthermore, it is shown that the MAD estimator offers excellent opportunities for parameter estimation if there is no explicit formulation for the distribution model. The computation time for the MAD estimator with approximated cumulative dis...
Article
The intensity prediction equations, also called intensity attenuation relations, for Italy have been evaluated statistically by Mak et al. (2015). A main result is a ranking of the different models. I show that this evaluation is not in line with the rules of statistics. For example, the number of estimated parameters is not considered in the retro...
Article
Full-text available
The predictive distribution is a mixture of the original distribution model and is used for predicting a future observation. Therein, the mixing distribution is the posterior distribution of the distribution parameters in the Bayesian inference. The mixture can also be computed for the frequentist inference because the Bayesian posterior distributi...
Article
When a distribution function is in the max domain of attraction of an extreme value distribution, its tail can be well approximated by a generalized Pareto distribution. Based on this fact we use a moment estimation idea to propose an adapted maximum likelihood estimator for the extreme value index, which can be understood as a combination of the m...
Conference Paper
Full-text available
The random distribution of small, medium and large earthquake magnitudes follows an exponential distribution (ED) according to the Gutenberg-Richter relation. But a magnitude distribution is truncated in the range of very large magnitudes because the earthquake energy is finite and the upper tail of the exponential distribution does not fit well ob...
Article
Full-text available
In this communication, I discuss and improve the detection and modeling of the over-dispersion of winter storm occurrence using the example of Germany. For this purpose, the generalized Poisson distribution and information criterions for the model selection are introduced. Correct statistical model selection ensures the statistical significance of...
Article
Full-text available
In this short note, I comment on the research of Pisarenko et al. (2014) regarding the extreme value theory and statistics in case of earthquake magnitudes. The link between the generalized extreme value distribution (GEVD) as an asymptotic model for the block maxima of a random variable and the generalized Pareto distribution (GPD) as a model for...
Article
Full-text available
To the Editor — Jongman et al. used numerically derived river discharges from climate simulations to estimate river flood risk for Europe for previous and future time periods. Based on mathematical statistics, I argue here that the statistical modelling and assumptions underlying the study are inadequate and that the resulting risk estimations are...
Poster
Full-text available
In this study, a new approach to quantify seismic risks is presented. Here, the earthquake risk curves for the number of buildings with a defined physical damage state are estimated for South Africa and shown in Fig.1. Therein, we define the physical damage states according to the current European macro-seismic intensity scale (Grünthal, 1998). The...
Conference Paper
Full-text available
The exceedance function is the relation between a fixed value of the local ground motion intensity and its average annual exceedance rate. It is estimated by a seismic hazard analysis. Ground motion relations (also called ground motion prediction equations) are an important part of the seismic hazard analysis respectively the hazard model. Raschke...
Conference Paper
Full-text available
In this study, a new approach to quantify seismic risks is presented. Here, the earthquake risk curves for the number of buildings with a defined physical damage state are estimated for South Africa and shown in Fig.1. Therein, we define the physical damage states according to the current European macro-seismic intensity scale (Grünthal, 1998). The...
Article
Full-text available
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these event-controlled constructions to random fields of maxima with non-max-stable dependence structure (copula). The...
Article
Full-text available
It is a special issue to model an earthquake ground motion relation (ground motion prediction equation) for the seismic hazard analysis of regions with low seismicity. A region-specific ground motion relation may be difficult to develop if there are only few observations. Therefore, different approaches, criteria, and procedures have been developed...
Article
Full-text available
Dynamical processes on complex networks such as information exchange, innovation diffusion, cascades in financial networks or epidemic spreading are highly affected by their underlying topologies as characterized by, for instance, degree-degree correlations. Here, we introduce the concept of copulas in order to generate random networks with an arbi...
Conference Paper
Full-text available
Buildings and technical facilities are designed against earthquakes. The corresponding design load depends on the local seismic hazard. The latter is described by the relation between local earthquake impact and its average of the annual exceedance frequency. This annual exceedance function (AEF) is mostly estimated by a probabilistic seismic hazar...
