Climate Risk Management 44 (2024) 100594

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Climate Risk Management

journal homepage: www.elsevier.com/locate/crm

Updating catastrophe models to today’s climate – An application

of a large ensemble approach to extreme rainfall
Andreas Lang a, *, Benjamin Poschlod b
a
Munich Reinsurance Company, Königinstr. 107, 80802 Munich, Germany
b
Research Unit Sustainability and Climate Risk, Center for Earth System Research and Sustainability (CEN), Universität Hamburg, Grindelberg 5,
20144 Hamburg, Germany

A R T I C L E I N F O A B S T R A C T

Keywords: As climate change unfolds, extreme weather events and natural hazards relevant for the insurance
Extreme precipitation industry may change in frequency and intensity. In order to guarantee risk-adequate pricing, risk
Large ensemble modelers have to ask themselves the question whether a certain ‘hazard’ parameter based on past
Climate change
observations and calibrated on past data is still valid or needs to be updated. Using the example of
Catastrophe modelling
Risk modelling
heavy rainfall between 3 h and 72 h as a proxy for flash flooding, we apply a unique high-
Insurance resolution single model initial-condition large ensemble. We outline a methodology by which
risk modelers can assess whether, where and by how much updating the hazard component of
their risk model is needed. Therefore, we compare two time periods: 1980–1999 (as an example
for a typical baseline period) and 2015–2034 (representing a 20-year period centered around
today). We argue that assessing changes over the full ensemble space is vital for (i) the identi­
fication of homogeneous regions where a certain signal emerges, and (ii) the quantification of risk
changes in the tail of the extreme value distribution that may still be hidden in the mean response
to climate change. In the example case of 3-hourly 50-year rainfall return levels, we find a sig­
nificant increase between 1980 and 1999 and 2015–2034 over 44 % of European land area. We
also identify specific risk regions such as northwestern Spain where changes in the very tail (100-
year rainfall return level) already emerge before more common extremes (1-year rainfall return
level). Failing to detect and consider these tail changes or assuming equal changes for common
and rare extremes may therefore lead to an under- or overestimation of the true level of risk
today.

1. Introduction

In Natural Catastrophe Modelling, stochastic models typically make use of event sets that are based and calibrated on observational
data or reanalysis products spanning several decades, such as hurricane tracks and landfalls or heavy rainfall events (Steptoe et al.,
2022). Occurrence frequencies and event intensities thus reflect the conditions during the underlying climate state, which is subject to
changes over time. Non-stationarity in the hazard component, such as introduced due to a changing baseline (be it due to anthro­
pogenic climate change or due to long-term modes of internal climate variability) thus needs to be accounted for by updating the
hazard component. While the need to update natural catastrophe models has generally been recognized (e.g. Jewson, 2021) and is

* Corresponding author.
E-mail addresses: alang@munichre.com (A. Lang), benjamin.poschlod@uni-hamburg.de (B. Poschlod).

https://doi.org/10.1016/j.crm.2024.100594
Received 27 November 2023; Received in revised form 16 February 2024; Accepted 24 February 2024
Available online 3 March 2024
2212-0963/© 2024 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license
(http://creativecommons.org/licenses/by-nc-nd/4.0/).
A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

