TY - JOUR A1 - Wietzke, Luzie M. A1 - Merz, Bruno A1 - Gerlitz, Lars A1 - Kreibich, Heidi A1 - Guse, Björn A1 - Castellarin, Attilio A1 - Vorogushyn, Sergiy T1 - Comparative analysis of scalar upper tail indicators JF - Hydrological sciences journal = Journal des sciences hydrologiques N2 - Different upper tail indicators exist to characterize heavy tail phenomena, but no comparative study has been carried out so far. We evaluate the shape parameter (GEV), obesity index, Gini index and upper tail ratio (UTR) against a novel benchmark of tail heaviness - the surprise factor. Sensitivity analyses to sample size and changes in scale-to-location ratio are carried out in bootstrap experiments. The UTR replicates the surprise factor best but is most uncertain and only comparable between records of similar length. For samples with symmetric Lorenz curves, shape parameter, obesity and Gini indices provide consistent indications. For asymmetric Lorenz curves, however, the first two tend to overestimate, whereas Gini index tends to underestimate tail heaviness. We suggest the use of a combination of shape parameter, obesity and Gini index to characterize tail heaviness. These indicators should be supported with calculation of the Lorenz asymmetry coefficients and interpreted with caution. KW - upper tail behaviour KW - heavy-tailed distributions KW - extremes KW - diagnostics KW - surprise Y1 - 2020 U6 - https://doi.org/10.1080/02626667.2020.1769104 SN - 0262-6667 SN - 2150-3435 VL - 65 IS - 10 SP - 1625 EP - 1639 PB - Routledge, Taylor & Francis Group CY - Abingdon ER - TY - JOUR A1 - Sairam, Nivedita A1 - Brill, Fabio Alexander A1 - Sieg, Tobias A1 - Farrag, Mostafa A1 - Kellermann, Patric A1 - Viet Dung Nguyen, A1 - Lüdtke, Stefan A1 - Merz, Bruno A1 - Schröter, Kai A1 - Vorogushyn, Sergiy A1 - Kreibich, Heidi T1 - Process-based flood risk assessment for Germany JF - Earth's future / American Geophysical Union N2 - Large-scale flood risk assessments are crucial for decision making, especially with respect to new flood defense schemes, adaptation planning and estimating insurance premiums. We apply the process-based Regional Flood Model (RFM) to simulate a 5000-year flood event catalog for all major catchments in Germany and derive risk curves based on the losses per economic sector. The RFM uses a continuous process simulation including a multisite, multivariate weather generator, a hydrological model considering heterogeneous catchment processes, a coupled 1D-2D hydrodynamic model considering dike overtopping and hinterland storage, spatially explicit sector-wise exposure data and empirical multi-variable loss models calibrated for Germany. For all components, uncertainties in the data and models are estimated. We estimate the median Expected Annual Damage (EAD) and Value at Risk at 99.5% confidence for Germany to be euro0.529 bn and euro8.865 bn, respectively. The commercial sector dominates by making about 60% of the total risk, followed by the residential sector. The agriculture sector gets affected by small return period floods and only contributes to less than 3% to the total risk. The overall EAD is comparable to other large-scale estimates. However, the estimation of losses for specific return periods is substantially improved. The spatial consistency of the risk estimates avoids the large overestimation of losses for rare events that is common in other large-scale assessments with homogeneous return periods. Thus, the process-based, spatially consistent flood risk assessment by RFM is an important step forward and will serve as a benchmark for future German-wide flood risk assessments. KW - risk model chain KW - continuous simulation KW - expected annual damage KW - risk KW - curves KW - multi-sector risk Y1 - 2021 U6 - https://doi.org/10.1029/2021EF002259 SN - 2328-4277 VL - 9 IS - 10 PB - Wiley-Blackwell CY - Hoboken, NJ ER - TY - JOUR A1 - Ullrich, Sophie Louise A1 - Hegnauer, Mark A1 - Nguyen, Dung Viet A1 - Merz, Bruno A1 - Kwadijk, Jaap A1 - Vorogushyn, Sergiy T1 - Comparative evaluation of two types of stochastic weather generators for synthetic precipitation in the Rhine basin JF - Journal of hydrology N2 - Stochastic modeling of precipitation for estimation of hydrological extremes is an important element of flood risk assessment and management. The spatially consistent estimation of rainfall fields and their temporal variability remains challenging and is addressed by various stochastic weather generators. In this study, two types of weather generators are evaluated against observed data and benchmarked regarding their ability to simulate spatio-temporal precipitation fields in the Rhine catchment. A multi-site station-based weather generator uses an auto-regressive model and estimates the spatial correlation structure between stations. Another weather generator is raster-based and uses the nearest-neighbor resampling technique for reshuffling daily patterns while preserving the correlation