Introduction to Catastrophe Risk Modelling

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.

• 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.

'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