Article
Full-text available
We introduce a new approach for ground motion relations (GMR) in the probabilistic seismic hazard analysis (PSHA), being influenced by the extreme value theory of mathematical statistics. Therein, we understand a GMR as a random function. We derive mathematically the principle of area equivalence, wherein two alternative GMRs have an equivalent inf...
Article
Full-text available
The tail Y_t =X_t – u of a random sequence {X_t ∈ R , t ∈ Z } with identically distributed X_t is approximated by the generalized Pareto distribution according to the extreme value theory, wherein Y_t occurs in clusters because of the dependence in the random sequence. Nevertheless, the parameters of the generalized Pareto distribution are estimate...
Article
Full-text available
While the size of cities is known to play a fundamental role in social and economic life, its impact on the structure of the underlying social networks is not well understood. Here, by mapping society-wide communication networks to the urban areas of two European countries, we show that both the number of social contacts and the total communication...
Article
Full-text available
Zur effektiven Begrenzung von Hochwasserrisiken muss die Hochwassergefährdung so genau wie möglich geschätzt werden. Anhand zweier Beispiele werden verschiedene Möglichkeiten der mathematischen Statistik aufgezeigt, mit denen die Genauigkeit und Zuverlässigkeit der statistischen Schätzung der Durchflussmaxima verbessert werden kann. Einige Aspekte...
Poster
Full-text available
The power transmission grid of Switzerland is an important part of the synchronized European grid being one of the most complex infrastructure systems. Natural impacts, such as earthquakes or winter storms, may result in failure of components and disrupt the normal operation of the electric-power infrastructure. We research the failure risk of the...
Article
Full-text available
The constructed estimator is introduced for the right truncation point of the truncated exponential distribution. The new estimator is most efficient in important ranges of truncation points for finite sample sizes. The introduced inverse mean squared error clearly indicates the good behaviour of the new estimator. The estimation of the scaling par...
Conference Paper
Full-text available
The synchronized European electric power transmission grid is one of the most complex networks and the Swiss transmission grid is central part of it. Natural phenomena, such as the occurrence of earthquakes or winter storms, may damage/destroy grid components and disrupt the normal operation of the electric-power infrastructure. A disruption may po...
Conference Paper
Full-text available
Power grids are very complex systems and disruptions of their elements can affect all human activities in a large region. Disruptions of this kind can be caused by earthquakes. The failure probability of the substations’ components of a power grid has to be modelled for the estimation of the earthquake risk of the whole power grid. A model for the...
Poster
Full-text available
Poster presentation about the estimation of the right end point point of a truncated distribution.
Article
Full-text available
Das Schweizer Hochspannungsübertragungsnetz ist das Rückgrat der Schweizer Stromversorgung und Teil des Europäischen Verbundnetzes; entsprechend wichtig ist die Sicherung dessen Funktionsfähigkeit. Dies gilt auch im Falle von extremen Naturereignissen wie Erdbeben und Sturm. Aber wie zuverlässig ist das Netz in solchen Fällen? Wie kann man das Risi...
Article
In this article, we introduce a new estimator for the generalized Pareto distribution, which is based on the maximum likelihood estimation and the goodness of fit. The asymptotic normality of the new estimator is shown and a small simulation. From the simulation, the performance of the new estimator is roughly comparable with maximum likelihood for...
Article
Full-text available
The beta distribution is used in different models of environmental research. The power of the test for beta distribution of Raschke [Biased transformation and its application in goodness-of-fit tests for the beta and gamma distribution. Commun. Statist. B–Computa. Simula. 38 (2009): 1870–1890] is researched here. The power of the Kolmogorov–Smirnov...
Article
Full-text available
Dynamical processes on complex networks such as information propagation, innovation diffusion, cascading failures or epidemic spreading are highly affected by their underlying topologies as characterized by, for instance, degree-degree correlations. Here, we introduce the concept of copulas in order to artificially generate random networks with an...
Article
Full-text available
The Pearson correlation coefficient is commonly used for quantifying the global level of degree-degree association in complex networks. Here, we use a probabilistic representation of the underlying network structure for assessing the applicability of different association measures to heavy-tailed degree distributions. Theoretical arguments together...