applied in different forms (e.g., Jewson et al., 2021), quantifying the magnitude of such changes is not that straightforward to answer.
Climate models and observational evidence may suggest changes in the mean state, but changes in the extreme tail may well behave
differently and changes therein are harder to quantify or even identify. The magnitude of change between event-set climate and to­
day’s climate strongly depends on the respective (i) peril, (ii) region, (iii) extremeness of the peril (i.e. return period), and (iv) time
frame the underlying event set or other hazard data are based on.
Attribution science (e.g. Van Oldenburgh et al., 2017, Otto, 2016, Stott et al., 2003) has shown how occurrence frequency and
intensity of outstanding events that have occurred over the last years have changed compared to preindustrial conditions, i.e. in the
absence of climate change. More relevant from an insurance perspective, though, is the question whether a certain event has been
made more likely and/or severe compared to the recent past which serves as basis for modelling the hazard component (or, conversely,
how frequent/intense a certain event of the recent past would be today; Poschlod, 2022). Over these timescales of several decades,
internal climate variability often complicates the detection of trends and the separation thereof with anthropogenic climate change
(Deser et al., 2020). Especially when year-to-year and/or regional variability is large, a signal from climate change – even though
theoretically expected – may often not be large enough to significantly “emerge” from climate variability (see Hawkins & Sutton, 2012)
due to limited sample sizes. Although emergence per se may ultimately not be a necessary condition for risk modelers to account for a
certain hazard change as this would lead to a lagging behind the true level of current risk (e.g., Jewson, 2023), the concept may still
hold useful for risk modellers to understand where an explicit climate change adjustment is most relevant or where it should be
prioritized.
To tackle this problem, one needs to quantify both “forced” climate change and internal variability contributions. From a single
model simulation or the observational record (which can be viewed as a one random realization of reality), this is hardly possible
because, intrinsically, both components have jointly influenced the measured or simulated outcome (Deser, 2020). Thus, we do not
know to which degree the development over the last decades can be attributed to a changing climate or to internal climate variability.
A powerful tool to assess such changes are “Single Model Initial-condition Large Ensembles” (SMILEs) – climate models run several
times using the same forcing, but different initial conditions (Maher et al., 2021). The resulting bandwidth of large ensemble climate
realizations can be interpreted as internal climate variability (Deser et al., 2012). A single simulation is referred to as a “member” of the
ensemble. Such a setup has the advantage that the large number of simulated years allows a statistically better representation of
extremes and may even make the use of parametric extreme value analysis (via fitting an extreme value distribution to the sampled
extremes) obsolete. This is especially relevant for tail extremes, which are of particular interest in Natural Catastrophe Modeling, such
as the 100-year flood. Furthermore, while such SMILEs can only show results based on a single climate model, they have another
benefit, particularly for precipitation extremes which exhibit large spatial and temporal variability on different scales (e.g., Deser et al.,
2012; Maraun, 2013; Fischer et al., 2013, 2014): in contrast to multi-model ensembles where model uncertainty and internal vari­
ability cannot be disentangled, SMILEs allow the individual estimation of the forced component of the change in a certain variable (the
mean response across all members) on the one hand and internal variability (the standard deviation across the ensemble, see Deser et
al, 2012) on the other hand.
Heavy precipitation is a peril which is strongly affected by climate change, but at the same time subject to large spatial and
temporal variability. Depending on their duration, heavy precipitation events may trigger manifold hazards. Short-lived sub-daily
rainfall extremes of primarily convective character are linked to pluvial floods, often in urban environments (Huang et al., 2022), and
riverine floods in small catchments (Faghih and Brissette, 2023). In complex topography, flash floods, landslides, and debris flows may
evolve (Dale, 2021; Poschlod, 2022). Daily to multi-day precipitation extremes can induce large-scale riverine floods (Nanditha and
Mishra, 2022), also often compounding with high antecedent soil moisture or snowmelt (Berghuijs et al., 2019; Tarasova et al., 2019).
The floods in western Europe associated with the storm “Bernd” in summer 2021 are just one recent example of the loss potential due to
heavy rainstorms (Mohr et al., 2023). Heavy precipitation is expected to get more frequent and more intense in a warmer climate,
where especially sub-daily extreme precipitation is assumed to be strongly altered by climate change (Pendergrass, 2018; Guerreiro
et al., 2018; Fowler et al., 2021). Corresponding changes in flood risk and damage in Europe have been investigated in the PESETA IV
project (Dottori et al., 2020).
Using the example of heavy precipitation in Europe, and relying on methods from climate sciences, we show how one can quantify
whether, where and when an adjustment of the underlying event set may or may not be necessary in order to reflect the already
unfolding alterations due to climate change. This even holds if they are – due to the strong variability of extreme values combined with
the limited time frame of the historical record – statistically not yet detected using observational data.
We show that using a typical eventset climatology based on the years 1980–1999 may result in a systematic underestimation of
today’s risk in some regions, while it may still be a fair assumption in others. Specifically, the tail risk may be underestimated, as
certain regions may show a statistically significant change pattern in high return periods and not in the mean response or for more
common events. The use of a high-resolution large ensemble for this analysis is vital; due to the internal variability as an intrinsic part
of the climate system, this kind of information – especially for extreme values – could not be inferred from the observational record
alone.
This study goes beyond previously published work in three main ways:
First, applying a high-resolution single-model large ensemble with specific focus on the recent past (i.e., the time period catastrophe
models are typically calibrated on) provides an added value compared to traditional attribution science which compares the statistics
of current extreme events to the preindustrial era. Due to the large sample size of the ensemble, one can robustly estimate, whether a
certain hazard level is still representative of today.
Second, the focus on comparably severe and thus rare events of return periods much larger than 10 years goes beyond analyses
typically performed in climate sciences. These events are – due to their high loss potential – of particular interest for risk modelers, but

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have traditionally been less explored in climate sciences due to their rarity, which makes them hard to estimate from computationally
intensive climate model runs. High-resolution large ensemble simulations, as employed here, can help close this gap. Finally, the
analysis of sub-daily to multi-day aggregation periods (3 h-72 h) allows the separation of climate change effects for different event
durations.
Since they rely on only a single model, the results of this study are of course model-specific. The herein presented results should
rather be viewed as an example of how risk modelers can (i) robustly analyze a certain climate change signal in extreme precipitation
over different return levels, and (ii) identify regions where tail risk emerges in the absence of changes of moderate extremes. Such a
return-period dependent response highlights the danger of overlooking tail risk changes when only looking at more robust mean
changes or more common extremes such as a 10-year event.

