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Discussion papers | Copyright
© Author(s) 2017. This work is distributed under
the Creative Commons Attribution 4.0 License.

Research article 14 Dec 2017

Research article | 14 Dec 2017

Review status
This discussion paper is a preprint. It is a manuscript under review for the journal Natural Hazards and Earth System Sciences (NHESS).

A hazard model of subfreezing temperatures in the United Kingdom using vine copulas

Symeon Koumoutsaris Symeon Koumoutsaris
  • Guy Carpenter, Tower Place, London, EC3R 5BU, UK

Abstract. Extreme cold weather events, such as the winters of 1962/63, the third coldest winter ever recorded, or more recently the winter of 2010/11, have significant consequences for the society and economy. This paper assesses the probability of such extreme cold weather across the United Kingdom. For that, a statistical model is developed in order to model the extremes of the Air Freezing Index (AFI), which is a common measure of magnitude and duration of freezing temperatures. A novel approach in the modelling of the spatial dependence of the hazard has been followed which takes advantage of the vine copula methodology. The method allows to model complex dependencies especially between the tails of the AFI distributions which is important to assess reliably the extreme behaviour of such events. The model suggests that the extreme winter 1962/63 has a return period of approximately once every 89 years, but the relative short record length together with the unclear effects of anthropogenic forcing on the local climate add considerable uncertainty to this estimate. This model is used as part of a probabilistic catastrophe model for insured losses caused by the bursting of pipes.

Symeon Koumoutsaris
Interactive discussion
Status: final response (author comments only)
Status: final response (author comments only)
AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
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Symeon Koumoutsaris
Symeon Koumoutsaris
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