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How DFA Can Help the Property/Casualty Industry, Part 4
Hurricanes Katrina, Rita, Wilma...
Catastrophes: Models and Reserving
Risk Measures
Reinsurer Results:
Catastrophe and Strengthening
Hurricanes: 2003 and 2004 Results, Clustering and TransitioninG
Brushfire and Fire Following Exposures
Tsunami Exposure Worldwide and U.S.
Wind and Hail: Relative Hazard Levels
Tornado and Hailstorm
Hurricane
Cat Modeling Class
Introduction to Reinsurance
Holborn Technical Seminar
Catastrophe, Injury, and Insurance
Review of Myers & Read ARIA Paper
A Perfectly Ordinary Tuesday Morning
This is Not Your Father’s Cat Model
Global Warming and Increased Catastrophes?
Reinsurer Risk Loads from Marginal Surplus Requirements, PCAS LXXVII
Reinsurance Markets
Risk Transfer Assessment
Introduction to Asset Returns and Risks
CAS Call Paper Panel
Ceded Reinsurance Issues in DFA
Catastrophe Reinsurance Simulation Game
Reinsurance by any other name
Clash Pricing
ALLOCATION OF SURPLUS FOR A MULTI-LINE INSURER
Optimization to Improve Business Performance
 

 

 
May 12-13, 2005
Paul Kneuer
2005 Client Technical Seminar

Hurricane Frequency as an Indication of Hazard

Severity is somewhat independent.

Only about 100 storms with good track data, and very few extreme storms. We analyzed all landfalls at hurricane strengths.

Consider landfalls points only, so just immediate coastal exposure.

Regression model based on geometry of the coast line to explain variation in landfalls rates.

A work in progress.

Understanding Hurricane Frequency Coastal Geometry

Coastal Geometry

Regression Results
Atlantic-Origin Storms with Atlantic Landfalls

Hurricane Landfall
1851 to 2003
County vs. State Segments