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Trimming a hazard logic tree with a new model-order-reduction technique

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Keith Porter, Edward Field, and Kevin Milner (2017) Trimming a Hazard Logic Tree with a New Model-Order-Reduction Technique. Earthquake Spectra In-Press.

Summary

The size of the logic tree within the Uniform California Earthquake Rupture Forecast Version 3, Time-Dependent (UCERF3-TD) model can challenge risk analyses of large portfolios. An insurer or catastrophe risk modeler concerned with losses to a California portfolio might have to evaluate a portfolio 57,600 times to estimate risk in light of the hazard possibility space. Which branches of the logic tree matter most, and which can one ignore? We employed two model-order-reduction techniques to simplify the model. We sought a subset of parameters that must vary, and the specific fixed values for the remaining parameters, to produce approximately the same loss distribution as the original model. The techniques are (1) a tornado-diagram [...]

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Type Scheme Key
local-index unknown 70189248
local-pk unknown 70189248
doi http://www.loc.gov/standards/mods/mods-outline-3-5.html#identifier doi:10.1193/092616EQS158M
series unknown Earthquake Spectra

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journalEarthquake Spectra
parts
typevolume
value33
typeissue
value3
languageEnglish
citationTypeArticle

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