Estimating the maximum possible earthquake magnitude using extreme value methodology

The Groningen case

Jan Beirlant, Andrzej Kijko, Tom Reynkens, John H. J. Einmahl

Research output: Contribution to journalArticleScientificpeer-review

Abstract

The area-characteristic, maximum possible earthquake magnitude TM is required by the earthquake engineering community, disaster management agencies and the insurance industry. The Gutenberg–Richter law predicts that earthquake magnitudes M follow a truncated exponential distribution. In the geophysical literature, several estimation procedures were proposed, see for instance, Kijko and Singh (Acta Geophys 59(4):674–700, 2011) and the references therein. Estimation of TM is of course an extreme value problem to which the classical methods for endpoint estimation could be applied. We argue that recent methods on truncated tails at high levels (Beirlant et al. Extremes 19(3):429–462, 2016; Electron J Stat 11:2026–2065, 2017) constitute a more appropriate setting for this estimation problem. We present upper confidence bounds to quantify uncertainty of the point estimates. We also compare methods from the extreme value and geophysical literature through simulations. Finally, the different methods are applied to the magnitude data for the earthquakes induced by gas extraction in the Groningen province of the Netherlands.
Original languageEnglish
Pages (from-to)1091-1113
JournalNatural Hazards
Volume98
Issue number3
Early online dateJan 2018
DOIs
Publication statusPublished - Sep 2019

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earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering
electron
earthquake
method
gas
simulation

Keywords

  • Anthropogenic seismicity
  • endpoint estimation
  • extreme value theory
  • truncation

Cite this

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title = "Estimating the maximum possible earthquake magnitude using extreme value methodology: The Groningen case",
abstract = "The area-characteristic, maximum possible earthquake magnitude TM is required by the earthquake engineering community, disaster management agencies and the insurance industry. The Gutenberg–Richter law predicts that earthquake magnitudes M follow a truncated exponential distribution. In the geophysical literature, several estimation procedures were proposed, see for instance, Kijko and Singh (Acta Geophys 59(4):674–700, 2011) and the references therein. Estimation of TM is of course an extreme value problem to which the classical methods for endpoint estimation could be applied. We argue that recent methods on truncated tails at high levels (Beirlant et al. Extremes 19(3):429–462, 2016; Electron J Stat 11:2026–2065, 2017) constitute a more appropriate setting for this estimation problem. We present upper confidence bounds to quantify uncertainty of the point estimates. We also compare methods from the extreme value and geophysical literature through simulations. Finally, the different methods are applied to the magnitude data for the earthquakes induced by gas extraction in the Groningen province of the Netherlands.",
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Estimating the maximum possible earthquake magnitude using extreme value methodology : The Groningen case. / Beirlant, Jan; Kijko, Andrzej; Reynkens, Tom; Einmahl, John H. J.

In: Natural Hazards, Vol. 98, No. 3, 09.2019, p. 1091-1113.

Research output: Contribution to journalArticleScientificpeer-review

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