'Professor Mignan has the benefit of substantial insurance industry experience to complement his academic achievements. This is a timely book, which incorporates the important lessons from the major disasters of recent years, and should be a valuable guide for students of catastrophe modelling.' Gordon Woo, Moody's/RMS

'This book is a definitive guide to catastrophe risk modelling, expertly covering all major perils and their interconnected cascade effects. Its remarkably clear pedagogical style, with numerous concrete examples and worked-out models, makes it an invaluable resource for understanding complex risks. It combines comprehensive insights with practical step-by-step instructions combining physical modelling, concrete engineering implementations and the relevant decision-making and financial economic dimensions. I took great pleasure in exploring its extraordinary rich content and I am sure that it will become the key reference for professionals, academics, and students.' Didier Sornette, Southern University of Science and Technology

Focusing on the physics of the catastrophe process and addressed directly to advanced students, this innovative textbook quantifies dozens of perils, both natural and man-made, and covers the latest developments in catastrophe modelling. Combining basic statistics, applied physics, natural and environmental sciences, civil engineering, and psychology, the text remains at an introductory level, focusing on fundamental concepts for a comprehensive understanding of catastrophe phenomenology and risk quantification. A broad spectrum of perils are covered, including geophysical, hydrological, meteorological, climatological, biological, extraterrestrial, technological and socio-economic, as well as events caused by domino effects and global warming. Following industry standards, the text provides the necessary tools to develop a CAT model from hazard to loss assessment. Online resources include a CAT risk model starter-kit and a CAT risk modelling 'sandbox' with Python Jupyter tutorial. Every process, described by equations, (pseudo)codes and illustrations, is fully reproducible, allowing students to solidify knowledge through practice.
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Foreword; Preface; Acronyms and Symbols; Part I. Basics of CAT Modelling: 1. Overview of catastrophe risks; 2. Probabilistic hazard assessment; 3. Probabilistic risk assessment; Part II. Advanced CAT Modelling: 4. Dynamic hazard modelling; 5. Modelling of cascading effects; Part III. CAT Risk Management: 6. CAT risk management; Reference; Index.
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Comprehensive textbook on catastrophe risk modelling for grads and advanced undergrads, quantifying dozens of natural and man-made perils.

Produktdetaljer

ISBN
9781009437349
Publisert
2024-11-21
Utgiver
Vendor
Cambridge University Press
Vekt
900 gr
Høyde
254 mm
Bredde
204 mm
Dybde
19 mm
Aldersnivå
UU, UP, 05
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
368

Forfatter

Biographical note

Arnaud Mignan is a renowned expert in catastrophe risk assessment, who has worked at leading firms and institutes in London, Zurich, and Shenzhen over the past two decades. He developed innovative models while at Risk Management Solutions and catastrophic domino-effect models – featured in a national newspaper and Euronews – while at the Swiss Federal Institute of Technology. Later, as an associate professor at the Institute of Risk Analysis, Prediction and Management (Risks-X), established by the Southern University of Science and Technology (SUSTech) and a guest professor at the ETH Risk Center in Zurich, he crafted the course Introduction to Catastrophe Risk Modelling. Since 2023, he has been CEO of Mignan Risk Analytics GmbH and acts as a leading specialist for the World Bank.