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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水文学与水科学

Hydrology explains how rainfall becomes river and surface water flooding. In catastrophe reinsurance it supplies the flood hazard maps, event footprints and defence assumptions behind flood models and post-event claims analysis.

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

Hydrology and water science for reinsurance and catastrophe on the record.

方法记录STEM 方法
  1. 方法水文学与水科学
  2. 管理者Water Nexus
  3. 应用于再保险与巨灾
  6. 规范页面STEM 公共资源
02申请

What hydrology and water science does here.

Hydrology studies the movement, distribution and quality of water across the land surface, subsurface and atmosphere. It underpins the assessment of floods, droughts and water supply, which affect food, energy, health and infrastructure together. In insurance and catastrophe, climate and hazards and disaster and crisis, hydrological estimates set design standards for dams, levees and drainage and inform water allocation between competing users. They link climate hazards to downstream effects on power generation, crops and public health. The canonical description is on STEM Commons.

River flood event sets

Spatially coherent rainfall and flow events are simulated across basins so that a single event can affect many locations at once.

Flood defence assumptions

Defence standards and failure probabilities are represented explicitly, since small changes in them change modelled flood loss sharply.

Pluvial flood mapping

Surface water flooding from intense rain is mapped at fine resolution where drainage data allow.

03空间金融

A drought index against its attachment point.

How a dry season is read against the point where drought cover starts to pay. Synthetic season and design terms.

A rainfall season across the Sahel, read against the points where drought cover would start and stop paying.Synthetic season and design terms; no cover is implied.
04数据

该方法使用的输入。

Datasets and records used by hydrology and water 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
River gauge recordsFlow statistics观测
Flood extent observations校准观测
Digital elevation models地形观测
Defence databases保障已报告
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

Typical annual flood depth (location)
0.40 m water depth
极端值的扩散（尺度）
0.45 m water depth
损失一半价值时的强度
1.60 m water depth
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
0.64% of value
百年一遇（1/100）的损失
31.4% of value
250 年一遇（1/250）的损失
34.3% of value
百年一遇（1/100）的强度
2.47 m water depth
数字、方法与来源
重现期（年）Intensity (m water depth)损失（占价值的 %）
1−0.110.00
20.550.00
40.910.00
71.230.00
131.530.00
241.810.00
442.100.00
822.3830.62
1542.6632.93
2872.9534.66
5363.2335.96
1,0003.5136.93

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 calibrated on one period of observed flows and tested on an independent period or neighbouring catchment. Skill scores and comparison with surveyed flood extents are used to judge performance.

核查如何开展
Event footprint realismSimulated events are compared with observed multi-basin floods
Defence sensitivityResults are shown with and without defence assumptions
Resolution adequacyMap resolution is matched to the exposure data used

Assumptions of stationarity weaken as climate and land use change. Ungauged basins, karst aquifers and rapid urbanisation are poorly represented by parameters fitted elsewhere.

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部门特征

Where exposure in hydrology and water science for reinsurance and catastrophe travels.

The sectors that carry exposure in hydrology and water science for reinsurance and catastrophe and how a loss in one passes to the others, across portfolios and public finances.

选择角点 · 悬停连线6 / 15 项关系

签名

水及其合作伙伴

水为粮食提供灌溉（0.8），为能源提供冷却水和水电（0.6），为生物多样性提供环境流量（0.6）。

W · E · I · F · H · B

部门
4 共 6
关系
6 共 15
耦合
0.43 占总量份额

当前最强的关系

  • 粮食 → 生物多样性 · 土地转换0.6
  • 水 → 能源 · 冷却水与水电0.6
  • 水 → 粮食 · 灌溉0.8
  • 水 → 生物多样性 · 生态流量0.6
典型城市区域的教学数值，不是任何地点的测量值。耦合是所涉关系强度的总和，以全部十五种关系的占比表示。
10管理责任

由谁维护该方法。

Water Nexus stewards hydrology and water science for the Consortium and reviews how it is applied across platforms.

Canonical page: Hydrology and water science

11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 hydrology and water 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
12已关联

本页在整个联合体中通向何处。

13问题

问题与解答。

What are the limits of hydrology and water science in this field?
Assumptions of stationarity weaken as climate and land use change. Ungauged basins, karst aquifers and rapid urbanisation are poorly represented by parameters fitted elsewhere.
结果如何核查？
Models are calibrated on one period of observed flows and tested on an independent period or neighbouring catchment. Skill scores and comparison with surveyed flood extents are used to judge performance.
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

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