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RMS Combines Real-time Reconnaissance with Risk Models to Estimate Katrina Losses


Calif – September 19, 2005 – With loss adjusters still unable to access many areas of New Orleans and the Gulf Coast, damage estimates based on catastrophe modeling have become increasingly pertinent for the insurance industry. Risk Management Solutions (RMS) today elaborated on its methodologies for estimating insured losses using real-time reconnaissance data, catastrophe models, and databases of insurance industry exposure. As previously announced on September 9, RMS expects private-sector insured losses from Hurricane Katrina to reach $40-$60 billion. Total economic losses are expected to exceed $125 billion.

The RMS insurance industry loss estimate of $40-60 billion is based on detailed modeling and analysis of wind damage, coastal surge, and flooding in Louisiana, Mississippi, Alabama, Florida, as well as losses to the offshore oil and gas industry. Ranges provided in the RMS estimates reflect the significant uncertainty that remains in many aspects of the localized damage as well as the insurance loss adjustment process, which has only just begun.

Loss Component Low Estimate (billions) High Estimate (billions)
1st Landfall (Florida) $1  $2
2nd Landfall Wind/Coastal Surge (LA, MS, AL)  $20 $25
Great New Orleans Flood $15  $25
Offshore Energy  $2 $5
Additional Sources of Loss  $2 $3
Total Estimate of Insured Loss  $40 $60
RMS Estimated Insurance Industry Loss, excluding National Flood Insurance Program (NFIP)

To develop these estimates, RMS integrated its existing catastrophe models and exposure databases with remote sensing data and a customized model to assess flooding in New Orleans. These resources were supplemented with RMS research on private market flood insurance penetration and coverage.

Wind and Coastal Surge

To model wind and coastal storm surge loss for Katrina’s first and second landfalls in the U.S., RMS developed hazard footprints that match the event’s meteorological characteristics and ground observations of damage patterns. Surge and flood losses within the New Orleans levee system were modeled separately.

Offshore Platforms

Insured losses associated with offshore oil and gas platforms are based on the modeling of replacement costs for physical damages to the platforms, and estimation of additional impacts to pipeline infrastructure and the expected loss of production. The estimates for pipeline damage and loss of production incorporate research RMS conducted following Hurricane Ivan in 2004.

Flood Damage in New Orleans

To model flood damage in New Orleans, RMS combined high-resolution remote sensing data with methodologies developed for other RMS flood models. Using a high-resolution (5-meter horizontal) digital terrain model for ground elevation data, RMS generated flood depths on a 100 x 100-meter grid across the greater New Orleans area. The modeled flood extent and associated flood depths were calculated to be consistent with observations from satellite imagery, aerial photography, and the FEMA maps that were released when flooding was at its peak. Relationships between flood depth and damage are based on U.S. Army Corps of Engineers studies and RMS flood models for Europe, where the company has provided flood modeling capability to the insurance and reinsurance sectors since 2001.

Insured exposure data, originally developed at the ZIP Code level, was assigned to the flood depth grid using high-resolution land use and land cover data. Flood insurance take up assumptions were based on an analysis of National Flood Insurance Program (NFIP) data, U.S. Census data, and insurance market interviews. The majority of residential structure and contents losses were assumed to be covered by the NFIP, and the remaining losses to these coverages from flooding were assumed to be largely uninsured. For commercial lines, market feedback indicated a high penetration of private-sector flood insurance coverage for structure and contents, but with significantly lower policy limits than for wind coverage.

Insured losses for additional living expense and business interruption associated with the Great New Orleans Flood will depend on numerous factors, including how quickly the city is rehabilitated in the coming weeks and specific policy wording of insurance contracts.

Demand Surge

RMS estimates of onshore damage from wind, coastal storm surge, and flooding include an assumption that increases in reconstruction costs due to demand surge will be substantial. It reflects increased prices for labor and materials due to elevated demand following major catastrophes. At the beginning of this year’s hurricane season, RMS reported that pre-existing demand surge of at least 20% existed in the southeast due to the lingering effects of hurricanes that made landfall in 2004.

Hurricane Katrina is a complex and multi-faceted event. RMS will continue to monitor sources of damage and insured loss and will update its loss estimates as appropriate.
 

Editorial Contacts

Jackie Barber

RMS U.K.
+44 20 7444 7723
jackie.barber@rms.com

Carolyn Krehel

RMS U.S.
1.201.498.8712
carolyn.krehel@rms.com