The application of componentised modelling techniques to catastrophe model generation

In this paper we show that integrated environmental modelling (IEM) techniques can be used to generate a catastrophe model for groundwater flooding. Catastrophe models are probabilistic models based upon sets of events representing the hazard and weights their likelihood with the impact of such an event happening which is then used to estimate future financial losses. These probabilistic loss estimates often underpin re-insurance transactions. Modelled loss estimates can vary significantly, because of the assumptions used within the models. A rudimentary insurance-style catastrophe model for groundwater flooding has been created by linking seven individual components together. Each component is linked to the next using an open modelling framework (i.e. an implementation of OpenMI). Finally, we discuss how a flexible model integration methodology, such as described in this paper, facilitates a better understanding of the assumptions used within the catastrophe model by enabling the interchange of model components created using different, yet appropriate, assumptions. IEM techniques are used to generate a catastrophe model for groundwater flooding.Groundwater catastrophe model is developed for the Marlborough and Berkshire downs.Documentation of model components and data increases transparency and understanding.OpenMI provided a flexible and repeatable framework for Catastrophe model generation.

[1]  H. L. Penman.  Natural evaporation from open water, bare soil and grass , 1948, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.

[2]  Joseph H. A. Guillaume,et al.  Characterising performance of environmental models , 2013, Environ. Model. Softw..

[3]  Sander Janssen,et al.  Evaluating OpenMI as a model integration platform across disciplines , 2013, Environ. Model. Softw..

[4]  Mary C. Hill,et al.  Integrated environmental modeling: A vision and roadmap for the future , 2013, Environ. Model. Softw..

[5]  Hiroo Kanamori,et al.  Insights from the great 2011 Japan earthquake , 2011 .

[6]  Shlomo Havlin,et al.  Long-term memory in earthquakes and the distribution of interoccurrence times , 2008 .

[7]  M. Huddleston,et al.  The financial risks of climate change. Examining the financial implications of climate change using climate models and insurance catastrophe risk models. , 2009 .

[8]  C. Prudhomme,et al.  Modelling the effects of climate change and its uncertainty on UK Chalk groundwater resources from an ensemble of global climate model projections , 2011 .

[9]  R. Hall,et al.  Investigating the interdependencies between surface and groundwater in the Oxford area to help predict the timing and location of groundwater flooding and to optimise flood mitigation measures , 2007 .

[10]  Tomokazu Kobayashi,et al.  Coseismic and postseismic slip of the 2011 magnitude-9 Tohoku-Oki earthquake , 2011, Nature.

[11]  T. Gaiser,et al.  Aspects of choosing appropriate concepts for modelling groundwater resources in regional integrated water resources management – Examples from the Neckar (Germany) and Ouémé catchment (Benin) , 2008 .

[12]  Zekai Şen,et al.  Groundwater Rise Problem and Risk Evaluation in Major Cities of Arid Lands – Jedddah Case in Kingdom of Saudi Arabia , 2006 .

[13]  Roger Moore,et al.  HarmonIT: towards OMI, an Open Modelling Interface and Environment to harmonise European developments in water related simulation software , 2002 .

[14]  D. Cobby,et al.  Groundwater flood risk management: advances towards meeting the requirements of the EU floods directive , 2009 .

[15]  Chris King,et al.  Geology of London, UK , 2012 .

[16]  H Kunreuther,et al.  __________________________________________________________________________ _ THE WHARTON RISK MANAGEMENT AND DECISION PROCESSES CENTER , 2012 .

[17]  J. A. Hudson,et al.  The spatial distribution of groundwater flooding in a chalk catchment in southern England , 2004 .

[18]  Thomas Maxwell,et al.  Comparing modelling frameworks - A workshop approach , 2006, Environ. Model. Softw..

[19]  J. M. Peterson,et al.  Accessible integration of agriculture, groundwater, and economic models using the Open Modeling Interface (OpenMI): methodology and initial results , 2009 .

[20]  David E. Rosenberg,et al.  Hydro-economic models: concepts, design, applications, and future prospects. , 2009 .

[21]  Douglas Maraun,et al.  United Kingdom daily precipitation intensity: improved early data, error estimates and an update from 2000 to 2006 , 2008 .

[22]  ScienceDirect.  Proceedings of the Geologists' Association , 1859 .

[23]  Susan Cuddy,et al.  IWRAM DSS - A Modelling Approach for Integrated Water Resources Assessment and Management in Northern Thailand , 2005 .

[24]  M. Mansour,et al.  Evaluation of distributed recharge in an upland semi-arid karst system: the West Bank Mountain Aquifer, Middle East , 2008 .

[25]  Yacov Y. Haimes,et al.  Risk modeling, assessment, and management , 1998 .

[26]  D. J. Hagerty,et al.  RISING GROUND WATER – PROBLEM OR RESOURCE? , 1982 .

[27]  Christopher R. Jackson,et al.  User's manual for the groundwater flow model ZOOMQ3D , 2004 .

[28]  M. Mansour,et al.  A simple overland flow calculation method for distributed groundwater recharge models , 2011 .

[29]  Harald Kunstmann,et al.  Coupled hydrological-economic modelling for optimised irrigated cultivation in a semi-arid catchment of West Africa , 2008, Environ. Model. Softw..

[30]  Roy Brouwer,et al.  Integrated hydro-economic modelling: Approaches, key issues and future research directions , 2008 .

[31]  Andrew Hughes,et al.  User's manual for the distributed recharge model ZOODRM , 2004 .

[32]  Joan T. Schmit,et al.  The Solvency Ii Process: Overview and Critical Analysis , 2007 .

[33]  Mohammad R Zolfaghari.  Application of catastrophe loss modelling to promote property insurance in developing countries. , 2010, Disasters.