2. Data & methods

2.1. Data: The CRCM5-LE

The 50-member large ensemble of second-generation Canadian Earth System Model (CanESM2-LE) provides global climate sim­
ulations for 1950 – 2099 at a coarse 2.8◦ spatial resolution (Arora et al., 2011; Fyfe et al., 2017). The forcing for the simulations follows
historical conditions until 2005, and the Representative Concentration Pathway (RCP) 8.5 scenario thereafter. RCP8.5 refers to the
strongest of emission scenarios and may, in the long run, represent a rather pessimistic scenario. Among the different RCPs, its CO2
concentration trajectory until now, however, is closest to actual development (Schwalm et al., 2020). Note however that climate
change projections for different scenarios are similar in the near-term future.
The Canadian Regional Climate Model version 5 is used to dynamically downscale these ensemble simulations over a European
domain (Leduc et al., 2019) resulting in the CRCM5-LE at 0.11◦ (12.5 km) resolution.
Dependent on its spatial resolution, climate models apply parametrizations to represent sub-grid processes. In the CRCM5-LE, deep
convection is parametrized with the scheme by Kain and Fritsch (1990). The Kuo transient scheme (Bélair et al., 2005; Kuo, 1965) is
used to describe shallow convection. Further details of the ensemble and model setup are given in Leduc et al. (2019), Martinov et al.
(2012), and Hernández-Díaz et al. (2012). Output data is at hourly resolution and is aggregated to different duration periods.
The CRCM5-LE comprises a total of 50 members, ensuring an adequate sampling of internal climate variability and providing a
large sample for the analysis of extreme events. The combination of high spatial resolution (0.11◦ ), stored hourly precipitation output
and large ensemble size (50 members) makes this ensemble a unique data set, where all these factors are needed to assess changes of
rare 3-hourly to 72-hourly precipitation extremes.
Poschlod et al. (2021) thoroughly evaluated the capabilities of the CRCM-LE to reproduce occurrence probabilities of extreme
precipitation over Europe. As a compromise between observational data availability, the associated statistical uncertainty and the
focus on extremes, they assessed return periods of 10 years. For duration levels of 3 h and longer, the model showed good agreement to
observational extreme rainfall return levels, and the general spatial pattern of extreme rainfall was well reproduced. The 10-year
rainfall intensity of the observational data set was found to lie within the range of the climate-model-generated intensities in 77 %
of European land area. For longer duration levels, this fraction increased gradually. Topographically complex areas, such as the Alps or
the Norwegian coast could not be resolved due to the spatial resolution of the RCM, resulting in a locally larger discrepancy between
model and observations. Overall, the authors concluded that the CRCM5-LE could recreate the features of extreme rainfall over Europe.

2.2. Methods

2.2.1. Extreme value theory

Extreme value theory is commonly applied to assess the extremal behavior of environmental processes. Hence it plays a major role
for the management of risk at (re-)insurance companies (Embrechts et al., 1999). When sampling block maxima of this process, they
are found to follow the Generalized Extreme Value distribution (GEV; Gnedenko, 1943)
⎧ [ (x − μ) ]− 1/ξ
⎪
⎪
⎨ exp(− 1 + ξ ), ξ ∕
=0
GEV = σ (1)
⎪
⎪ x − μ
⎩ exp(− exp(− )), ξ = 0,
σ

with the distributional parameters µ (location), σ (scale) and ξ (shape). The shape parameter governs the tail behavior, where positive
values of the shape parameter refer to “heavy tails”. Here, annual maxima (amax) are extracted per grid-point, duration, and each
ensemble member, yielding 50 amax per modelled year. We fit the GEV distribution using L-moments to the entire ensemble of 1000
amax per 20-year period (Coles, 2001; Hosking, 1990), assuming independence of the individual ensemble members. Confidence
intervals are computed via bootstrapping (Kyselý, 2009). Due to the large amount of data resulting from the large ensemble, also a
non-parametric extreme value analysis is possible; dependent on the event rarity (i.e., return period) of interest, plotting positions
using non-parametric extreme value analysis may be more suitable than relying on parameters obtained from fitting an extreme value
distribution.

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2.2.2. Recent climate change signal over the ensemble space

For the isolated effect of climate change on extreme precipitation levels over the recent past, we calculate the changes in extreme
value statistics between two time slices of 20-year periods. 20 years mark a trade-off between data robustness (as many years as
possible) and stationarity in time (as few years as possible in a changing climate). The two time frames span the years 1980–1999 (as an
example for a typical baseline period) and 2015–2034 (representing a 20-year time frame centered around today).
This yields – for each 20-year period – 20x50 = 1000 years of amax using the pooled ensemble. The time frames serve as an example
of a slightly outdated, yet not atypical calibration time frame. Depending on the underlying model, this time frame may span further
back in time or a more recent past; the resulting climate change signal crucially depends on the time period used for the model basis
and calibration. Since we are interested in relative changes between two time periods, no bias adjustment of the simulated rainfall is
needed.
To assess the emergence of climate change signals above internal variability, we define a signal emerged if the current return level
estimation lies outside the 95 % confidence bounds of the historic period, as calculated by bootstrapping.
The figures in the following are shown for 3- and 72-hour duration periods and for a return period of 50 years. Additionally to the
whole domain, we focus on the specific locations London (UK), Munich (Germany) and Seville (Spain).

