Skip to content

GRA · 再保险与巨灾

空间金融资本与危害、风险暴露和转型的交汇之处

面向再保险与巨灾的气候与大气科学

Climate science explains how warming changes the hazards that drive catastrophe loss. In reinsurance it supplies observed trends, attribution and projections used to condition catalogues and test the sensitivity of loss to climate.

提出咨询 Back to STEM foundation of Reinsurance and Catastrophe
01登记

Climate and atmospheric science for reinsurance and catastrophe on the record.

方法记录STEM 方法
  1. 方法气候与大气科学
  3. 应用于再保险与巨灾
  4. 数据3 inputs
  6. 规范页面STEM 公共资源
02申请

What climate and atmospheric science does here.

Climate science studies the physical processes that govern the atmosphere, oceans, cryosphere and land surface over seasons to centuries. It provides the basis for understanding changes in hazard frequency and intensity that propagate through economic and social 系统. In insurance and catastrophe, climate and hazards and disaster and crisis, climate projections frame long-horizon scenarios for infrastructure, insurance, food systems and public finance. They allow correlated hazards across regions and sectors to be examined together. The canonical description is on STEM Commons.

Conditioning event frequencies

Frequencies of heavy rainfall or intense cyclones are adjusted using observed trends and climate model ensembles, and the effect on modelled loss is reported.

Scenario stress for capital

NGFS and IPCC scenarios are translated into hazard changes for stress tests and ORSA analysis.

Reading attribution studies

Event attribution results are explained with their confidence, as context for reviewing recent loss experience.

03空间金融

参数化触发，在地图上解读。

穿越触发区的风暴将如何触发一笔支付。真实地理区域；合成风暴和设计条款。

一场途经牙买加的热带气旋，对照两种触发赔付的方式进行解读。合成风暴和设计条款，并非保单或价格。
04数据

该方法使用的输入。

Datasets and records used by climate and atmospheric science on this platform, with the role each plays and the label its values carry. Sources are listed in 来源登记册.

数据角色标签
ERA5 reanalysisBaseline climate模型估算
CMIP6 projectionsFuture scenarios模型估算
IPCC assessmentsAssessed changes已报告
05损失模型

损失超越、年均损失和可能最大损失。

处于覆盖范围内的投资组合每年预期损失，以及保险公司和贷款机构定价所依据的 1/100 和 1/250 水平下的预期损失，均来自每个 巨灾模型 uses. Teaching model with stated illustrative values, not a prediction. The map on this page shows The Gulf of Mexico coast; the model itself is not tied to a place.

控制措施

典型年度危害强度（所在地）
1.00 强度指数
极端值的扩散（尺度）
强度指数 0.80
损失一半价值时的强度
4.00 强度指数
脆弱性的离散程度
0.55
危害足迹中的价值占比
40%
防护标准（重现期）
50 年

读数

年均损失
占价值的 0.51%
百年一遇（1/100）的损失
占价值的 24.5%
250 年一遇（1/250）的损失
占价值的 28.4%
百年一遇（1/100）的强度
强度指数 4.68
数字、方法与来源
重现期（年）强度（强度指数）损失（占价值的 %）
10.090.00
21.270.00
41.910.00
72.470.00
133.000.00
243.510.00
444.020.00
824.5323.55
1545.0326.44
2875.5328.87
5366.0330.88
1,0006.5332.53

方法

  1. Gumbel 极值危害 Gumbel (1958), Statistics of Extremes, Columbia University Press
  2. 对数正态易损性（脆弱性） FEMA (2003), HAZUS-MH Technical Manual
  3. 超越概率曲线与年均损失 Grossi and Kunreuther (2005), Catastrophe Modeling, Springer
  4. 堤防效应 Di Baldassarre and others (2013), Socio-hydrology, HESS 17
  5. 不确定性扇形图（参数蒙特卡罗） Spiegelhalter, Pearson and Short (2011), Visualising uncertainty about the future, Science 333
  6. 单因素敏感性（龙卷风图） Saltelli and others (2008), Global Sensitivity Analysis: The Primer, Wiley

