5.2.2. Uncertainty in projected changes in extreme temperature indices for the reinsurance sector#
Production date: 9-07-2024
Produced by: CMCC foundation - Euro-Mediterranean Center on Climate Change. Albert Martinez Boti.
🌍 Use case: Defining a strategy to optimise reinsurance protections#
❓ Quality assessment question#
What are the projected future changes and associated uncertainties in air temperature extremes in Europe?
Do I get different results than if I use CMIP6 projections?
Climate change has a major impact on the reinsurance market [1][2]. In the third assessment report of the IPCC, hot temperature extremes were already presented as relevant to insurance and related services [3]. Consequently, the need for reliable regional and global climate projections has become paramount, offering valuable insights for optimising reinsurance strategies in the face of a changing climate landscape. Nonetheless, despite their pivotal role, uncertainties inherent in these projections can potentially lead to misuse [4][5]. This underscores the importance of accurately calculating and accounting for uncertainties to ensure their appropriate consideration. This notebook utilises data from a subset of models from CORDEX Regional Climate Models (RCMs) and explores the uncertainty in future projections of maximum temperature-based extreme indices by considering the ensemble inter-model spread of projected changes. Two maximum temperature-based indices from ECA&D indices (one of physical nature and the other of statistical nature) are computed using the icclim Python package. The first index, identified by the ETCCDI short name ‘SU’, quantifies the occurrence of summer days (i.e., with daily maximum temperatures exceeding 25°C) within a year or a season (JJA in this notebook). The second index, labeled ‘TX90p’, describes the number of days with daily maximum temperatures exceeding the daily 90th percentile of maximum temperature for a 5-day moving window. For this notebook, the daily 90th percentile threshold is calculated for the historical period spanning from 1971 to 2000. The index calculations, though, are performed over the future period from 2015 to 2099, following the Representative Concentration Pathway RCP 8.5. It is important to note that the results presented here pertain to a specific subset of the CORDEX ensemble and may not be generalisable to the entire dataset. Also note that a separate assessment examines the representation of climatology and trends of these indices for the same models during the historical period (1971-2000).
📢 Quality assessment statement#
These are the key outcomes of this assessment
All models within the considered subset agree on projecting positive future trends (2015-2099) for both indices across Europe during the temporal aggregation of JJA, with a particularly notable positive projected trend in the Mediterranean Basin for ‘TX90p’. This finding is consistent with the results of Josep Cos et al. (2022) [6], who evaluated the Mediterranean climate change hotspot using CMIP6 projections. While certain regions exhibit near-zero trends for the ‘SU’ index, possibly due to threshold temperature constraints, others show higher values, highlighting the importance of considering both statistically and physically based extreme indices for comprehensive assessments. In fact this arise limitations of the ‘SU’ index, indicating the potential need to select a higher (or lower for northern areas) threshold to capture the changes in these regions. Such regions, where the changes may be just as impactful or even more so than areas with a significant increase in days above 25 degrees, require careful consideration.
The magnitude of the trend is smaller and shows more spatial variability than in another CMIP6 future trend assessment (“Uncertainty in projected changes in extreme temperature indices for the reinsurance sector”).
The findings underscore the need for proactive measures to optimise reinsurance protections in the face of projected increases in air temperature extremes for the future period spanning from 2015 to 2099. While all considered models show a positive trend for these indices, the spatial variation in the magnitude of these trends and their uncertainty, quantified by the inter-model spread, underscores the need for careful consideration.
A larger GCM-RCM matrix should be considered when addressing specific cases to enhance the robustness of the analysis and account for uncertainties [7][8]

Fig. 5.2.2.1 Number of days with daily maximum temperatures exceeding the daily 90th percentile of maximum temperature for a 5-day moving window (‘TX90p’) for the temporal aggregation of ‘JJA’. Trend for the future period (2015-2099). For this index, the reference daily 90th percentile threshold is calculated based on the historical period (1971-2000). The layout includes data corresponding to: (a) the ensemble median (understood as the median of the trend values of the chosen subset of models calculated for each grid cell) and (b) the ensemble spread (derived as the standard deviation of the distribution of the chosen subset of models).#
📋 Methodology#
This notebook offers an assessment of the projected changes and their associated uncertainties using a subset of 9 models from CORDEX. The uncertainty is examined by analysing the ensemble inter-model spread of projected changes for the maximum-temperature-based indices ‘SU’ and ‘TX90p,’ calculated over the temporal aggregation of JJA for the future period spanning from 2015 to 2099. In particular, spatial patterns of climate projected trends are examined and displayed for each model individually and for the ensemble median (calculated for each grid cell), alongside the ensemble inter-model spread to account for projected uncertainty. Additionally, spatially-averaged trend values are analysed and presented using box plots to provide an overview of trend behavior across the distribution of the chosen subset of models when averaged across Europe.
The analysis and results follow the next outline:
1. Parameters, requests and functions definition
📈 Analysis and results#
1. Parameters, requests and functions definition#
1.1. Import packages#
1.2. Define Parameters#
In the “Define Parameters” section, various customisable options for the notebook are specified. Most of the parameters chosen are the same as those used in other assessments (Bias in extreme temperature indices for the reinsurance sector), being them:
The initial and ending year used for the future projections period can be specified by changing the parametes
future_slice
(2015-2099 is chosen for consistency between CORDEX and CMIP6).historical_slice
determines the historical period used (1971 to 2000 is choosen to allow comparison to CORDEX models in other assessments).The
timeseries
set the temporal aggregation. For instance, selecting “DJF” implies considering only the winter season.collection_id
provides the choice between Global Climate Models CMIP6 or Regional Climate Models CORDEX. Although the code allows choosing between CMIP6 or CORDEX, the example provided in this notebook deals with CORDEX RCMs.area
allows specifying the geographical domain of interest.The
interpolation_method
parameter allows selecting the interpolation method when regridding is performed over the indices.The
chunk
selection allows the user to define if dividing into chunks when downloading the data on their local machine. Although it does not significantly affect the analysis, it is recommended to keep the default value for optimal performance.