3. Results

3.1. Spatial analysis

3.1.1. Intensity change

The change in extreme rainfall over Europe is shown in Figs. 1 & 2: Overall, the spatial signal reveals a wide increase in extreme
rainfall return levels (RL). Relative rainfall changes are generally simulated largest in higher latitudes and over central Europe. For sub-
daily extremes (3 h, left), extreme rainfall is increasing almost everywhere in Europe (94 % of land area); for longer aggregation
periods (72 h, Fig. 1, right), some regions emerge (parts of the Iberian Peninsula and the Norwegian coastline) where the change in
extreme rainfall is opposite and resembles the mean rainfall changes in the CRCM5-LE (not shown). The fraction of land area that
exhibits a positive scaling reduces to 85 %.

3.1.2. Frequency change

The resulting return-period (RP) change for high return periods shows a similar but overall patchier / noisier spatial pattern for all
duration levels. For more common extremes (e.g. 10y, not shown), the signal is stronger and smoother. This suggests that in the 50-
member mean response of extreme precipitation, the noise is not ‘filtered out’ completely (yet). Due to the shape of extreme value
curves of 3-hourly to 72-hourly rainfall, changes on the frequency side are often more pronounced than intensity changes. Strongest
changes of subdaily rainfall extremes form over the Alps and in the northern Mediterranean, as well as Scandinavia and northern UK.
For 72 h rainfall, areas emerge where extreme rainfall is decreasing.

Fig. 1. Relative changes for 3 h (left) and 72 h (right) extreme precipitation for a 50-year return period between the reference period and to­
day’s climate.

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Fig. 2. Current return period of the former 50-year 3 h (left) and 72 h (right) precipitation.

3.2. Grid-point example

The change in heavy rainfall extremes are shown in Fig. 3 as a function of return period, both for the non-parametric Weibull
plotting positions (dots), as well as for the parametric GEV fits (curves) together with 95 % confidence bounds. The change in return
level is increasing for most locations, except Seville in the case of 72 h rainfall sums. There is a clear dependence on return period –
while the absolute intensity change increases with higher return periods, the uncertainty typically grows stronger. Whether or not the
net effect is statistically significant is discussed further below. On the other hand, the effect of climate change also differs by duration
level: For short durations (3 h, left), the return-period-return-value curves tend to be more heavy-tailed (higher GEV shape parameter)
than for longer aggregation periods (i.e. 72 h, right), resulting in convex curves. Hence, the amount of the return level increase with
longer return period is typically larger for short-duration rainfall.
The resulting scaling on both frequency (RP) and intensity (RL) side is further visulized in Fig. 4, which shows the relative dif­
ference between current climate and recent past as a function of the return period. Heavy rainfall is mostly increasing (i.e. return
period and return level scalings are positive), while there is a considerable dependency on the event rareness (or return period), a result
of an increasing shape parameter over most land points (see Appendix). Due to the shape of the return-period-return-level curves in
Fig. 3, the RP scalings (right y-axis) are mostly higher than the corresponding RL scalings (left y-axis). The magnitude of RP and RL
scalings are dependent on duration level (Fig. 4, left) and event rareness (i.e. RP, x-axes): For short durations, the impact of climate
change is much stronger, and the sensitivity to the return period larger, yielding especially large scaling factors in the extreme tail of
the rainfall distribution. The stronger effect for rare events is a feature of sub-daily extreme precipitation, where the 72 h sums do not
show such a pronounced dependence on the return period (e.g. London). Seville even exhibits scalings below one (less heavy rainfall
due to climate change).

3.3. Emergence of climate change signal

The above analysis has shown the change in RL and RP of heavy rainfall, but does not show where a climate signal has statistically
already emerged from internal climate variability. This is shown in Fig. 5a and 5b: On gridpoint level, extreme precipitation emerges
from internal variability only in some regions, e.g., the Alps, Scandinavia and the UK, and less so over eastern Europe and the Iberian
Peninsula. Considering 50-year rainfall return levels, already 44 % (15 %) of the European land area has emerged for 3 h (72 h)
duration. The spatial fraction which has already emerged from climate variability is larger for short-duration rainfall. Despite the
higher scaling for long return periods, the spatial fraction decreases with event rareness, stressing the large impact of the growing
uncertainty bounds from bootstrapping. The fraction of emerged land grid cells (Fig. 5c) shows the reducing signal to noise ratio with
increasing return period and duration level. We emphasize that this relationship strongly depends on the ensemble size, confidence
level and the method to derive the confidence intervals.

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A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

Fig. 3. Empirical annual maxima via Weibull plotting positions (x) and fitted GEV curves using L-moments (lines) for recent past (black) and current
climate (blue) for Munich (top), London (center) and Seville (bottom) and for the duration levels 3 h (left) and 72 h (right). Confidence intervals at
the 95 % confidence level are computed via bootstrapping. (For interpretation of the references to colour in this figure legend, the reader is referred
to the web version of this article.)

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A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

Fig. 4. Relative scaling from recent past to current climate on intensity-level (black, left y-axis) and frequency-level (blue, right y-axis) for 3 h (left)
and 72 h (right) duration periods and for Munich (top), London (middle) and Barcelona (bottom). (For interpretation of the references to colour in
this figure legend, the reader is referred to the web version of this article.)

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A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

Fig. 5. Spatial pattern of areas where the climate change signal of 50-year rainfall has statistically emerged from internal variability for 3 h (a) and
72 h (b) rainfall. (c) The fraction of land area that has emerged as a function of return period. Emergence is considered when return level estimates
lie outside the 95 % confidence bounds of the historic period simulations.

