publication . Conference object . 2012

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

Custer, Rocco; Nishijima, Kazuyoshi;
Restricted English
  • Published: 01 Jan 2012
  • Country: Denmark
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 disaggreg...
free text keywords: Disaggregation, Probabilistic model, Dirichlet distribution, Compositional data, Indicator, Insurance portfolio, Natural hazard, Flood risk
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