structure between the observations. Both weather generators perform well and are comparable at the point (station) scale with regards to daily mean and 99.9th percentile precipitation as well as concerning wet/dry frequencies and transition probabilities. The areal extreme precipitation at the sub-basin scale is however overestimated in the station-based weather generator due to an overestimation of the correlation structure between individual stations. The auto-regressive model tends to generate larger rainfall fields in space for extreme precipitation than observed, particularly in summer. The weather generator based on nearest-neighbor resampling reproduces the observed daily and multiday (5, 10 and 20) extreme events in a similar magnitude. Improvements in performance regarding wet frequencies and transition probabilities are recommended for both models. KW - Rainfall generation KW - Rainfall occurrence KW - Multi-site stochastic weather KW - generator KW - Resampling weather generator KW - Time series analysis Y1 - 2021 U6 - https://doi.org/10.1016/j.jhydrol.2021.126544 SN - 0022-1694 SN - 1879-2707 VL - 601 PB - Elsevier CY - Amsterdam [u.a.] ER - TY - JOUR A1 - Macdonald, Elena A1 - Merz, Bruno A1 - Guse, Björn A1 - Wietzke, Luzie A1 - Ullrich, Sophie A1 - Kemter, Matthias A1 - Ahrens, Bodo A1 - Vorogushyn, Sergiy T1 - Event and catchment controls of heavy tail behavior of floods JF - Water resources research N2 - In some catchments, the distribution of annual maximum streamflow shows heavy tail behavior, meaning the occurrence probability of extreme events is higher than if the upper tail decayed exponentially. Neglecting heavy tail behavior can lead to an underestimation of the likelihood of extreme floods and the associated risk. Partly contradictory results regarding the controls of heavy tail behavior exist in the literature and the knowledge is still very dispersed and limited. To better understand the drivers, we analyze the upper tail behavior and its controls for 480 catchments in Germany and Austria over a period of more than 50 years. The catchments span from quickly reacting mountain catchments to large lowland catchments, allowing for general conclusions. We compile a wide range of event and catchment characteristics and investigate their association with an indicator of the tail heaviness of flood distributions, namely the shape parameter of the GEV distribution. Following univariate analyses of these characteristics, along with an evaluation of different aggregations of event characteristics, multiple linear regression models, as well as random forests, are constructed. A novel slope indicator, which represents the relation between the return period of flood peaks and event characteristics, captures the controls of heavy tails best. Variables describing the catchment response are found to dominate the heavy tail behavior, followed by event precipitation, flood seasonality, and catchment size. The pre-event moisture state in a catchment has no relevant impact on the tail heaviness even though it does influence flood magnitudes. KW - heavy tail behavior KW - floods KW - event characteristics KW - catchment KW - characteristics KW - catchment response Y1 - 2022 U6 - https://doi.org/10.1029/2021WR031260 SN - 0043-1397 SN - 1944-7973 VL - 58 IS - 6 PB - American Geophysical Union CY - Washington ER - TY - JOUR A1 - Farrag, Mostafa A1 - Brill, Fabio Alexander A1 - Nguyen, Viet Dung A1 - Sairam, Nivedita A1 - Schröter, Kai A1 - Kreibich, Heidi A1 - Merz, Bruno A1 - de Bruijn, Karin M. A1 - Vorogushyn, Sergiy T1 - On the role of floodplain storage and hydrodynamic interactions in flood risk estimation JF - Hydrological sciences journal = Journal des sciences hydrologiques N2 - Hydrodynamic interactions, i.e. the floodplain storage effects caused by inundations upstream on flood wave propagation, inundation areas, and flood damage downstream, are important but often ignored in large-scale flood risk assessments. Although new methods considering these effects sometimes emerge, they are often limited to a small or meso scale. In this study, we investigate the role of hydrodynamic interactions and floodplain storage on flood hazard and risk in the German part of the Rhine basin. To do so, we compare a new continuous 1D routing scheme within a flood risk model chain to the piece-wise routing scheme, which largely neglects floodplain storage. The results show that floodplain storage is significant, lowers water levels and discharges, and reduces risks by over 50%. Therefore, for accurate risk assessments, a system approach must be adopted, and floodplain storage and hydrodynamic interactions must carefully be considered. KW - hydrodynamic interactions KW - derived flood risk analysis KW - flood modelling; KW - Rhine basin Y1 - 2022 U6 - https://doi.org/10.1080/02626667.2022.2030058 SN - 0262-6667 SN - 2150-3435 VL - 67 IS - 4 SP - 508 EP - 534 PB - Routledge, Taylor & Francis Group CY - Abingdon ER -