KatRisk RAA 2016 presentation highlights the developments in hyper-resolution flood maps, sea-surface conditioned catastrophe models, and open source modeling.
1. From Hazard Maps to
Loss Analytics and Software Solutions
RAA Cat Risk Management
February 2016
KatRisk LLC
752 Gilman St.
Berkeley, CA 94710
510-984-0056
www.KatRisk.com
Confidential
4. Modeling Overview
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q All areas covered with 2-d hydraulic modeling
approaches
q No lower limit on the size of catchment modeled
q Includes both riverine and pluvial (surface water)
flooding
q Six return periods for each region: 10, 20, 50, 100,
200, 500 years
q Flood depths as well as flood extent
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
5. Coverage and Extent of Modeling
Red outlines – FEMA 100 year flood zones
Blue – high resolution model
including pluvial (surface) and fluvial
(riverine) flooding
q FEMA FIRMs cover much but not
all of the US
q In many areas they cover the
main rivers but not smaller
streams and surface water
flooding
q Need to model the the water
getting to the rivers as well as out
of the rivers
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
6. TITAN Supercomputer
Utilized resources of the Oak Ridge Leadership Computing Facility
at the Oak Ridge National Laboratory, which is supported by the
Office of Science of the U.S. Department of Energy under
Contract No. DE-AC05-00OR22725.
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
8. Europe Flood Map Examples
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
9. Asia Flood Map Examples
Bangkok
Jakarta
Kuala Lumpur
Seoul
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
10. Flooded Downtown Area Outside of FEMA Hazard Zones
Blue Shading – KatRisk Flood Model
Red Hatched – FEMA Zones A and V
Pensacola Flooding April 2014
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1 9
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
15. Additional Data Layers
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q Inland Flood Score: Relative risk
score based on flood depths
surrounding a geocoded long/lat
q Leveed Areas: Areas designated as
protected by levee either on FEMA
flood zones maps or the US Army
Corps of Engineers National Levee
Database
q FEMA zones
q SLOSH Storm Surge: NOAA SLOSH
storm surge flood heights for
Category 1-5 Hurricanes and a
KatRisk relative storm surge risk
score
Storm Surge Score
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
16. What to do with Hazard Data
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Davenport IA
Davenport
IA
Ambler, PA May 2014
Relative Risk Score
Risk selection metrics
• Flood Depth at 6 return periods
• Presence of levees
• FEMA zone designation
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
17. Portfolio Risk Analytics
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0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100%
Negligible Minimal Very Low Low Moderately Low Moderate Moderately High High Very High Extreme
0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100%
Negligible Minimal Very Low Low Moderately Low Moderate Moderately High High Very High Extreme
High Risk Portfolio – over ½ in FEMA A Zones
Low/Moderate Risk Portfolio
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
19. Modeling Vulnerability
q Vulnerability Characteristics
o Occupancy
o Construction
o Number of Stories
o Presence of basement
o First Floor Elevation
o Vulnerability modifiers by coverage
q Loss Distributions modeled around Mean Damage Ratio
q All vulnerability data is open
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Lumped probabilities of 0 and 100% damage,
dependent on the mean damage ratio
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
20. Loss Analytics Data Input/Output
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q Input
o Location (Country,State,Long/Lat)
o Coverage Values
§ Building
§ Contents
§ BI/ALE
o Occupancy
o Construction
o Number of Stories
o Presence of Basement
o First Floor Elevation
o Vulnerability Factors
o Deductible/Limit
q Default values assigned if unknown
q Output
o Flood depths at 6 return periods
o Flood risk score
o 100 year maximum depth within
100 meters
o Average Annual Loss
o Return Period Losses
o In the US
§ Levee information
§ FEMA zone
§ HUC zone
§ SLOSH storm surge heights
§ Hurricane wind speeds
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
21. Loss Analytics Software
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q Built using R/R-Shiny: All code and data open
q Deployed or via the web
q Fast analysis results, millions of locations overnight
q Multi-region analyses in one run
q Demo for the US at
http://www.katalyser.com/katrisk_flood_analytics_demo/
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
22. Event Based Portfolio Models
q Currently developing event based probabilistic models
that are consistent with flood hazard maps
q Planned release of US and Canada models in 2016
q Covering all sources of flooding within a correlated
event set
o Inland flood
o Explicit modeling of tropical cyclone rainfall and storm surge
(along with wind)
q Representing correlations in space and time of weather
and climate events
q Having a flexible modeling framework that allows for
the inclusion of climate change scenarios and
forecasting
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
24. US and Asia Wind Modeling
q To support our probabilistic event models, hurricane track sets have been
developed for the Atlantic Basin and Northwest Pacific Basin
q Currently developing tracks for all other basins worldwide
q Running US storm surge analyses for the 50k year event set
q Combined with roughness, windfield, and vulnerability models, full wind
loss modeling capabilities are available
Loss Costs
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
25. Task #1: Work on Global Correlations
ν Get ocean and atmospheric data and establish correlations
Ocean SST and precipitation
Main modes of SST variability from
principal component analysis (PCA)
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
SST Precip Movie
26. Task #2: Establish correlations
TC precip
ENSO AMOThree month lag anomaly correlation with PCAs
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q “Trigger” pluvial and fluvial flood hazard maps based on probabilistic
meteorology and hydrological model
o Combine TC and non-TC precip
o Base hurricane model and global precipitation model on same data
set of global SST expressing natural variability and global correlations
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
27. Example: US & Caribbean Hurricane
Sample Tracks
KatRisk TC Model Loss Cost Map
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q 25 climate conditioned hurricane
track sets have been developed
for the Atlantic Basin (1km
resolution, 50k years of events)
q Combined with roughness, wind
filed, and vulnerability models,
full wind loss modeling
capabilities are available
q Free online wind loss analysis tool
(Katalyser) available at our
website
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
28. US Rates and Losses 1900-2010
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q Losses conditional on SST
q Two most dominant SST patterns (ENSO,
AMO) drive models
q Historical losses are from our hurricane
model using current US exposure
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
29. USA AAL by Atlantic SST and ENSO
Hurricane losses dependency on Atlantic SST Anomaly and ENSO
AAL by Atlantic SST
AAL by ENSO
Introduction of SST leads to clustering
# Atlantic TCs with SST
Dispersion = 1.36
# Atlantic TCs Poisson
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
30. Regional: Florida and Southeast
Florida Southeast
Dependency on Atlantic SST Anomaly and ENSO 30
31. Katalyser Software Application
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q R/R-Shiny based application
q Open code and data
Exposure Analytics and Visualization
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
32. Analytical Capabilities
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q Set user defined model parameters
q Look at overall EP curves and drill down to key events
q Visualize individual events and impacted locations
Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models
33. How Products are Being Accessed
q Flood Map Data and Location Loss Analytics
o Direct delivery of GIS files and Software Code
o Web Mapping Service (WMS)
o Delivery on third party GIS platforms
o Online batch lookup
q Probabilistic Models
o Katalyser Analysis Platform
o Working with third party platforms
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34. Recap
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Hazard
Maps
Location
Loss
Analytics
Probabilistic
Models and
Software
q Currently covering:
o US
o Canada
o Europe
o 15 Asia Countries
q Coming next:
o South/Central America
o Mexico
o Australia/NZ
o Rest of Asia
o Middle East
o Africa
q Available for all modeled
regions
q Hazard data retrieval and
loss calculations
q Open code and data
q Deployed, Hosted, APIs
q In development
q US and Canada capabilities
in 2016