On the clustering of winter storm loss events over Germany

Karremann, M. K., Pinto, J. G., von Bomhard, P. J. and Klawa, M. (2014) On the clustering of winter storm loss events over Germany. Natural Hazards and Earth System Science, 14 (8). pp. 2041-2052. ISSN 1684-9981 doi: 10.5194/nhess-14-2041-2014

Abstract/Summary

During the last decades, several windstorm series hit Europe leading to large aggregated losses. Such storm series are examples of serial clustering of extreme cyclones, presenting a considerable risk for the insurance industry. Clustering of events and return periods of storm series for Germany are quantified based on potential losses using empirical models. Two reanalysis data sets and observations from German weather stations are considered for 30 winters. Histograms of events exceeding selected return levels (1-, 2- and 5-year) are derived. Return periods of historical storm series are estimated based on the Poisson and the negative binomial distributions. Over 4000 years of general circulation model (GCM) simulations forced with current climate conditions are analysed to provide a better assessment of historical return periods. Estimations differ between distributions, for example 40 to 65 years for the 1990 series. For such less frequent series, estimates obtained with the Poisson distribution clearly deviate from empirical data. The negative binomial distribution provides better estimates, even though a sensitivity to return level and data set is identified. The consideration of GCM data permits a strong reduction of uncertainties. The present results support the importance of considering explicitly clustering of losses for an adequate risk assessment for economical applications.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/37934
Identification Number/DOI	10.5194/nhess-14-2041-2014
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Meteorology
Publisher	European Geosciences Union
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