数据

The model runs on the teaching values set by the controls. To calibrate it for a place, read it against these admitted layers and series, which this page’s map can draw:

  • 河流 Natural Earth
  • 城市范围 Natural Earth
  • 城市 Natural Earth
  • 过去一周 M4.5+ 地震（USGS） 美国地质调查局 · 登记 usgs.earthquake.summary-feeds
  • 降雨率，最近半小时（IMERG） NASA GPM IMERG Early · 登记 nasa.gibs.context-live-layers
  • 河流流量预报，30 天及范围（GloFAS via Open-Meteo） Open-Meteo.com（CC BY 4.0）、Copernicus GloFAS · 登记 open-meteo.public-pages
  • 建成区与居民点范围，2010 年（HBASE，Landsat） CIESIN/Columbia、NASA SEDAC HBASE · 登记 sedac.context-urban-layers
损失超越概率、年均损失和可能最大损失。示意性教学模型：它依据控件设定的数值运行，而不是实测数据。方法：Gumbel 极值危害（Gumbel（1958），Statistics of Extremes，Columbia University Press）；对数正态脆弱性曲线（FEMA（2003），HAZUS-MH Technical Manual）；超越概率曲线与年均损失（Grossi 和 Kunreuther（2005），Catastrophe Modeling，Springer）。

贯穿六大支柱，由 Nexus Consortium 牵头

06验证

结果如何核查。

Models are evaluated against observed climatology, historical trends and paleoclimate records. Multi-model comparison and process-based diagnostics expose structural differences.

核查如何开展
Historical reproductionConditioned catalogues reproduce observed statistics first
Ensemble spreadResults span several climate models
Confidence statedIPCC confidence language accompanies each change

Projections depend on emission pathways and on parameterised processes such as clouds and convection. Regional detail and changes in rare extremes carry wide uncertainty.

07孪生与级联模拟器

Trace a shock to the balance sheet.

Assembled from the Nexus Standards area profile 保险与再保险: the shocks it names, the 系统 and sectors that carry the loss, the controls that dampen it and the data that observe it. Pick an initiating shock and step through the cascade to see which exposures it reaches and where losses could concentrate. The Map view places the run on an example geography with open data. Every weight is a stated assumption. An exercise, not a forecast, a valuation, a rating or investment advice. To model a place of your own choosing, open the full System Builder.

灾害

  • 热带气旋
  • 地震
  • 冰塞洪水
  • 野火
  • Storm surge （在下游引发）
  • Intense rainfall （在下游引发）
  • 河流洪水（在下游引发）
  • Flash flood (set off downstream)
  • 危险海浪（在下游引发）
  • 大范围停电（在下游引发）
  • 大规模流离失所（在下游引发）
  • 沿海洪水（在下游引发）
  • Aftershock sequence (set off downstream)
  • Fault surface rupture (set off downstream)
  • Soil liquefaction (set off downstream)
  • Slope slide (set off downstream)
  • Rockfall (set off downstream)
  • Tsunami (set off downstream)

控制措施

  • NS-0 章程与原则
  • NS-3 风险记录 UNI（语法、旧编码对照、分配机构）
  • NS-9 情境 UNI（部署、实例、计划实例）
  • NS-10 政策和条款（机器可读的义务：定义、约束、评估和执行）
  • NS-11 验证与监测（证据、证明、零信任符合性观测）
  • NS-14 符合性及与外部标准的对照
  • NRS-F3 保险、巨灾风险与保护缺口
  • NRS-H113 危害类别：金融体系脆弱性（NHS-1 soc.financial-system）
  • NRS-U17 宇宙 platform profile: Insurance Nexus
  • NRS-H71 危害类别：深时与宇宙灾难（NHS-1 planet.deep-time）
  • NRS-H65 危害类别：超越行星边界（NHS-1 planet.boundary）
  • NRS-F8 参数化与指数型风险转移

