Disaggregation in Risk Models
Authors: Jutta Schmieder
Modelling natural hazards in property insurance requires liability data with a high spatial resolution. However, if such data are only available aggregated for complete zones, they must be intelligently redistributed. Depending on the line of business, different methods are employed to approximate reality. The presentation describes data, tools, and models used in ArcMap to disaggregate the client’s aggregated portfolio as preparation for the modelling process within Munich Re’s hazard models.