3.4. Regional aggregation

For precipitation extremes, Fischer et al. (2013) and Fischer and Knutti (2014) have shown that internal variability mainly causes
uncertainty in the exact location of changes in extremes, but that ensemble members largely agree on the fraction of the domain where
changes are experienced. That is, the locally strong intensification ‘seen’ in the individual realizations can manifest itself everywhere,
but not everywhere at the same time. Spatial signals only emerge under regional aggregation.
To investivate such spatially pooled changes, we use country boundaries to pool heavy precipitation statistics over these gridpoints.
The regional aggregation shows that a positive scaling is a robust signal, although individual gridpoints may always exhibit distinct
behaviour. Also, the scaling increases with event rareness (i.e. increasing RP), especially so over high latitudes, and becomes
increasingly right-skewed. That is, the effect of climate change is more pronounced for high return periods, and the chance of detecting
a strong climate change effect increasing disproportionally.
For most pooled regions, climate change effects are increasing with longer return periods, while the uncertainty increases non­
linearly, too. The resulting probability distribution of change factors is right-skewed towards higher scalings for high return periods; all
percentiles shift to higher scalings with increasing return period, and the local maximum of the pdfs increases too. Only for 72 h
precipitation on the Iberian Peninsula, the effect of climate change does not exhibit a RP-dependence.

4. Discussion

4.1. Limitations

The resulting changes in the extreme value distributions for different durations based on the CRCM5 outlined above add to the body
of literature which suggests that the risk of heavy precipitation has already increased over most parts of Europe, especially so for sub-
daily and for rare events. Still, this study is subject to some methodological limitations. Generally, climate projections suffer from three
main sources of uncertainty: model uncertainty, scenario uncertainty, and internal climate variability. Internal climate variability is
addressed by the large ensemble, as the 50 members are assumed to represent a wide range of possible realizations within the
boundaries of the climate system. However, we found that for extreme precipitation, the spatial patterns of the pooled ensemble still
appear noisy on a regional to local scale. The spatial heterogeneity on a local gridpoint level is a feature of internal variability and
increases with higher event rareness (RP); in other words, we have strong indications for a spatially more homogeneous increase in
extreme rainfall. However, within the one real realization of possible climates this could happen anywhere and will not manifest
everywhere at the same time.
Scenario uncertainty plays a minor role for the time period in the near-term future. Furthermore, the actual emissions are in line
with the applied scenario RCP8.5 (Schwalm et al., 2020). However, our study is subject to model uncertainty, as it shows the effects of
recent climate change on precipitation extremes diagnosed by only one combination of global and regional climate models, namely the
CanESM2 driving the CRCM5. Other model combinations show different responses to the changing climate (von Trentini et al., 2019;
Berg et al., 2019; Holtanová et al., 2019). Further high-resolution regional climate model ensembles would be beneficial to better grasp
the distribution of responses of different models and to increase confidence in a modeled mean response. Especially multi-model
SMILEs at high resolution could help narrow down the response of extreme rainfall events to climate change.
Furthermore, the CRCM5-LE uses a parametrization for convective rainfall, where the process of convection cannot be explicitly
simulated due to the resolution of 12.5 km. Though, the model evaluation over Europe showed good agreement to observational
extreme rainfall return levels for durations of 3 h or longer (Poschlod et al., 2021). Still, comparisons with higher-resolution con­
vection-permitting models have proven potential for improvement (Poschlod, 2021).
The identification of emergent extreme precipitation changes (section 3.3) is based on the extreme value statistical confidence
intervals. As the confidence intervals get wider for rarer events depending on the sample size, it is more difficult to find emergent

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signals for long return periods. Even though the projected increase in intensity is stronger for longer return periods, the even greater
widening of the confidence intervals means that the signal does not emerge (see Fig. London / Munich 3 h). Hence, this investigation
still suffers from the available sample size, despite the comparably large ensemble providing 1000 years per 20-year period. Here,
annual maximum sampling, GEV and bootstrapping is used to generate the confidence intervals, which is assumed to be well suited
(Gilleland, 2020). Potentially, other methods may be able to better estimate the extreme value statistical uncertainties (e.g. Bayesian
estimation, De Paola et al., 2018; profile likelihood, Kendon et al., 2008).
Here, we conduct a driver-based analysis assessing the effects of recent climate change on extreme precipitation. However, from the
insurance and risk management point of view, the (socio-economic) damages due to pluvial/riverine flooding matter more than
changes in the intensity and frequency of extreme rainfall. The relationship between extreme rainfall and flood generation is however
not straightforward, as not every extreme rain event induces flooding (Brunner et al., 2021). Impactful events are often modified by
compound factors such as preconditions (soil moisture) or multivariate processes (snow melt) (Berghuijs et al., 2019; Poschlod et al.,
2020; Tradowsky et al., 2023).
However, heavy precipitation can still be considered as a reasonable hazard proxy for pluvial flood, as event sets or other hazard
data used in the insurance industry are typically directly based on rainfall data, e.g. from a reanalysis such as ERA5-Land (Muñoz-
Sabater et al., 2021). Furthermore, gridded representation of rainfall return levels are important guidelines for engineers, hazard
protection, infrastructure design, and urban planning (Krieger et al., 2013, Shehu et al., 2023). However, information about sub-hourly
rainfall extremes would be very important for urban adaptation (Krieger et al., 2013; Francipane et al., 2021; Seleem et al.,
2021Schmitt and Scheid, 2020) stressing the need for convection-permitting large ensembles (Kendon et al., 2020).

