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  • 1
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    The 21st century decline in damaging European windstorms (2016)
    Copernicus
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    Publication Date: 2016-08-29
    Description: A decline in damaging European windstorms has led to a reduction in insured losses in the 21st century. This decline is explored by identifying a damaging windstorm characteristic and investigating how and why this characteristic has changed in recent years. This novel exploration is based on 6103 high-resolution model-generated historical footprints (1979–2014), representing the whole European domain. The footprint of a windstorm is defined as the maximum wind gust speed to occur at a set of spatial locations over the duration of the storm. The area of the footprint exceeding 20 ms−1 over land, A20, is shown to be a good predictor of windstorm damage. This damaging characteristic has decreased in the 21st century, due to a statistically significant decrease in the relative frequency of windstorms exceeding 20 ms−1 in north-western Europe, although an increase is observed in southern Europe. This is explained by a decrease in the quantiles of the footprint wind gust speed distribution above approximately 18 ms−1 at locations in this region. In addition, an increased variability in the number of windstorm events is observed in the 21st century. Much of the change in A20 is explained by the North Atlantic Oscillation (NAO). The correlation between winter total A20 and winter-averaged mean sea-level pressure resembles the NAO pattern, shifted eastwards over Europe, and a strong positive relationship (correlation of 0.715) exists between winter total A20 and winter-averaged NAO. The shifted correlation pattern, however, suggests that other modes of variability may also play a role in the variation in windstorm losses.
    Print ISSN: 1561-8633
    Electronic ISSN: 1684-9981
    Topics: Geography , Geosciences
    Published by Copernicus on behalf of European Geosciences Union.
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  • 2
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    Quantification of extremal dependence in spatial natural hazard footprints: independence of windstorm gust speeds and its impact on aggregate losses (2018)
    Copernicus
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    Publication Date: 2018-11-08
    Description: Natural hazards, such as European windstorms, have widespread effects that result in insured losses at multiple locations throughout a continent. Multivariate extreme-value statistical models for such environmental phenomena must therefore accommodate very high dimensional spatial data, as well as correctly representing dependence in the extremes to ensure accurate estimation of these losses. Ideally one would employ a flexible model, able to characterise all forms of extremal dependence. However, such models are restricted to a few dozen dimensions, hence an a priori diagnostic approach must be used to identify the dominant form of extremal dependence. Here, we present various approaches for exploring the dominant extremal dependence class in very high dimensional spatial hazard fields: tail dependency measures, copula fits, and conceptual loss distributions. These approaches are illustrated by application to a data set of high-dimensional historical European windstorm footprints (6103 spatial maps of 3-day maximum gust speeds at 14 872 locations). We find there is little evidence of asymptotic extremal dependency in windstorm footprints. Furthermore, empirical extremal properties and conceptual losses are shown to be well reproduced using Gaussian copulas but not by extremally dependent models such as Gumbel copulas. It is conjectured that the lack of asymptotic dependence is a generic property of turbulent flows. These results open up the possibility of using geostatistical Gaussian process models for fast simulation of windstorm hazard fields.
    Print ISSN: 1561-8633
    Electronic ISSN: 1684-9981
    Topics: Geography , Geosciences
    Published by Copernicus on behalf of European Geosciences Union.
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  • 3
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    On the relevance of extremal dependence for spatial statistical modelling of natural hazards (2018)
    Copernicus
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    Publication Date: 2018-04-23
    Description: Natural hazard loss portfolios with exposure over a region are sensitive to the dependency between extreme values of the key hazard variable at different spatial locations. It is therefore important to correctly identify and quantify dependency to avoid poor quantification of risk. This study demonstrates how bivariate extreme value tail dependency methods can be used together in a novel way to explore and quantify extremal dependency in spatial hazard fields. A relationship between dependency and loss is obtained by deriving how the probability distribution of conceptual loss depends on the tail dependency coefficient. The approaches are illustrated by applying them to 6103 historical European windstorm footprints (spatial maps of 3-day maximum gust speeds). We find there is little evidence of asymptotic extremal dependency in windstorm footprints. Furthermore, empirical extremal properties and conceptual loss distributions between pairs of locations are shown to be well reproduced using Gaussian copulas but not by extremally-dependent models such as Gumbel copulas. It is conjectured that the lack of asymptotic dependence is a generic property of turbulent flows, which may extend to other spatially continuous hazards such as heat waves and air pollution. These results motivate the potential of using Gaussian process (geostatistical) models for efficient simulation of hazard fields.
    Electronic ISSN: 2195-9269
    Topics: Geography , Geosciences
    Published by Copernicus on behalf of European Geosciences Union.
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