A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas

<p>Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, or more recently the winter of 2010/11, have significant consequences for the society and economy. This paper assesses the probability of such extrem...

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Main Author: S. Koumoutsaris
Format: Article
Language:English
Published: Copernicus Publications 2019-03-01
Series:Natural Hazards and Earth System Sciences
Online Access:https://www.nat-hazards-earth-syst-sci.net/19/489/2019/nhess-19-489-2019.pdf
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author S. Koumoutsaris
author_facet S. Koumoutsaris
author_sort S. Koumoutsaris
collection DOAJ
description <p>Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, 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 (UK), as part of a probabilistic catastrophe model for insured losses caused by the bursting of pipes. A statistical model is developed in order to model the extremes of the Air Freezing Index (AFI), which is a common measure of the 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 complex dependencies to be modelled, especially between the tails of the AFI distributions, which is important to assess the extreme behaviour of such events. The influence of the North Atlantic Oscillation and of anthropogenic climate change on the frequency of UK cold winters has also been taken into account. According to the model, the occurrence of extreme cold events, such as the 1962/63 winter, has decreased approximately 2 times during the course of the 20th century as a result of anthropogenic climate change. Furthermore, the model predicts that such an event is expected to become more uncommon, about 2 times less frequent, by the year 2030. Extreme cold spells in the UK have been found to be heavily modulated by the North Atlantic Oscillation (NAO) as well. A cold event is estimated to be <span class="inline-formula">≈3</span>–4 times more likely to occur during its negative phase than its positive phase. However, considerable uncertainty exists in these results, owing mainly to the short record length and the large interannual variability of the AFI.</p>
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spelling doaj.art-3e4b5b65714c4bf683506c9dbe4aa73e2022-12-21T19:53:50ZengCopernicus PublicationsNatural Hazards and Earth System Sciences1561-86331684-99812019-03-011948950610.5194/nhess-19-489-2019A hazard model of sub-freezing temperatures in the United Kingdom using vine copulasS. Koumoutsaris<p>Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, 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 (UK), as part of a probabilistic catastrophe model for insured losses caused by the bursting of pipes. A statistical model is developed in order to model the extremes of the Air Freezing Index (AFI), which is a common measure of the 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 complex dependencies to be modelled, especially between the tails of the AFI distributions, which is important to assess the extreme behaviour of such events. The influence of the North Atlantic Oscillation and of anthropogenic climate change on the frequency of UK cold winters has also been taken into account. According to the model, the occurrence of extreme cold events, such as the 1962/63 winter, has decreased approximately 2 times during the course of the 20th century as a result of anthropogenic climate change. Furthermore, the model predicts that such an event is expected to become more uncommon, about 2 times less frequent, by the year 2030. Extreme cold spells in the UK have been found to be heavily modulated by the North Atlantic Oscillation (NAO) as well. A cold event is estimated to be <span class="inline-formula">≈3</span>–4 times more likely to occur during its negative phase than its positive phase. However, considerable uncertainty exists in these results, owing mainly to the short record length and the large interannual variability of the AFI.</p>https://www.nat-hazards-earth-syst-sci.net/19/489/2019/nhess-19-489-2019.pdf
spellingShingle S. Koumoutsaris
A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
Natural Hazards and Earth System Sciences
title A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_full A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_fullStr A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_full_unstemmed A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_short A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_sort hazard model of sub freezing temperatures in the united kingdom using vine copulas
url https://www.nat-hazards-earth-syst-sci.net/19/489/2019/nhess-19-489-2019.pdf
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AT skoumoutsaris hazardmodelofsubfreezingtemperaturesintheunitedkingdomusingvinecopulas