Article
Full-text available
The goal of flooding statistics is to, as much as possible, allow an exact assessment of the maximum flow rate or the water level situation in the year with a defined probability. An improvement of its reliability and its accuracy is to be aspired.
Article
Full-text available
Ziel der Hochwasserstatistik ist eine möglichst genaue Schötzung des maximalen Durchflusses oder der Wasserspiegellage im Jahr für eine definierte Wahrscheinlichkeit. Eine Verbesserung ihrer Zuverlössigkeit und Genauigkeit ist anzustreben.
Article
Full-text available
Different dynamical processes on complex networks such as epidemic spreading, information propagation or cascading phenomena are highly affected by the underlying topologies as characterized by, for instance, the degree-degree association. Here, we introduce the concept of copulas in order to artificially generate random networks with a rich \texti...
Article
Full-text available
The biased transformation is introduced for continuous random variables. It is proved in this article that the biased transformation works for the generalized Pareto, the generalized extreme value, and the normal distribution. The biased transformation works for important continuous distributions of the exponential family as an approximation; this...
Article
Full-text available
The probability of flooding events is analyzed in water management by means of different methods and described with different models. Almost all models contain a statistic component or are based on purely statistical approaches. The remaining criteria of model selection in the flooding statistics in hydrology in Germany are to be criticized. Two ot...
Article
Full-text available
Die Wahrscheinlichkeit von Hochwasserereignissen wird in der Wasserwirtschaft anhand verschiedener Methoden analysiert und mit verschiedenen Modellen beschrieben. Fast alle Modelle enthalten eine statistische Komponente oder basieren auf rein statistischen Ansätzen. Die üblichen Kriterien der Modellselektion in der Hochwasserstatistik in der Hydrol...
Article
Within the framework of recent research projects, basic tools for GIS-based seismic risk assessment technologies were developed and applied to the building stock and regional particularities of German earthquake regions. Two study areas are investigated, being comparable by the level of seismic hazard and the hazard-consistent scenario events (rela...
Conference Paper
Full-text available
In this paper, the complete earthquake risk analysis, i.e. the calculation of the mean frequency of the cumulated monetary building damages of each earthquake, is discussed and compared to the approaches of the hazard analysis. It is shown that the introduced mean hazard curve offers the possibility of comparing different hazard models. The influen...
Article
The risk of earthquake damages is described in the seismology and earthquake engineering almost exclusively by earthquake scenario of a city or a small region. This approach is denoted in this work with "simple earthquake risk analysis". In contrast, there are models and software in the insurance and reinsurance sector which determine the mean freq...
Chapter
Zusammenfassung Im Rahmen des Vorhabens B3.1 werden methodische Grundlagen einer GIS-basierten seismischen Risikobewertung entwickelt und an zwei Testgebieten erfolgreich zur Anwendung gebracht. Die Fallstudien der Kreisstadt Schmölln in Ostthüringen und der Großstadt Köln stellen aufgrund der Unterschiede in der urbanen Ausdehnung und im Bauwerksb...
Thesis
Full-text available
In der Erdbebenrisikoanalyse wird der Zusammenhang zwischen der lokalen Erdbebenstärke und den Erdbebenschäden der Bauwerke über die Empfindlichkeitsfunktionen, auch Schadens- oder Verletzbarkeitsfunktionen genannt, beschrieben. Vorhandene Funktionen weisen verschiedene Mängel auf. In dieser Arbeit werden Empfindlichkeitsfunktionen entwickelt, die...
Poster
Full-text available
Poster about new concepts for earthquake damage functions. Details are published in PhD thesis: https://www.researchgate.net/publication/35417101_Die_Korrelation_zwischen_Erdbebenstarke_und_Bauwerksschaden_und_deren_Anwendung_in_der_Risikoanalyse
Conference Paper
Full-text available
According to recent seismic hazard assessments and the prepared seismic zoning map of the draft of revised German Seismic Code E DIN 4149 [1] Central Germany covers a region of increased seismic activity. Intensities of I (EMS) = 7 - 8 are reported, with the epicentre of the strongest observed earthquake of 1872 and the zones of well documented mac...
