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Spatial Seismic Hazard Variation and Adaptive Sampling of Portfolio Location Uncertainty in Probabilistic Seismic Risk Analysis

Scheingraber, Christoph, and Martin Käser (2020), Spatial Seismic Hazard Variation and Adaptive Sampling of Portfolio Location Uncertainty in Probabilistic Seismic Risk Analysis, Natural Hazards and Earth System Sciences (NHESS).

Abstract
Probabilistic Seismic Risk Analysis is widely used in the insurance industry to model
the likelihood and severity of losses to insured portfolios by earthquake events. Due to
geocoding issues of address information, risk items are often only known to be located
within an administrative geographical zone, but precise coordinates remain unknown to
the modeler.
In the rst part of this paper, we analyze spatial seismic hazard and loss rate variation
inside administrative geographical zones in western Indonesia. We nd that the variation
of hazard can vary strongly not only between di erent zones, but also between di erent
return periods for a xed zone. However, the spatial variation of loss rate displays a similar
pattern as the variation of hazard, without depending on the return period.
We build upon these results in the second part of this paper. In a recent work, we
introduced a framework for stochastic treatment of portfolio location uncertainty. This re-
sults in the necessity to simulate ground motion on a high number of sampled geographical
coordinates, which typically dominates the computational e ort in Probabilistic Seismic
Risk Analysis. We therefore propose a novel sampling scheme to improve the eciency
of stochastic portfolio location uncertainty treatment. Depending on risk item properties
and measures of spatial loss rate variation, the scheme dynamically adapts the location
sample size individually for insured risk items. We analyze the convergence and variance
reduction of the scheme empirically. The results show that the scheme can improve the
eciency of the estimation of loss frequency curves.
BibTeX
@article{id2409,
  author = {Christoph Scheingraber and Martin K{\"a}ser},
  journal = {Natural Hazards and Earth System Sciences (NHESS)},
  title = {{Spatial Seismic Hazard Variation and Adaptive Sampling of Portfolio Location Uncertainty in Probabilistic Seismic Risk Analysis}},
  year = {2020},
}
EndNote
%0 Journal Article
%A Scheingraber, Christoph
%A Käser, Martin
%D 2020
%J Natural Hazards and Earth System Sciences (NHESS)
%T Spatial Seismic Hazard Variation and Adaptive Sampling of Portfolio Location Uncertainty in Probabilistic Seismic Risk Analysis
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Printed 13. Aug 2020 01:13