Natural Hazards and Earth System Sciences

Abstract. The winds associated with extra-tropical cy-clones are amongst the costliest natural perils in Europe. Re/insurance companies typically have insured exposure at multiple locations and hence the losses they incur from any individual storm crucially depend on that storm’s spatial structure. Motivated by this, this study investigates the spa-tial structure of the most extreme windstorms in Europe. The data consists of a carefully constructed set of 135 of the most damaging storms in the period 1972–2010. Extreme value copulas are applied to this data to investigate the spatial de-pendencies of gusts. The copula method is used to investigate three aspects of windstorms. First, spatial maps of expected hazard dam-age between large cities and their surrounding areas are pre-sented. Second, we demonstrate a practical application of the copula method to benchmark catalogues of artificial storms for use in the re/insurance sector. Third, the copula-based method is used to investigate the sensitivity of spatially ag-gregated damage to climate variability. The copula method allows changes to be expressed in terms of storm frequency, local intensity, and storm spatial structure and gives a more detailed view of how climate variability may affect multi-location risk in Europe.