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Catastrophic Risk Modeling – insurance industry perspective

August 25, 2012

Article in Forbes: Catastrophic Risk Modeling and Recent Disasters: How the Insurance Industry Rides Out the Storms. Some details on how the insurance industry creates and uses the models:

According to EQECAT, which together with the ISCM (International Society of Catastrophe Managers), Risk Management Solutions, and AIR WorldWide provides most of the data and projections in this field, catastrophic risk modeling “provides essential data for global and regional insurers, reinsurers, brokers, financial markets and corporations to evaluate potential and the probability of risk and financial loss from natural hazards.” Catastrophic risk modeling operates at the junction of (and utilizes the research methods, data, and projections of) many different scientific fields, including engineering, meteorology, seismology, and actuarial science.  A catastrophic risk model is broken down into 4 modules: the stochastic event module, the hazard module, the vulnerability module, and the financial module.

There is much insurance companies can do to be prepared for each level of disaster through catastrophic risk modeling, and—based on historical records—some level of predictive accuracy they can achieve in guessing the likelihood of disaster occurrence.  These models do indeed help to achieve an operating plan for, and an understanding of the various conditions for and outcomes of, many different types and levels of natural disasters throughout the world. With such a plan, insurance companies are able to price policies according to the modeled risk.

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