Category Archives: catastrophe modeling

Result of our own fiddling: Bob Watson and climate risk Professor Bob Watson, University of East Anglia, presents the summary risk, climate change: The question is not whether the Earth’s climate will change in response to human activities, but when, where and by how much. Human activities are changing … Continue reading

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“Rising seas erode $15.8 billion in home value from Maine to Mississippi”

From the First Street Foundation‘s press release, with selected figures below. This is based upon the methods described in: S. A. McAlpine, J. R. Porter, “Estimating recent local impacts of Sea-Level Rise on current real-estate losses: A housing market case … Continue reading

Posted in Anthropocene, catastrophe modeling, coastal communities, coastal investment risks, Commonwealth of Massachusetts, EBC-NE, flooding, floods, Hyper Anthropocene, risk, riverine flooding | Leave a comment

Sampling: Rejection, Reservoir, and Slice

An article by Suilou Huang for catatrophe modeler AIR-WorldWide of Boston about rejection sampling in CAT modeling got me thinking about pulling together some notes about sampling algorithms of various kinds. There are, of course, books written about this subject, … Continue reading

Posted in accept-reject methods, American Statistical Association, Bayesian computational methods, catastrophe modeling, data science, diffusion processes, empirical likelihood, Gibbs Sampling, insurance, Markov Chain Monte Carlo, mathematics, Mathematics and Climate Research Network, maths, Monte Carlo Statistical Methods, multivariate statistics, numerical algorithms, numerical analysis, numerical software, numerics, percolation theory, Python 3 programming language, R statistical programming language, Radford Neal, sampling, slice sampling, spatial statistics, statistics, stochastic algorithms, stochastic search | Leave a comment