We examine the application of ensemble Kalman filter algorithms to the smoothing problem in high‐dimensional geophysical prediction systems. The goal of smoothing is to make optimal estimates of the geophysical system state making best use of observations taken before, at, and after the analysis time. We begin by reviewing the underlying probabilistic theory, along with a discussion how to implement a smoother using an ensemble Kalman filter algorithm. The novel contribution of this paper is the investigation of various key issues regarding the application of ensemble Kalman filters to smoothing using a series of Observing System Simulation Experiments in both a Lorenz 1996 model and an Atmospheric General Circulation Model. The results demonstrate the impacts of non‐linearities, ensemble size, observational network configuration and covariance localization. The Atmospheric General Circulation model results demonstrate that the ensemble Kalman smoother (EnKS) can be successfully applied to high‐dimensional estimation problems and that covariance localization plays a critical role in its success. The results of this paper provide a foundation of understanding which will be useful in future applications of EnKS algorithms.

Abstract. In this paper, we present a conceptual framework for modelling clustered natural hazards that makes use of historical event data as a starting point. We review a methodology for modelling clustered natural hazard processes called Poisson mixtures. This methodology is suited to the application we have in mind as it naturally models processes that yield cross-event correlation (unlike homogeneous Poisson models), has a high degree of tunability to the problem at hand and is analytically tractable. Using European windstorm data as an example, we provide evidence that the historical data show strong evidence of clustering. We then develop Poisson and Clustered simulation models for the data, demonstrating clearly the superiority of the Clustered model which we have implemented using the Poisson mixture approach. We then discuss the implications of including clustering in models of prices of catXL contracts, one of the most commonly used mechanisms for transferring risk between primary insurers and reinsurers. This paper provides a number of unique insights into the impact clustering has on modelled catXL contract prices. The simple modelling example in this paper provides a clear and insightful starting point for practitioners tackling more complex natural hazard risk problems.

Probabilistic risk assessment systems for tropical cyclone hazards rely on large ensembles of model simulations to characterize cyclones tracks, intensities, and the extent of the associated damaging winds. Given the computational costs, the wind field is often modeled using parametric formulations that make assumptions that are based on observations of tropical systems (e.g., satellite, or aircraft reconnaissance). In particular, for the Northern Hemisphere, most of the damaging contribution is assumed to be from the right of the moving cyclone, with the left-hand-side winds being much weaker because of the direction of storm motion. Recent studies have highlighted that this asymmetry assumption does not hold for cyclones undergoing extratropical transitions around Japan. Transitioning systems can exhibit damaging winds on both sides of the moving cyclone, with wind fields often characterized as resembling a horseshoe. This study develops a new parametric formulation of the extratropical transition phase for application in risk assessment systems. A compromise is sought between the need to characterize the horseshoe shape while keeping the formulation simple to allow for implementation within a risk assessment framework. For that purpose the tropical wind model developed by Willoughby et al. is selected as a starting point and parametric bias correction fields are applied to build the target shape. Model calibration is performed against a set of 37 extratropical transition cases simulated using the Weather Research and Forecasting Model. This newly developed parametric model of the extratropical transition phase shows an ability to reproduce wind field features observed in the western North Pacific Ocean while using only a restricted number of input parameters.

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Risk-assessment systems for wind hazards (e.g., hurricanes or typhoons) often rely on simple parametric wind field formulations. They are built using extensive observations of tropical cyclones and make assumptions about wind field asymmetry. In this framework, maximum winds are always simulated to the right of the cyclone, but analysis of the Climate Forecast System Reanalysis database for the western North Pacific Ocean suggests that wind fields from cyclones undergoing extratropical transition around Japan often present features that cannot be adequately simulated under these assumptions. These ''left-hand-side contribution'' (LHSC) wind fields exhibit strong winds on both sides of the moving cyclone with the maximum magnitude often located to the left. Classification of cyclones in terms of their most frequent patterns reveals that 67% of cases that make a transition around Japan are dominantly LHSC. They are more likely in autumn and have more intense maximum winds. The results from this study show the need for a new approach to the modeling of transitioning wind fields in the context of risk-assessment systems.