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| Titel |
The spatial structure of European wind storms as characterized by bivariate extreme-value Copulas |
| VerfasserIn |
A. Bonazzi, S. Cusack, C. Mitas, S. Jewson |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1561-8633
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| Digitales Dokument |
URL |
| Erschienen |
In: Natural Hazards and Earth System Science ; 12, no. 5 ; Nr. 12, no. 5 (2012-05-29), S.1769-1782 |
| Datensatznummer |
250010838
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| Publikation (Nr.) |
 copernicus.org/nhess-12-1769-2012.pdf |
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| Zusammenfassung |
The winds associated with extra-tropical cyclones are amongst the costliest
natural perils in Europe. Re/insurance companies typically have insured
exposure at multiple locations and hence the losses they incur from any
individual storm crucially depend on that storm's spatial structure.
Motivated by this, this study investigates the spatial structure of the most
extreme windstorms in Europe. The data consists of a carefully constructed
set of 135 of the most damaging storms in the period 1972–2010. Extreme
value copulas are applied to this data to investigate the spatial
dependencies of gusts.
The copula method is used to investigate three aspects of windstorms. First,
spatial maps of expected hazard damage between large cities and their
surrounding areas are presented. Second, we demonstrate a practical
application of the copula method to benchmark catalogues of artificial storms
for use in the re/insurance sector. Third, the copula-based method is used to
investigate the sensitivity of spatially aggregated damage to climate
variability. The copula method allows changes to be expressed in terms of
storm frequency, local intensity, and storm spatial structure and gives a
more detailed view of how climate variability may affect multi-location risk
in Europe. |
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