观测

  • OECD Data Explorer (incl. Creditor Reporting System, insurance and pension statistics) (listed for reference)
  • Insurance statistics (listed for reference)
  • USGS earthquake GeoJSON summary feeds (listed for reference)
  • Direct economic loss attributed to disasters in relation to global gross domestic product (GDP)
  • Direct economic loss attributed to disasters in relation to global gross domestic product
  • (a) Number of commercial bank branches per 100,000 adults and (b) number of automated teller machines (ATMs) per 100,000 adults

示例地理范围

  • 西欧：152 个六边形网格
  • 过去半小时降雨率（IMERG），NASA GIBS
  • 今夜夜间灯光与停电（VIIRS 昼夜波段），NASA GIBS
  • 穿透云层的地表水，30 m（OPERA DSWx-S1 雷达），NASA GIBS
  • Carbon monoxide, smoke transport (AIRS), NASA GIBS
08关联

依赖该方法的主题。

09风险暴露、损失与资本

What it means for exposure, loss and capital.

风险官、监管者或财政部会要求的风险暴露、损失、情景和资本视图，以及它们据以报告的框架。结构遵循监管和精算实务。数值为说明性：绝非价格、评级或建议。

各重现期的风险暴露与损失

How losses from climate and atmospheric science for reinsurance and catastrophe grow with severity, gross and net of reinsurance, against capital.

1/10（10 年一遇）1/50（50 年一遇）1/100（100 年一遇）1/250（250 年一遇）总额扣除再保险后的净额800
重现期年概率总损失净损失净额，资本 = 100
1/10（10 年一遇）0.10141010
1/50（50 年一遇）0.02332121
1/100（100 年一遇）0.01462727
1/250（250 年一遇）0.004683939
年均损失3.12.22.2
一个示例投资组合的示意性损失指数（资本 = 100）：保险公司和监管机构所读的超越概率形式。并非任何机构的数据，也非价格或评级。
NGFS 气候情景 · 央行与监管机构绿色金融网络IFRS S2 气候相关披露 · ISSBTCFD 建议 · 金融稳定理事会 TCFD有效管理气候相关金融风险的原则 · 巴塞尔银行监管委员会
10管理责任

由谁维护该方法。

气候与灾害 stewards climate and atmospheric science for the Consortium and reviews how it is applied across platforms.

Canonical page: Climate and atmospheric science

11已关联

本页在整个联合体中通向何处。

12问题

问题与解答。

What are the limits of climate and atmospheric science in this field?
Projections depend on emission pathways and on parameterised processes such as clouds and convection. Regional detail and changes in rare extremes carry wide uncertainty.
结果如何核查？
Models are evaluated against observed climatology, historical trends and paleoclimate records. Multi-model comparison and process-based diagnostics expose structural differences.
本页面上的数值是真实的吗？
The data names, roles and checks are real descriptions of practice. The canvas shows a design of the method’s use, not a run; no result is reported here.
该方法还应用于何处？
维持社会运转的各个 规范方法页面 列出应用该方法的每个平台。
报告贡献

从本页贡献证据。

报告 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.

全球风险联盟（Global Risks Alliance）再保险与巨灾金融与保险准备度方法与技术

切勿发送个人数据、敏感基础设施细节或您无权分享的任何内容。贡献在使用前会经过审查；发送贡献不赋予署名权或编辑权，赞助也绝不能换取研究结论。

再保险与巨灾

向联盟提出风险暴露或资本问题。

信息和咨询现已开放。每项咨询都会获得一个编号，并告知下一步；申请、付款、算力分配和注册只有在相应团队、条款和审查能力就绪时才会开放。

提出准备度试点建议 查看全部联系途径
法律

本网站上的地图、数据和图表仅作为背景和一般信息展示。它们不是建议、预测或预警；信息的局限见免责声明和数据说明。