The development of a European flood catastrophe model

To understand continental scale flood risks, including spatial and temporal coherence and cascading events, is of particular importance to the insurance industry. For this industry, an “event” entails a certain regulatory duration, and encompasses the spatial scale of the portfolio of the insurer. This requires a large catalogue of statistically well-sampled, climatologically realistic possible events, much longer than any historical record can provide. We hypothesize that events that might have occurred in the recent past, but did not occur, may be generated from shorter duration historical samples, by temporal resampling, and spatial reshuffling.

In this contribution, we present a model framework – developed by a consortium of Fathom, Deltares, and AXA – that can efficiently compute very large event sets, using synthetically sampled weather (up to many thousands of years) that simulates continuous daily weather and sub-daily (for small-scale pluvial flooding) weather statistics, a gridded hydrological model forced by the synthetic weather that produces long-term hydrological statistics, and a subcatchment-scale fluvial and pluvial flood model archive, produced from large amounts of simulations with the Fathom flood model engine. The framework is setup such that components within the framework can be easily improved or replaced by new components, e.g. providing updated historical baselines for weather generation, enhanced weather generation, enhanced flood maps, or improved hydrological relationships. We present our first simulations using a k-nearest-neighbour weather resampling, using Self-Organizing-Maps, 10,000 years of simulated weather and hydrology, and sampled flood statistics. In forthcoming work, we will improve weather generation mechanism by relaxing the spatial locations of weather systems, and implement climate change.