Probabilistic disaggregation model with application to natural hazard risk assessment of portfolios

Publication: Research - peer-reviewPaper – Annual report year: 2012

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In natural hazard risk assessment, a resolution mismatch between hazard data and aggregated exposure data is often observed. A possible solution to this issue is the disaggregation of exposure data to match the spatial resolution of hazard data. Disaggregation models available in literature are usually deterministic and make use of auxiliary indicator, such as land cover, to spatially distribute exposures. As the dependence between auxiliary indicator and disaggregated number of exposures is generally imperfect, uncertainty arises in disaggregation. This paper therefore proposes a probabilistic disaggregation model that considers the uncertainty in the disaggregation, taking basis in the scaled Dirichlet distribution. The proposed probabilistic disaggregation model is applied to a portfolio of residential buildings in the Canton Bern, Switzerland, subject to flood risk. Thereby, the model is verified and the relevance to natural hazard risk assessment is illustrated.
Original languageEnglish
Publication date2012
Number of pages6
StatePublished

Conference

ConferenceFifth Asian-Pacific Symposium on Structural Reliability and its Applications
Number5
CountrySingapore
CitySingapore
Period23/05/1225/05/12
Internet addresshttp://www.eng.nus.edu.sg/civil/conf/APSSRA/

Keywords

  • Disaggregation, Probabilistic model, Dirichlet distribution, Compositional data, Indicator, Insurance portfolio, Natural hazard, Flood risk
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