4.2. Discussion of changes in extreme precipitation

This study adds to the existing research in its focus on rather rare events and their changes over the recent past, combined with a
large ensemble size to sample internal variability. The outlined results are in general agreement with other studies that have inves­
tigated the response of rainfall extremes to climate change using observations, reanalysis or regionalized climate model data and are in
line with theoretical understanding (e.g., Fischer & Knutti, 2016; Pendergrass, 2018; Lenderink et al., 2021). Specifically, existing
studies have pointed out the increasing impact with event rarity (e.g. Nissen & Ulbrich, 2017 and with event shortness (e.g. Guerreiro
et al., 2018), as well as the spatial pattern with larger change factors for slightly colder areas (e.g. Poschlod & Ludwig, 2021). The
comparably higher scaling factors for colder regions like Northern UK, Ireland, Scandinavia and the Alps and lower or negative scaling
factors over the Iberian Peninsula and southeastern Europe are a feature that is also found by Berg et al. (2019). Reasons for these
features may include: (i) availability of moisture, governing the degree to which extreme precipitation may increase relative to the
Clausius-Clapeyron Scaling (e.g., limited moisture availability does not allow a super-CC scaling over the Iberian Peninsula, while
super-CC scaling is often reached in rather temperate climates) (ii) a shift of the main rainfall-generating process from less large-scale
precipitation to more frequent convective events, especially in colder areas with until now rather low contribution of convection (see
Poschlod & Ludwig, 2021), (iii) a comparably large increase in sea surface temperatures, increasing the water supply available for
precipitation, and (iv) changes in large-scale circulation, leading to an expansion of the subtropical dry zone as the Hadley circulation
is expanding poleward, acting to reduce frequency and intensity of precipitation in the Iberian Peninsula (e.g.,). Even though the
physically-based explanations of the changes in extreme precipitation are not the main focus of this study, we want to highlight their
spatial heterogeneity. A simple “climate change scaling factor” possibly in line with the Clausius-Clapeyron scaling cannot capture the
regional differences, the differences for various rainfall durations and return periods.

4.3. Comparison with other model ensembles over Europe

Given the large number of studies investigating changes in European rainfall with partly differing results, we briefly set the results
of the CRCM5-LE in context of other models from the published literature.
A multi-model ensemble, which is commonly used for impact studies, is the EURO-CORDEX initiative (Jacob et al., 2014). Von
Trentini et al. (2019) compared the CRCM5-LE to 22 simulations of the EURO-CORDEX ensemble, which are also set up at a 0.11◦
spatial resolution. They assessed seasonal temperature and precipitation over Europe, with a focus on the variability of climate change
signals within the two ensembles. In the near future, especially in winter and spring, discrepancies between both ensembles are still
relatively low. Only for summer in the far future (2070–2090), both ensembles diverge, where the CRCM5-LE shows a tendency of
hotter and drier summers. They highlight that the temperature variability within the SMILE is lower than within the multi-model
ensemble, whereas for precipitation the variabilities of both ensembles are comparable due to the large influence of internal
climate variability.
In a follow-up study, Von Trentini et al., (2020) compared the interannual variability of the CRCM5-LE to two other SMILEs,
namely the EC-EARTH-RACMO at 0.11◦ (Aalbers et al., 2018) and the CESM-CCLM at 0.44◦ (Fischer et al., 2013; Addor and Fischer,
2015; Brönnimann et al., 2018), concluding that all SMILEs reproduce observational interannual variability from E-OBS reasonably
well.
Hodnebrog et al. (2019) compared the CRCM5-LE and different RCM and GCM simulations over four European regions. They
analyzed the scaling of precipitation with warming, where a scaling of 7 %/◦ C is often assumed for extreme precipitation following the
Clausius-Clapeyron relationship (CC-scaling). For mean precipitation and daily extreme precipitation, the scaling of the CRCM5-LE is
well within the scalings of the other models. For hourly extremes, the CRCM5 shows a stronger increase of extreme precipitation with
warming over Scandinavia.

