### Abstract

Original language | English |
---|---|

Journal | Natural Hazards |

DOIs | |

Publication status | E-pub ahead of print - Jan 2018 |

### Fingerprint

### Keywords

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

### Cite this

*Natural Hazards*. https://doi.org/10.1007/s11069-017-3162-2

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*Natural Hazards*. https://doi.org/10.1007/s11069-017-3162-2

**Estimating the maximum possible earthquake magnitude using extreme value methodology : The Groningen case.** / Beirlant, Jan; Kijko, Andrzej; Reynkens, Tom; Einmahl, John H. J.

Research output: Contribution to journal › Article › Scientific › peer-review

TY - JOUR

T1 - Estimating the maximum possible earthquake magnitude using extreme value methodology

T2 - The Groningen case

AU - Beirlant, Jan

AU - Kijko, Andrzej

AU - Reynkens, Tom

AU - Einmahl, John H. J.

PY - 2018/1

Y1 - 2018/1

N2 - 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.

AB - 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.

KW - Anthropogenic seismicity

KW - endpoint estimation

KW - extreme value theory

KW - truncation

U2 - 10.1007/s11069-017-3162-2

DO - 10.1007/s11069-017-3162-2

M3 - Article

JO - Natural Hazards

JF - Natural Hazards

SN - 0921-030X

ER -