论文标题
在不断变化的气候下，骨骼风险风险的分布
The distribution of aggregate storm risk in a changing climate
论文作者
论文摘要
极端天气事件带来的财务损失可能会产生灾难性的影响，通常耗资数十亿英镑。尽管对个人事件的处置的变化对保险和再保险行业都很重要，但这些公司通常关注一个季节中带来的总风险。该项目探讨了总风险度量的统计特性在反映地球变化的气候时可能会发生变化。 Wald（1945）以及Blackwell and Girshick（1947）的历史随机总和方程用于发展事件频率与总风险之间的关系。 事件发生与总风险之间的协方差被认为是总风险和分散统计量的预期价值的产物。此外，一个新的方程式（“ J-方程式”）将事件频率与总风险之间的相关性与风暴强度分布的形状与分散统计量之间的相关性。该公式强调，两个变量之间的相关性与严重性分布尺度的变化不变。该理论应用于2020年挪威气候模型Noresm2-LM的模拟未来数据集。正如数据观察到的理论所提出的那样，这为这些结果打开了大门，以便将来的研究中应用于更广泛的地理区域。
The financial losses from extreme weather events can have a disastrous effect, often costing billions of pounds. While changes in the disposition of individual events is of importance to both the insurance and re-insurance industries, these companies are often concerned with the aggregate risk posed in a season. This project explores how the statistical properties of aggregate risk measures may change when, to reflect the earth's changing climate, models are made time dependent. Historical random sum equations by Wald (1945) and Blackwell and Girshick (1947) are used to develop a relationship between the frequency of events and the aggregate risk. The covariance between the occurrence of events and aggregate risk is found to be the product of the expected value of the aggregate risk and the dispersion statistic. Furthermore, a new equation (the "J-equation") relates the correlation between the frequency of events and aggregate risk to the shape of the distribution of storm intensities and the dispersion statistic. This equation highlights that the correlation between the two variables is invariant to a change in the scale of the severity distribution. The theory is applied to a simulated future dataset from the 2020 Norwegian climate model NorESM2-LM. As the data observes the theory presented, this opens the door for these results to be applied to wider geographical regions in future studies.