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Berg et al. (2019) analyzed the changes of 10-year rainfall return levels from nine selected RCMs of the EURO-CORDEX ensemble
under a changing climate with RCP 4.5 and RCP 8.5. While they reported reasonable biases at country-wide aggregations, big de­
viations are shown at the reproduction of spatial patterns and gradients for the hourly duration. Generally, longer duration levels
showed better agreement with observations.
Both EURO-CORDEX and CRCM5-LE can be compared using their precipitation-temperature scaling (see Fig. 10 in Berg et al.,
2019, with Fig. S8 in Poschlod and Ludwig, 2021 for changes in 12-hourly 10-year return levels). Generally, the spatial pattern of
temperature scalings is rather similar, with the notable exception of Eastern Europe, where the EURO-CORDEX shows larger scalings
above the CC-scaling in opposite to the CRCM5-LE. In both models, temperature scalings were found lowest in the Mediterranean,
likely due to moisture limitation.
For extreme precipitation, the here used CRCM5-LE was evaluated against observations by Poschlod et al. (2021), who focused on
10-year return levels during 1980–2009 at 16 European countries. They found that both return levels and their spatial patterns were

Fig. 6. RP-dependence of scaling factors and their probability distribution for 3 h (left) and 72 h (right), pooled over the UK, Germany, and Spain.
CIs show the 10th and 90th percentile (dashed lines) of the pooled gridpoint scalings. No change is indicated by the grey line (scaling = 1). Colored
lines represent 10-year (black), 50-year (blue) and 100-year (red) return period scalings. (For interpretation of the references to colour in this figure
legend, the reader is referred to the web version of this article.)

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A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

well reproduced, especially for durations of 3 h and above.

Overall, magnitude and spatial pattern of extreme sub-daily precipitation changes in CRCM5-LE do exhibit similar change factors
with other model ensembles in the near-term, at least for Central and Southern Europe. For northern Europe, and towards the end of
the 21st century, the response of CRCM5-LE shows larger differences to other model ensembles. The choice of model can therefore
strongly impact the nature of computed change in a certain extreme event. Nevertheless, the here outlined analysis still offers a
controlled environment to analyze the need for adapting risk models in a statistically robust manner.

4.4. Implications for risk modelling and the insurance sector

The results not only improve our understanding of extreme rainfall changes in Europe, the outlined methodology can be viewed as
an example of how risk modelers and insurers can test for the “up-to-dateness” of hazard data which their models are built upon, or in
other words, the necessity of updating a certain model from a hazard perspective. Risk models which are based on past events and
calibrated to observed losses are by definition centered around an outdated climate, even if the most recent past is already included.
However, to guarantee risk-adequate pricing, an accurate assessment of today’s hazard is necessary as expected annual losses need to
be balanced by earned premium. By depicting the most up-to-date climate, the insurance industry can play its crucial role as risk carrier
and contribute to risk mitigation.
However, as climate change unfolds differently for different perils and regions, not all risk models necessarily need to be updated
with the same urgency. To identify which model updates should be prioritized from a climate change perspective (which peril and
country), it is crucial to quantify the change in the probability distribution since the recent past.
This is not trivial though, as the complex and non-linear nature of changes in the tail of the extreme value distribution hampers the
detection of trends from observations or reanalysis data alone, as internal variability can mask a certain signal from climate change.
The proposed methodology combining the large ensemble approach together with the regional aggregation reveal the isolated
response of a certain hazard to climate change, as shown here using the example of heavy rainfall as a proxy for pluvial flood.
The concept of large ensemble modelling (Maher et al., 2021) allows for the separation of signal from noise and artefacts from
limited sample statistics allowing for the interpretation of potential trends in the historic record. It can thus provide powerful insights
into determining whether (and where) a signal from climate change has emerged above variability, and thus serve as an indicator if an
explicit consideration of climate change until now is necessary from a statistical point of view. While smaller-sized and/or lower-
resolution model ensembles have been used extensively for impact studies (e.g. Alfieri et al., 2015, Di Sante et al., 2021, Santos
et al., 2021, van den Hurk et al., 2015), a 50-member high-resolution SMILE as used in this study allows a more robust estimation of tail
risk changes.
Extreme precipitation events are to be expected more frequent on average across larger regions. However, due to the large internal
variability component, we do not know where exactly this manifests. Hence, regional aggregation leads to the emergence of more robust
change signals, whereby, at the same time, aggregation smooths the magnitude of the change signal across the region. Here, we clearly
find patterns of change (Fig. 5), which do not align with political or economic borders. Due to aggregation of areas with stronger and
weaker signals of change, the emergent signal might be underestimated or get lost. To avoid underestimation of risk, an assessment
based on similar climate regions or on a catchment scale is beneficial.
Furthermore, there is an additional added value from using an ensemble approach to assess the hazard change over time: From a
more conservative risk perspective, the ensemble can also shed light on emerging changes even if the ensemble mean does not show a
significant mean change yet. For the case of heavy precipitation in Europe, the distribution of change factors is right-skewed (Fig. 6), i.
e. many more ensemble members show a higher risk today than in the reference period of the recent past; far fewer show a lower risk
than in the reference period. From a probabilistic point of view, the chance of experiencing more frequent extreme events can thus

Fig. 7. Difference of climate change effects for moderate and tail extreme events at the 3-hour duration level: Left & Center: Sign of climate change
effect on 3-hourly rainfall for moderate extremes (1-year return level, left) and rare tail extremes (100-year return level, center). Blue (gold) marks
areas where rainfall increases (decreases). Right: Grid cells, where rare tail extremes have changed significantly, but not moderate extremes. (For
interpretation of the references to colour in this figure legend, the reader is referred to the web version of this article.)