Poster
Full-text available
Obviously, structural damage caused by strong earthquakes can not only be attributed to defects in design or construction, but rather the widely discussed phenomenon of local site effects has to be considered as well. In the last decade extensive strong-motion measurements were carried out by the reconnaissance team of the German TaskForce for Eart...
Article
Full-text available
Für das Testgebiet Ostthüringen werden am Beispiel der Stadt Schmölln methodische Grundlagen zur Abschätzung realistischer Schadenspotentiale auf der Grundlage der European Macroseismic Scale EMS-98 (Grünthal ed., 1998) bereitgestellt. Die gewählte Methodik ist geeignet, um auch auf deutsche Großstadträume übertragen zu werden. Wie gezeigt wird, hä...
Conference Paper
Full-text available
Der seismischen Risikokartierung wird zunehmend auch in Erdbebengebieten Aufmerksamkeit geschenkt, für die einerseits Bodenbewegungen in der Stärke schadensrelevanter Bemessungsbeben nicht verfügbar sind und andererseits kaum Erfahrungen und nur eine sehr unzureichende Kenntnis über die Verletzbarkeit des tatsächlichen Bauwerkbestandes vorliegen. Z...
Article
Full-text available
The optimization of measures for disaster prevention and management requires the knowledge about hazardous events and their likelihood. Probable extreme natural events and their consequences need to be considered in advance. Further, it is necessary to consider the importance of the disasters with regard to prevention measures: What is the signific...
Conference Paper
Full-text available
The small town of Cariaco as well as Cumana, the capital of Sucre State, were the most affected towns by the July 9, 1997 Cariaco earthquake (Ms=6.8). In order to study the effect of the soil conditions on the damage distribution, microtremor observations were performed in and around Cariaco and Cumana. Principal periods of soils oscillate between...
Article
Full-text available
Der vorliegende Beitrag soll am Beispiel der beiden schweren Türkei-Erdbeben 1999 die Vielfältigkeit an Informationen veranschaulichen, die während der Feldeinsätze der Deutschen TaskForce Erdbeben gesammelt werden (können). Die zunehmende qualitative Verbesserung der Untersuchungsergebnisse wird insbesondere durch die Zahl der Einsätze in den verg...
Article
The paper tries to illustrate the variety of information, which could be collected during the field missions of German TaskForce for earthquakes in the disaster-struck areas of both Turkey earthquakes in 1999. Besides, an increase of the quality of investigation results is gained because of the amount of missions during the last 3 years as well as...
Conference Paper
Full-text available
The paper gives an overview of the last field missions of the German TaskForce Group and presents exemplary results of the engineering analysis, which consists mainly of aftershock measurements, macroseismic studies and re-interpretation of earthquake damage. Furthermore it should contribute to assess the quality of available data collected during...
Conference Paper
Full-text available
Die Region Zentralasiens gehört zu den seismisch aktivsten Gebieten der Erde. Bautechniken und -konstruktionen müssen deshalb den Prinzipien des erdbebengerechten Bauens folgen, um im Falle eines Bebens Verluste an Menschenleben zu verhindern und Schäden an baulichen Anlagen zu begrenzen. Der private und nichtstaatliche Wohnungsbau führt mit der Or...
Thesis
Full-text available
Diploma thesis; Different issues of earthquake-resistant construction with traditional building materials (adobe, timber and masonry) are researched at the example of Tashkent (capital of Uzbekistan); Chapter 1: brief introduction; Chapter 2: Explanation and discussion of the earthquake code of Uzbekistan in comparison with the euro code (draft) an...
Article
Obviously, structural damage caused by strong earthquakes can not only be attributed to defects in design or construction, but rather the widely discussed phenomenon of local site effects has to be considered as well. In the last decade extensive strong-motion measurements were carried out by the reconnaissance team of the German TaskForce for Eart...

Questions

Question (1)
Question
Can I compute the critical value of a goodness-of-fit test for a distribution model by the bootstrap method? I think that it is not possible because for the case that my distribution assumption is incorrect: I have only the estimator for the assumed distribution type and a sample of a different distribution type. I cannot imagine that I could compute correct critical value in this case. It would imply that I can compute the critical values of an assumed distribution type by a sample of any underlying distribution. This would be a miracle.

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