Primary and secondary uncertainty
Event occurrence uncertainty is separated from damage uncertainty given an event, and both are carried through to layer losses.
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不确定性量化与模型验证
Uncertainty quantification separates and propagates the uncertainty in catastrophe models: in hazard, vulnerability, exposure and financial terms. In reinsurance it shows decision makers how far a modelled loss could move and which assumption moves it most.
02申请
What uncertainty quantification and model validation does here.
Uncertainty quantification and model validation characterise how uncertainty in inputs, parameters and model structure affects predictions. They establish how much confidence a model’s outputs deserve. In insurance and catastrophe, climate and hazards and disaster and crisis, uncertainty quantification shows where risk estimates are robust and where they are fragile. It guides where better data or models would change decisions. The canonical description is on STEM Commons.
Sensitivity ranking
Inputs are varied one at a time and jointly to rank which assumptions drive the most change in key metrics.
Multi-model ensembles
Results from several models are presented together with their spread, rather than a single number.
03空间金融
风险暴露、危害与超越概率曲线。
哪些地方在严重年份造成损失，以及损失向再保险蔓延的程度。示意性设计数值。
04数据
该方法使用的输入。
Datasets and records used by uncertainty quantification and model validation 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 |
|---|---|---|
| Model parameter ranges | Input uncertainty | 估算 |
| Alternative model outputs | Structural uncertainty | 模型估算 |
| Exposure audit results | Data uncertainty | 观测 |
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 %） |
|---|---|---|
| 1 | 0.09 | 0.00 |
| 2 | 1.27 | 0.00 |
| 4 | 1.91 | 0.00 |
| 7 | 2.47 | 0.00 |
| 13 | 3.00 | 0.00 |
| 24 | 3.51 | 0.00 |
| 44 | 4.02 | 0.00 |
| 82 | 4.53 | 23.55 |
| 154 | 5.03 | 26.44 |
| 287 | 5.53 | 28.87 |
| 536 | 6.03 | 30.88 |
| 1,000 | 6.53 | 32.53 |
方法
- Gumbel 极值危害 Gumbel (1958), Statistics of Extremes, Columbia University Press
- 对数正态易损性（脆弱性） FEMA (2003), HAZUS-MH Technical Manual
- 超越概率曲线与年均损失 Grossi and Kunreuther (2005), Catastrophe Modeling, Springer
- 堤防效应 Di Baldassarre and others (2013), Socio-hydrology, HESS 17
- 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
- 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
贯穿六大支柱，由 Nexus Consortium 牵头
- 实验 实验室
- 构建于 Foundry 中的再保险与巨灾
- 检验地点 Universe 中的再保险与巨灾
- 编入 Standards 中的金融、保险与经济
- 发表于 Reports 中的再保险与巨灾
- 授课于 Academy 中的金融与经济学院
06验证
结果如何核查。
Predictive distributions are tested for calibration and sharpness against held-out observations. Verification confirms that code solves the intended equations.
| 核查 | 如何开展 |
|---|---|
| Coverage of intervals | Stated uncertainty ranges are tested against outcomes where possible |
| Correlation assumptions | Dependencies between uncertain inputs are documented |
| 沟通 | Uncertainty is shown with the result, not in an appendix |
Structural uncertainty and unknown unknowns are difficult to represent. Computational cost limits exploration of high-dimensional models.
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 NexusNRS-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
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 uncertainty quantification and model validation for reinsurance and catastrophe grow with severity, gross and net of reinsurance, against capital.
| 重现期 | 年概率 | 总损失 | 净损失 | 净额，资本 = 100 |
|---|---|---|---|---|
| 1/10（10 年一遇） | 0.10 | 14 | 10 | 10 |
| 1/50（50 年一遇） | 0.02 | 33 | 21 | 21 |
| 1/100（100 年一遇） | 0.01 | 46 | 27 | 27 |
| 1/250（250 年一遇） | 0.004 | 68 | 39 | 39 |
| 年均损失 | 3.1 | 2.2 | 2.2 |
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。
系统科学与建模 stewards uncertainty quantification and model validation for the Consortium and reviews how it is applied across platforms.
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 uncertainty quantification and model validation in this field?
Structural uncertainty and unknown unknowns are difficult to represent. Computational cost limits exploration of high-dimensional models.
结果如何核查？
Predictive distributions are tested for calibration and sharpness against held-out observations. Verification confirms that code solves the intended equations.
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
- 电子邮件门户 GW-GRA从本页发送证据、更正、案例、方法、审查、翻译或概况投稿。它会带上本页标签送达，由负责的编辑接收。
- Zenodo开放存缴存缴并提交到社区用您的 ORCID iD 在 Zenodo 上发布您自己的记录，然后提交到那里的 Reports 社区。由策展人审核；DOI 仍归您所有。
- 报告全球风险联盟（Global Risks Alliance）查看所有贡献方式贡献类型、各自的评审方式、您获得的署名、许可协议，以及绝不接受的内容。
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。
法律
法律文件。
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。