The application of multivariate compound extreme value distribution to the long-term risk analysis of typhoon disaster

The research of long-term risk analysis method of typhoon disaster is always the interesting topic of science and engineering. Traditional approach is using univariate probability model based on yearly maximum sampling to describe the characteristics parameters of typhoon. According to the probability analysis results, typhoon samples can be generated by using Monte Carlo method. And long-term risk of typhoon disaster with some return period is calculated. The annual typhoon frequency and correlations among different key parameters of typhoon are considered in the new model. The model is applied to the long-term risk analysis of typhoon disaster along coastal of China, and shows the reasonable results.