Introduction to Catastrophe Risk Modelling

‘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‘This book is a definitive guide to catastrophe risk modelling, expertly covering all major perils and their interconnected cascade effects. Its remarkably clear pedagogical style, with numerous concrete examples and worked-out models, makes it an invaluable resource for understanding complex risks. It combines comprehensive insights with practical step-by-step instructions combining physical modelling, concrete engineering implementations and the relevant decision-making and financial economic dimensions. I took great pleasure in exploring its extraordinary rich content and I am sure that it will become the key reference for professionals, academics, and students.’ Didier Sornette, Southern University of Science and Technology

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.