GRA · Reinsurance and Catastrophe
Spatial financeWhere capital meets hazard, exposure and transition
STEM foundation of Reinsurance and Catastrophe
The science, technology, engineering and mathematics Reinsurance and Catastrophe rests on. Each method has a canonical page in the STEM Commons, hosted by the Global Centre for Risk and Innovation (GCRI), and a page here on how it is applied in this field.
STEM foundation of Reinsurance and Catastrophe in four parts.
The methods behind the field.
- 01Teoriya nirxên tund û xetera dûvêPricing high excess layers · Hazard return levels · Tail dependence between perilsSteward · Reinsurance and CatastropheApplied here
- 02Actuarial mathematicsLayer pricing from model output · Blending experience and exposure rating · Capital allocationSteward · Actuarial and Quantitative RiskApplied here
- 03Zanista avhewa û atmosferêConditioning event frequencies · Scenario stress for capital · Reading attribution studiesSteward · Climate and HazardsApplied here
- 04Zanista Erdê û jeofîzîkêSeismic source models · Ground motion and site effects · Secondary hazardsSteward · Climate and HazardsApplied here
- 05Pîvandina nediyariyê û rastandina modelêPrimary and secondary uncertainty · Sensitivity ranking · Multi-model ensemblesSteward · Systems Science and ModellingApplied here
- 06Hîdrolojî û zanista avêRiver flood event sets · Flood defence assumptions · Pluvial flood mappingSteward · Water NexusApplied here
- 07Zanista okyanûs û peravanStorm surge modelling · Sea level rise scenarios · Ocean heat and cyclone intensitySteward · Oceans and CoastsApplied here
- 08Endezyariya avahî û erdhejêVulnerability by construction class · Building code effectiveness · Post-event damage surveysSteward · Cities and Built EnvironmentApplied here
The STEM methods Reinsurance and Catastrophe applies, and why.
- Extreme value theory in reinsuranceRole in Reinsurance and CatastropheExtreme value theory describes the tail of loss and hazard distributions: how large rare events may be and how uncertain those estimates become beyond the record.
- Actuarial pricing of catastrophe layersRole in Reinsurance and CatastropheActuarial mathematics turns exposure, loss experience and assumptions into reinsurance prices, reserves and capital.
- Climate science for catastrophe riskRole in Reinsurance and CatastropheClimate science explains how warming changes the hazards that drive catastrophe loss.
- Geoscience for earthquake catastrophe riskRole in Reinsurance and CatastropheGeoscience explains earthquakes, volcanic eruptions, landslides and tsunamis.
- Uncertainty in catastrophe modelsRole in Reinsurance and CatastropheUncertainty quantification separates and propagates the uncertainty in catastrophe models: in hazard, vulnerability, exposure and financial terms.
- Hydrology for flood catastrophe modelsRole in Reinsurance and CatastropheHydrology explains how rainfall becomes river and surface water flooding.
- Ocean science for storm surge riskRole in Reinsurance and CatastropheOcean science explains storm surge, sea level rise, ocean warming and tsunami.
- Structural vulnerability for cat modelsRole in Reinsurance and CatastropheStructural engineering explains how buildings and infrastructure respond to wind, ground shaking, flood and fire.
Each Reinsurance and Catastrophe method is described once in the STEM Commons at GCRI and applied here to catastrophe loss, risk transfer and capital.
Grounding makes claims checkable.
When a finding names the methods it depends on, a reader can see its assumptions and limits, and an expert in that method can challenge it.
Where this page’s references lead.
Sazî û belgeyên ku ev rûpel li hember wan tê xwendin. Rewş û çap diguherin; her girêdan diçe ba saziya derxistinê.
Pages in STEM foundation of Reinsurance and Catastrophe.
Extreme value theory and tail risk for reinsurance and catastrophe
RêbazActuarial mathematics for reinsurance and catastrophe
RêbazClimate and atmospheric science for reinsurance and catastrophe
RêbazEarth and geophysical science for reinsurance and catastrophe
RêbazUncertainty quantification and model validation for reinsurance and catastrophe
RêbazHydrology and water science for reinsurance and catastrophe
RêbazOcean and coastal science for reinsurance and catastrophe
RêbazStructural and earthquake engineering for reinsurance and catastrophe
Pirs û bersiv.
What is a steward platform?
Ji vê rûpelê delîl bidin.
rêzeya Pergalên Stratejîk is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.
- E-nameGateway GW-GRAJi vê rûpelê bişîninDelîl, rastkirin, doz, rêbaz, nirxandin, wergerandin an têketina profîlê. Bi nîşana vê rûpelê digihîje, ji ber vê yekê edîtorê xwediyê wê wê bistîne.
- ZenodoDepoya vekirîWê razînin û ji civakê re bişîninTomara xwe li Zenodo bi ORCID iD ya xwe biweşînin, paşê wê li wir ji civaka Reports re bişînin. Kurator wê vedikolin; DOI ya we dimîne.
- rêzeya Pergalên StratejîkGlobal Risks AllianceHemû rêyên beşdariyê bibîneCureyên beşdariyê, her yek çawa tê nirxandin, tu çi navlêkirinê distînî, lîsans û tiştê ku qet nayê qebûlkirin.
Tu carî daneyên şexsî, hûrgiliyên binesaza hesas an tiştekî ku mafê we yê parvekirinê tune ne neşînin. Beşdarî berî bikaranînê tê nirxandin; şandina wê nivîskarî an mafên edîtorî nade û sponsorî tu carî encamekê nakire.
Bring an exposure or capital question to the Alliance.
Agahî û pirs îro vekirî ne. Pirsek referansekê distîne û gava piştî wê dide nasîn; serlêdan, drav, veqetandina hesabkirinê û tomarkirin tenê dema ku tîm, mercên wê û kapasîteya vekolînê hebin vedibin.
Belgeyên hiqûqî.
Nexşe, dane û jimarên vê malperê ji bo çarçoveyê û agahiyên giştî têne nîşandan. Ew ne şîret, ne pêşbînî û ne hişyarî ne; sînorên agahiyê di Daxuyaniyên Berpirsiyariyê û Daxuyaniyên Daneyê de hatine diyarkirin.