making better reinsurance decisions… measuring seismic risk in turkey: latest modelling techniques...
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Making better reinsurance decisions…
Measuring seismic risk in Turkey: Latest modelling techniques
Karl Jones
June 3, 2003
©Copyright 2003 Willis Limited all rights reserved.
Making better reinsurance decisions…
The Turkish Catastrophe Management System (TCMS)
• Developed under the Turkish Emergency Flood and Earthquake Recovery Programme (TEFER)
• Produced earthquake and flood risk modeling for the whole of Turkey at ilçe (district) resolution
• Implemented as Turkish Catastrophe Management System (TCMS)
icMap Earthquake generator
Making better reinsurance decisions…
52 staff from 14 organisations, including the leading experts on Turkish earthquake risk
• Prof. Aydinoglu, Prof. Erdik & co. Kandilli Observatory and Earthquake Research Institute, Bogazici University
• Prof. Barka and Prof. Ansal, Istanbul Technical University
• Prof. Gülkan and Asst. Prof. Selçuk, Middle Eastern Technical University
• General Directorate of Disaster Affairs
• State Institute of Statistics
• Dr Julian Bommer & co., Imperial College
• Dr Spence & co., Cambridge Architectural Research Ltd
• Dr Acar, Zemcka Ltd
• Assoc. Prof. Ulusay, Hacettepe University
• Imagins-TED, Istanbul
• Oracle Corporation Limited
Making better reinsurance decisions…
Transparent design process subject to academic and peer review
• Design workshop
• Technical design documents and review
• Research and data collection
• Model and systems development
• Testing and review
• Technical report and model implementation
• Expert review
• Academic paper for Journal of Seismology - peer reviewed
Seismic source zone map
Making better reinsurance decisions…
Synthetic earthquake catalogue
Over 1,000 earthquake events with magnitude > 5.5
Making better reinsurance decisions…
TCMS uses the latest earthquake modelling developments
• Spectral displacement (HAZUS)
• Non-linear soil amplification
• Explicit use of earthquake duration
• Projected plane earthquake triggers
• 14 Turkish residential building types with fragility curves based on Turkish data
Source: CAR
Making better reinsurance decisions…
Projected plane earthquake triggers
Fault rupture plane
Dip angle
Surface rupture
Strike angle
N
Plan viewUsing projected
plane sourcePoint source Line source
Projected plane source
Ground surface
Hypocentre (focus)
Epicentre
Making better reinsurance decisions…
For 14 residential building types in 900 geocodes, a unique spectral displacement value was calculated
Demand Curve v Capacity Curve for building type A
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
0.00 0.10 0.20 0.30 0.40 0.50 0.60
Spectral Displacement Sd (metres)
Sp
ec
tra
l A
cc
ele
rati
on
Sa
(g
)
Demand Curve
Capacity Curve
ICMPTM
Hazard database
magnitude, Mduration, D
distance, d
geocode, x
Earthquake generator
Making better reinsurance decisions…
Source: CAR
FRAGILITY CURVES, Low-rise RC Poor/ TC1LP
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
0.0 0.2 0.4 0.6 0.8
Spectral Displacement /m
Slight
Moderate
Extensive
Complete
Percentage ofreconstructioncost
Fragility curves based on Turkish data:Low-rise RC poor seismic design
Making better reinsurance decisions…
Fragility curves based on Turkish data: Mid-rise RC buildings
TC1MP Poor seismic design
TC1MG Good seismic design
TC1MRF Retrofitted
Source: CAR
Fragility curves: mid-rise RC buildings, TC1M
0
10
20
30
40
50
60
70
80
90
100
0 0.2 0.4 0.6 0.8
Sd (m)%
Reb
uild
ing
cost
TC1MP
TC1MG
TC1MRF
Making better reinsurance decisions…
Buildings database - the ‘portfolio’
• Model that represents Turkish building stock
• Analysis at district and sub-district
• State Institute of Statistics
• Buildings data, census data
• Linked to 14 building types in model
“Earthquakes don’t kill people, buildings do”
Making better reinsurance decisions…
Turkey Catastrophe Management System (TCMS)
• A market-leading risk assessment system for Turkey
• Coverage: countrywide, modelled at district level
• Assessing the effect of earthquakes for entire country
User-defined hypothetical earthquake scenario generated using icMapTM earthquake generator
Re-runs of historical events
Event based probabilistic loss estimation using the synthetic earthquake catalogue
• Use of Graphical User Interface (GUI) for visualisation
• Mapping functionality
• Embedded with ICMPTM- Willis’ proprietary loss calculation engine
Making better reinsurance decisions…
Input - Hazard intensities
Earthquake generator
Making better reinsurance decisions…
Input - Portfolio data
Data contains:
•Geocode
•Policy count
•Sum insured
•Building type
Mapping portfolio data using icMapTM
Making better reinsurance decisions…
Output - Loss by geocode
Making better reinsurance decisions…
Output - Loss exceedance curve
Making better reinsurance decisions…
Major earthquake events in the Sea of Marmara region since 1500 according to Parsons et al. (2000)
Making better reinsurance decisions…
Magnitudes of major historical earthquakesin the Sea of Marmara
Parsons et al. (2000)Mw Mw Ms
1509 September 10 7.6 7.2 7.2
1556 May 10 6.5-7.0 7.2
1719 May 25 7.6 7.4 7.4
1737 March 6 - 7.0
1754 September 2 7.0 6.8 6.8
1766 May 22 7.2 7.0 7.1
1766 August 5 7.6 7.3 7.4
1850 April 19 6.0-7.0 - 6.1*
1855 February 28 7.0-7.5 7.0 7.1
1855 April 11 6.5-7.0 - 6.3
1857 September 17 6.5-7.0 - 5.4*
1863 November 6 6.4-7.0 - 4.9*
1877 October 13 6.0-7.0 - 5.5*
1894 July 10 7.0 7.2 7.3
Ambraseys & Jackson (2000)Earthquake
Making better reinsurance decisions…
Magnitudes of major historical earthquakesin the Sea of Marmara
Parsons et al. (2000)Mw Mw Ms
1509 September 10 7.6 7.2 7.2
1556 May 10 6.5-7.0 7.2
1719 May 25 7.6 7.4 7.4
1737 March 6 - 7.0
1754 September 2 7.0 6.8 6.8
1766 May 22 7.2 7.0 7.1
1766 August 5 7.6 7.3 7.4
1850 April 19 6.0-7.0 - 6.1*
1855 February 28 7.0-7.5 7.0 7.1
1855 April 11 6.5-7.0 - 6.3
1857 September 17 6.5-7.0 - 5.4*
1863 November 6 6.4-7.0 - 4.9*
1877 October 13 6.0-7.0 - 5.5*
1894 July 10 7.0 7.2 7.3
Ambraseys & Jackson (2000)Earthquake
Making better reinsurance decisions…
Reduced risk in Marmara sea?
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