管理物理气候风险——利用灾难风险建模的创新

The Geneva AssociationThe Geneva Association is the leading international insurance think tank for strategically important insurance and riskmanagement issues. The Geneva Association identifies fundamental trends and strategic issues where insurance playsa substantial role or which influence the insurance sector. Through the development of research programmes, regularpublications and the organisation of international meetings, The Geneva Association serves as a catalyst for progress inthe understanding of risk and insurance matters and acts as an information creator and disseminator. It is the leadingvoice of the largest insurance groups worldwide in the dialogue with international institutions. In parallel, it advances—in economic and cultural terms—the development and application of risk management and the understanding ofuncertainty in the modern economy.The Geneva Association membership comprises a statutory maximum of 90 chief executive officers (CEOs) from theworld’s top insurance and reinsurance companies. It organises international expert networks and manages discussionplatforms for senior insurance executives and specialists as well as policymakers, regulators and multilateralorganisations.Established in 1973, The Geneva Association, officially the ‘International Association for the Study of InsuranceEconomics’, is based in Zurich, Switzerland and is a non-profit organisation funded by its Members.www.genevaassociation.org @TheGenevaAssoc Managing Physical Climate Risk: Leveraging Innovations in Catastrophe Risk ModellingManaging Physical Climate Risk:Leveraging Innovations inCatastrophe Risk ModellingMaryam Golnaraghi -Director Extreme Events and Climate Risk, The Geneva Association (lead and coordinating author)Paul Nunn -SCOR SERobert Muir-Wood -Risk Management SolutionsJayanta Guin -AIR WorldwideDickie Whitaker -OASIS Loss Modelling FrameworkJulia Slingo -Former Chief Scientist of UK Met officeGhassem Asrar -Pacific Northwest National LaboratoryIan Branagan -Renaissance Re and Insurance Development Forum’s Working Group on Risk Modelling and MappingGerry Lemcke -Swiss ReClaire Souch -AWHA ConsultingMichel Jean -Canadian Centre for Meteorological and Environmental Prediction and the World MeteorologicalOrganization’s Commission for Basic SystemsAlexandre Allmann -Munich ReMolly Jahn -University of WisconsinDavid N. Bresch -Institute for Environmental Decisions at ETH, and MeteoSwissPatrick Khalil -Intact Financial CorporationMichael Beck -The Nature Conservancy and University of California Santa Cruz 1 The Geneva AssociationTalstrasse 70, CH-8001 Zurich|Tel: +41 44 200 49 00|Fax: +41 44 200 49 99secretariat@genevaassociation.orgwww.genevaassociation.orgManaging Physical Climate Risk: Leveraging Innovations in Catastrophe Risk ModellingPublished by The Geneva Association—International Association for the Study of Insurance Economics. 2www.genevaassociation.orgwww.genevaassociation.org@TheGenevaAssoc© The Geneva AssociationCover page—Shutterstock November 2018Photo credits: Managing Physical Climate Risk: Leveraging Innovations in Catastrophe Risk ModellingContentsAcknowledgementsForewordExecutive summary1. Context2. Evolution of Cat risk modelling since the 1980s3. Considerations for development and utilisation of Cat models4. Opportunities for expanding Cat models for shaping the future of disaster and climate risk management5. Harnessing latest scientific and technological developments to innovate Cat modelling6. Recommendations for the way forwardReferencesGlossary 34571012212732363943 4www.genevaassociation.orgAcknowledgementsIn preparing this report, we benefited from discussions that engaged over 130 leading international experts convened atThe Geneva Association’s 2017 Extreme Events and Climate Risk Forum, co-organised by SCOR Foundation and hostedby SCOR SE in Paris. Furthermore, we are grateful to Kerry Emanuel (MIT), Jim Abraham, Madeleine Thomson (ColumbiaUniversity), Jianming Yin, Lawrence Buja (National Center for Atmospheric Research) and Licelotte Carvajal Jimenez fortheir contributions. We would like to thank members of The Geneva Association’s Extreme Events and Climate RiskWorking Group, including Moya Chew Lai (Prudential), Martin Beaulieu (Intact), Liesbeth van der Kruit (Achmea), Luc deLignieres (AXA), Paulina Murphy (Aviva), Lucy Stanbrough (Lloyd's), Masaaki Nagamura (Tokio Marine), Fielding NortonIII (XL Catlin), Ernst Rauch (Munich Re), Tobias Grimm (Munich Re) and Eva Lösch (Munich Re), Simone Ruiz Vergote(Allianz), Joachim Schroeter (Allianz Re), John Scott (Zurich), Jörg Steffensen (Hannover Re), Thomas Weist (TokioMarine) and Martin Weymann (Swiss Re). We also extend our thanks to Guillaume Ominetti (SCOR SE), Kei Kato (TokioMarine) and Panos Charissiadis (Munich Re) for their review of the final report. @TheGenevaAssoc Managing Physical Climate Risk: Leveraging Innovations in Catastrophe Risk ModellingForewordAnna Maria D’HulsterSecretary General,The Gene