用生成模型合成英国风灾数据，提升保险业风险评估能力

Windstorms significantly impact the UK, causing extensive damage to property, disrupting society, and potentially resulting in loss of life. Accurate modelling and understanding of such events are essential for effective risk assessment and mitigation. However, the rarity of extreme windstorms results in limited observational data, which poses significant challenges for comprehensive analysis and insurance modelling. This dissertation explores the application of generative models to produce realistic synthetic wind field data, aiming to enhance the robustness of current CAT models used in the insurance industry. The study utilises hourly reanalysis data from the ERA5 dataset, which covers the period from 1940 to 2022. Three models, including standard GANs, WGAN-GP, and U-net diffusion models, were employed to generate high-quality wind maps of the UK. These models are then evaluated using multiple metrics, including SSIM, KL divergence, and EMD, with some assessments performed in a reduced dimensionality space using PCA. The results reveal that while all models are effective in capturing the general spatial characteristics, each model exhibits distinct strengths and weaknesses. The standard GAN introduced more noise compared to the other models. The WGAN-GP model demonstrated superior performance, particularly in replicating statistical distributions. The U-net diffusion model produced the most visually coherent outputs but struggled slightly in replicating peak intensities and their statistical variability. This research underscores the potential of generative models in supplementing limited reanalysis datasets with synthetic data, providing valuable tools for risk assessment and catastrophe modelling. However, it is important to select appropriate evaluation metrics that assess different aspects of the generated outputs. Future work could refine these models and incorporate more ...