A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
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 we...
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ftcopernicus:oai:publications.copernicus.org:nhess62908 2023-05-15T17:32:05+02:00 A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas Koumoutsaris, Symeon 2019-03-13 application/pdf https://doi.org/10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ eng eng doi:10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ eISSN: 1684-9981 Text 2019 ftcopernicus https://doi.org/10.5194/nhess-19-489-2019 2020-07-20T16:22:54Z 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 ≈3 –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. Text North Atlantic North Atlantic oscillation Copernicus Publications: E-Journals Natural Hazards and Earth System Sciences 19 3 489 506 |
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English |
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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 ≈3 –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. |
format |
Text |
author |
Koumoutsaris, Symeon |
spellingShingle |
Koumoutsaris, Symeon A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas |
author_facet |
Koumoutsaris, Symeon |
author_sort |
Koumoutsaris, Symeon |
title |
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_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_sort |
hazard model of sub-freezing temperatures in the united kingdom using vine copulas |
publishDate |
2019 |
url |
https://doi.org/10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_source |
eISSN: 1684-9981 |
op_relation |
doi:10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ |
op_doi |
https://doi.org/10.5194/nhess-19-489-2019 |
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Natural Hazards and Earth System Sciences |
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19 |
container_issue |
3 |
container_start_page |
489 |
op_container_end_page |
506 |
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1766130018163884032 |