[34]  Brian S. McIntosh,et al.  Preface: Thematic issue on the assessment and evaluation of environmental models and software , 2011, Environ. Model. Softw..

[35]  J. Sterman.  Business Dynamics , 2000 .

[36]  Roger Moore,et al.  An overview of the open modelling interface and environment (the OpenMI) , 2005 .

[37]  Michiel Blind,et al.  OpenMI Document Series: Part B - Guidelines for the OpenMI (Version 1.0). IT Frameworks (HarmonIT) Contract EVK1-CT-2001-00090 , 2005 .

[38]  Quillon Harpham,et al.  The FluidEarth 2 implementation of OpenMI 2.0 , 2014 .

[39]  J. Babendreier,et al.  Investigating Uncertainty and Sensitivity in Integrated , Multimedia Environmental Models : Tools for 3 MRA , 2002 .

[40]  Martin Volk,et al.  Integrated ecological-economic modelling of water pollution abatement management options in the Upper Ems River Basin , 2008 .

[41]  A. Gallagher,et al.  FLOOD 1. Final Report , 2008 .

[42]  M. B. Beck,et al.  GRAND CHALLENGES OF THE FUTURE FOR ENVIRONMENTAL MODELING , 2008 .

[43]  Phoebe Koundouri,et al.  Current Issues in the Economics of Groundwater Resource Management , 2004 .

[44]  G. Woo.  The Mathematics of Natural Catastrophes , 1999 .

[45]  C. Jackson,et al.  Potential Impacts of Climate Change on Groundwater Supplies to the Doñana Wetland, Spain , 2011, Wetlands.

[46]  C. Ancey,et al.  An exact solution for ideal dam‐break floods on steep slopes , 2008 .

[47]  Katherine Royse,et al.  The Handling of Hazard Data on a National Scale: A Case Study from the British Geological Survey , 2011 .

[48]  L. C. Braat,et al.  Economic-ecological modeling , 1987 .

[49]  Karl J. Castleton,et al.  Investigating uncertainty and sensitivity in integrated, multimedia environmental models: tools for FRAMES-3MRA , 2005, Environ. Model. Softw..

[50]  Oscar R. Burt,et al.  Optimal Resource Use Over Time with an Application to Ground Water , 1964 .

[51]  John P. Bloomfield,et al.  Improving the understanding of the risk from groundwater flooding in the UK , 2008 .

[52]  Sebastiaan N. Jonkman,et al.  Integrated Hydrodynamic and Economic Modelling of Flood Damage in The Netherlands , 2008 .

[53]  M. Bruce Beck.  Grand challenges for environmental modeling: US NSF White Paper published , 2010 .

[54]  David B. Stephenson,et al.  Serial clustering of intense European storms , 2009 .

[55]  John C. Warner,et al.  Using the Model Coupling Toolkit to couple earth system models , 2008, Environ. Model. Softw..

[56]  Hans von Storch,et al.  Long‐term memory in 1000‐year simulated temperature records , 2008 .

[57]  J. David Cummins,et al.  Catastrophe Risk Financing in Developing Countries: Principles for Public Intervention , 2008 .

[58]  John D. Sterman,et al.  System Dynamics: Systems Thinking and Modeling for a Complex World , 2002 .

[59]  J. Avouac.  Earthquakes: The lessons of Tohoku-Oki , 2011, Nature.

[60]  Michiel Blind,et al.  OpenMI: the essential concepts and their implications for legacy software , 2005 .

[61]  Andrew J. Draper,et al.  Economic-engineering optimization for California water management , 2003 .

[62]  Paola Annoni,et al.  Sixth International Conference on Sensitivity Analysis of Model Output How to avoid a perfunctory sensitivity analysis , 2010 .

[63]  J David Cummins.  Reinsurance for Natural and Man‐Made Catastrophes in the United States: Current State of the Market and Regulatory Reforms , 2007 .

[64]  A. Mukhopadhyay,et al.  Numerical Simulation of Subsurface‐Water Rise in Kuwait Citya , 1991 .

[65]  Anthony J. Jakeman,et al.  Integrated assessment and modelling: features, principles and examples for catchment management , 2003, Environ. Model. Softw..

[66]  M. Pitt.  Learning lessons from the 2007 floods , 2008 .

[67]  David Entwisle,et al.  3D geological models and their hydrogeological applications : supporting urban development : a case study in Glasgow-Clyde, UK , 2010 .

[68]  E. Banks.  Catastrophic Risk: Analysis and Management , 2005 .

[69]  Howard Kunreuther,et al.  An Introduction to Catastrophe Models and Insurance , 2005 .

[70]  H. Kreibich,et al.  Assessment of damage caused by high groundwater inundation , 2008 .

[71]  A. Ireson,et al.  Flood risk from groundwater: examples from a Chalk catchment in southern England , 2011 .

[72]  James P. M. Syvitski,et al.  Strategies for integrated modeling: The community surface dynamics modeling system example , 2013, Environ. Model. Softw..

[73]  Toomas Tamm,et al.  Modelling the Effects of Climate Change on the Supply of Inorganic Nitrogen , 2010 .

[74]  C. Jackson,et al.  A Field and Modeling Study to Determine Pesticide Occurrence in a Public Water Supply in Northern England, UK , 2006 .

[75]  Luis Samaniego,et al.  Technical assessment and evaluation of environmental models and software: Letter to the Editor , 2011, Environ. Model. Softw..

[76]  H. Kunreuther,et al.  Catastrophe modeling : a new approach to managing risk , 2013 .

[77]  Ken W. F. Howard,et al.  The sensitivity of parameters in the Penman evaporation equations and direct recharge balance , 1979 .

[78]  Peter H. Gleick,et al.  Regional hydrologic consequences of increases in atmospheric CO2 and other trace gases , 1987 .