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already be higher even before an ensemble mean change has statistically emerged. That is, recent climate change can, albeit hidden,
already be present in the tail risk, which is calling for a more prudent / conservative approach from a risk perspective. If models were
adjusted based on mean state changes, the modeler may thus risk lagging behind the magnitude of the true hazard level, especially for
estimating tail risk.
This feature is illustrated in Fig. 7: Typically, the area fraction of significant changes is smaller for rarer events than for common
events; however, comparing the areal extent of statistically significant changes in 3-hourly extreme rainfall between 100-year rainfall
and 1-year rainfall shows that there are some areas in northwestern Spain and Eastern Europe, which tend to have a higher chance of
experiencing a significant change in the very tail (i.e., the 100-year return level) than in a moderate extreme (1-year return level).
Albeit scattered, these areas amount to overall 7.5 % of the European land area. From this information, one can identify regions where
tail risk changes significantly different to more common extremes, and where adjusting a catastrophe model based on more common
extremes or even the mean state change would not be sufficient or even misleading.
Finally, the outlined methodology can give valuable insights into the speed at which signals from climate change are unfolding –
and risks are manifesting – with respect to internal climate variability. This can help insurers or other financial institutes better steer
their business and investments – in that sense, it can contribute to climate stress tests (e.g. European Central Bank, 2021) or other
climate risk analysis as requested e.g. in the context of an insurer’s Own Risk and Solvency Assessment (ORSA).
The above points have highlighted some of the challenges a combination of climate sciences and catastrophe modeling entails, as
both work on different temporal and spatial scales. Before adjusting a certain catastrophe model, risk modelers need to make sure they
clearly understand (i) what baseline their model represents, (ii) what climate models are suited for assessing the hazard change, and
(iii) how a certain signal compares to internal climate variability. The climate system is chaotic and changes evolve non-linearly,
complicating the assessment of adequate climate change adjustments.

5. Conclusion

As the climate warms and changing extreme weather affects loss events, risk carriers such as insurers and reinsurers find themselves
increasingly impacted by a changing risk landscape. In order to guarantee risk-adequate pricing, these changes need to be understood,
quantified and accounted for in risk modeling. We argue that internal climate variability may mask emergent changes in climatic risk
drivers, which hampers the detection and quantification of changes based on empirical observational data, reanalysis data, or single
model simulations. Hence, we encourage the risk modelling community to put more emphasis on large ensembles in their assessments,
which can reveal trends in extremes even in the absence of a trend in the mean. However, we admit that the availability of suitable
high-resolution large ensembles is limited. The suitability depends on the hazard of interest with implications for the necessary spatio-
temporal climate model resolution. Using the example of extreme rainfall, this study has outlined a way by which risk modelers can
identify regions which are particularly exposed to climate-induced hazard changes. The methodology is able to detect, where such
changes have manifested already in the statistics of extremes. This may even highlight specific risk areas where a certain climate signal
first emerges in the very tail; such information would otherwise be lost in a traditional impact analysis focusing on mean changes or
more common extremes, and the risk ultimately underestimated. Furthermore, it enables us to quantify the contributions of internal
climate variability and anthropogenic climate change. For models and regions where a significant change is already emerging, climate
change should be accounted for in risk assessment and NatCat modeling, even if the underlying risk models are based on a rather recent
past.
For the specific example of extreme rainfall in Europe and using a single large initial condition ensemble, we have shown that the
risk for heavy precipitation is increasing with (i) event rareness, especially for cooler climates of high altitudes and latitudes, and with
(ii) shorter duration periods for most parts of Europe. Compared to a relatively recent past (1980–1999) as an example of a baseline
used in the model development process, climate change has already significantly emerged in many parts of Europe and should thus
clearly be accounted for in modeling today’s risk.
From an insurers’ perspective, considering these recent changes in catastrophe models due to ongoing climate change is thus
arguably needed, even in the absence of a statistically significant signal of change in the observations and reanalysis. Especially for rare
events (i.e. large return periods), where the range in scaling factors is highly right-skewed towards high scaling factors, not considering
the effect of recent climate change likely underestimates the tail risk today; ultimately, the insurance industry will pay the price. On the
other hand, by explicitly considering climate change in the risk assessment and risk transfer, and by communicating the changing
hazard conditions, the insurance industry can play an important role in raising awareness about concrete climate risks and by adapting
to climate change impacts.

CRediT authorship contribution statement

Andreas Lang: Writing – review & editing, Writing – original draft, Visualization, Software, Methodology, Formal analysis,
Conceptualization. Benjamin Poschlod: Writing – review & editing, Writing – original draft, Methodology, Data curation,
Conceptualization.

Declaration of competing interest

The authors declare the following financial interests/personal relationships which may be considered as potential competing in­
terests: Andreas Lang reports article publishing charges was provided by Munich Re. Andreas Lang reports a relationship with Munich

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A. Lang and B. Poschlod Climate Risk Management 44 (2024) 100594

Re that includes: employment. If there are other authors, they declare that they have no known competing financial interests or
personal relationships that could have appeared to influence the work reported in this paper.

Data availability

Data will be made available on request.

Appendix A. Supplementary data

Supplementary data to this article can be found online at https://doi.org/10.1016/j.crm.2024.100594.

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