introduction to cerda research work · pdf fileintroduction to cerda research work 2012 ......

AON Benfield Research Network Conference 2012, London, July 4, 2012
Introduction to CERDA research work 2012Kazuyoshi Nishijima
Technical University of DenmarkCERDA, DTU Byg

CERDA CERDA stands for Civil Engineering Risk and Decision Analysis CERDA stands for Civil Engineering Risk and Decision Analysis
Structural Engineering, Civil Engineering, Technical University of Denmark
04/07/2012Introduction to CERDA research work 2012
Kazuyoshi Nishijima, All right reserved.
2 DTU Civil Engineering, Technical University of Denmark

CERDA Areas and current focus
Structural reliability theory Bayesian networks
Scaled probability integral
Natural hazard risksDecision analysis
Wind hazard
Scaled probability integral
Wind hazard
Wind vulnerability
Flood vulnerability
Real-time decisionoptimization
Reliability in economicsy
Life safety
Climate change Assessment
Adaptation
Adaptation

Brief introduction to selected research works Impact assessment of climate change on wind risk of residential buildings Impact assessment of climate change on wind risk of residential buildings
Real-time decision optimization for evacuation and operational decisions in the face of emerging natural hazardsin the face of emerging natural hazards.
Generic flood vulnerability modeling
Probability integral evaluation by extrapolation

Impact assessment of climate changeImpact assessment of climate change(Wind risk induced by typhoons)
Current (1979-2003)
Future (2075-2099)
AGCM (20km grid)
( g )

Impact assessment of climate changeImpact assessment of climate change(Wind risk induced by typhoons) Annual maximum wind speed statistics Annual maximum wind speed statistics
0.86 0.95Decrease Decrease
1 1
Decrease
I
Decrease
Increase1.04 1.13
Increase Increase
Mean value [m/s] 98%-quantile [m/s]

Impact assessment of climate changeImpact assessment of climate change(Wind risk induced by typhoons)
1
0.86Decrease
1
1.04Increase
(# of damaged buildings)
(# of total buildings)Risk =

Real-time decision optimization Shut down operation of engineering facility? Shut down operation of engineering facility?

Real-time decision optimization
We are now integrating it with weather forecast system.

Generic flood vulnerability modelingGeneric flood vulnerability modeling
Fragility modelHazard model Value disaggregation model
Vulnerability model

Value disaggregation model
Given classification indicators of an exposure and its insured value, the values of individual building components are disaggregated.
Data utilized; e.g. for residential buildings in Germany, see the table:
Average cost distribution of renewable components (%) for a certain class of buildingg p ( ) gID Cost group description Low Middle High334 Entrance doors and exterior windows 6.9 7.6 7.4335 Wall cladding 6.5 6.7 6.3363 Roof covering 4.8 5.4 5.0352 C ili i 5 3 5 4 6 2352 Ceiling covering 5.3 5.4 6.2412 Water system 4.3 4.2 5.0345 Interior wall covering 4.5 3.9 4.7341 Structural walls 3.8 3.6 2.8337 Unitized exterior walls 3.2 3.1 2.0337 Unitized exterior walls 3.2 3.1 2.0344 Interior doors and windows 3.0 2.8 2.1342 Non structural walls 3.6 2.7 1.5: : : : :: : : : :
BKI Abschlussbericht Aktuelle Gebudesachwerte in der Verkehrswertermittlung (in German)www.baukosten.de

Fragility modelE l f f il d Example of a failure mode
Li it t t f ti (If M 0 f il )Limit state function (If M

Probability integral evaluation by Probability integral evaluation by extrapolation

( ) ( )n n nD
I dl
l f= u uDl
( )/ 0mJM
mj nD gl l
= u ( )
1 1mj n
m j= =

( )2
1 22
1
1 exp( )( | )
1 exp( )
K
ii
b bf a c
b b
ll l
l- -
= F -- -
q13 4
1 exp( ) ib b l =

Reference Nishijima K Maruyama T Graf M 2012 A preliminary impact Nishijima K, Maruyama T, Graf M. 2012. A preliminary impact
assessment of typhoon wind risk of residential buildings in Japan under future climate change. Hydrological Research Letters 6: 23-28.
Anders A, Nishijima K. 2011. Adaption of option pricing algorithm to real time decision optimization in the face of emerging natural hazards. ICASP11, Faber M H, Kohler J, Nishijima K, (eds). Zurich, Switzerland.
Nishijima K, Qin J, Faber M H. 2010. Probability integral solution by extrapolation for system reliability assessment. International Symposium
l b l d k S 20 0 Sh hon Reliability Engineering and Risk Management, ISRERM2010, Shanghai, China.
Vi it l b it htt // d b dt dkVisit also our website: http://www.cerda.byg.dtu.dk

introduction to cerda research work · pdf fileintroduction to cerda research work 2012 ......

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