1.3. Define models#
The following climate analyses are performed considering a subset of GCMs from CMIP6. Models names are listed in the parameters below. Some variable-dependent parameters are also selected, as the index_names
parameter, which specifies the maximum-temperature-based indices (‘SU’ and ‘TX90p’ in our case) from the icclim Python package.
When choosing Cordex models, it is crucial to consider the availability of RCMs for the selected GCM and the specified region. The listed RCMs, for instance, are accessible for the GCM “mpi_m_mpi_esm_lr” in the “europe” cordex_domain, and they are the same as those used in other assessments (“CORDEX Climate Projections: evaluating bias in extreme temperature indices for the reinsurance sector”). To confirm the available combinations, refer to the CORDEX CDS catalogue entry.
1.4. Define land-sea mask request#
Within this notebook, ERA5 will be used to download the land-sea mask when plotting. In this section, we set the required parameters for the cds-api data-request of ERA5 land-sea mask.
1.5. Define model requests#
In this section we set the required parameters for the cds-api data-request.
The get_cordex_years
function is employed to choose suitable data chunks for CORDEX data requests.
When Weights = True
, spatial weighting is applied for calculations requiring spatial data aggregation. This is particularly relevant for CMIP6 GCMs with regular lon-lat grids that do not consider varying surface extensions at different latitudes. In contrast, CORDEX RCMs, using rotated grids, inherently account for different cell surfaces based on latitude, eliminating the need for a latitude cosine multiplicative factor (Weights = False
).
1.6. Functions to cache#
In this section, functions that will be executed in the caching phase are defined. Caching is the process of storing copies of files in a temporary storage location, so that they can be accessed more quickly. This process also checks if the user has already downloaded a file, avoiding redundant downloads.
Functions description:
The
select_timeseries
function subsets the dataset based on the chosentimeseries
parameter.The
compute_indices
function utilises the icclim package to calculate the maximum-temperature-based indices.The
compute_trends
function employs the Mann-Kendall test for trend calculation.Finally, the
compute_indices_and_trends
function calculates the maximum-temperature-based indices for the corresponding temporal aggregation using thecompute_indices
function, determines the indices mean for the future period (2015-2099), obtain the trends using thecompute_trends
function, and offers an option for regridding tomodel_regrid
.
2. Downloading and processing#
2.1. Download and transform the regridding model#
In this section, the download.download_and_transform
function from the ‘c3s_eqc_automatic_quality_control’ package is employed to download daily data from the selected CORDEX regridding model, compute the maximum-temperature-based indices for the selected temporal aggregation, calculate the mean and trend over the future projections period (2015-2099), and cache the result (to avoid redundant downloads and processing).
The regridding model is intended here as the model whose grid will be used to interpolate the others. This ensures all models share a common grid, facilitating the calculation of median values for each cell point. The regridding model within this notebook is “clmcom_eth_cosmo_crclim” but a different one can be selected by just modifying the model_regrid
parameter at 1.3. Define models. It is key to highlight the importance of the chosen target grid depending on the specific application.
2.2. Download and transform models#
In this section, the download.download_and_transform
function from the ‘c3s_eqc_automatic_quality_control’ package is employed to download daily data from the CORDDEX models, compute the maximum-temperature-based indices for the selected temporal aggregation, calculate the mean and trend over the future period (2015-2099), interpolate to the regridding model’s grid (only for the cases in which it is specified, in the other cases, the original model’s grid is mantained), and cache the result (to avoid redundant downloads and processing).
model='clmcom_clm_cclm4_8_17'
model='clmcom_eth_cosmo_crclim'
model='cnrm_aladin63'
model='dmi_hirham5'
model='knmi_racmo22e'
model='mohc_hadrem3_ga7_05'
model='mpi_csc_remo2009'
model='smhi_rca4'
model='uhoh_wrf361h'
2.3. Apply land-sea mask, change attributes and cut the region to show#
This section performs the following tasks:
Cut the region of interest.
Downloads the sea mask for ERA5.
Regrids ERA5’s mask to the
model_regrid
grid and applies it to the regridded dataRegrids the ERA5 land-sea mask to the model’s original grid and applies it to them.
Change some variable attributes for plotting purposes.
Note: ds_interpolated
contains data from the models regridded to the regridding model’s grid. model_datasets
contain the same data but in the original grid of each model.
3. Plot and describe results#
This section will display the following results:
Maps representing the spatial distribution of the future trends (2015-2099) of the indices ‘SU’ and ‘TX90p’ for each model individually, the ensemble median (understood as the median of the trend values of the chosen subset of models calculated for each grid cell), and the ensemble spread (derived as the standard deviation of the distribution of the chosen subset of models).
Boxplots which represent statistical distributions (PDF) built on the spatially-averaged future trend from each considered model.
3.1. Define plotting functions#
The functions presented here are used to plot the trends calculated over the future period (2015-2099) for each of the indices (‘SU’ and ‘TX90p’).
For a selected index, two layout types will be displayed, depending on the chosen function:
Layout including the ensemble median and the ensemble spread for the trend:
plot_ensemble()
is used.Layout including every model trend:
plot_models()
is employed.
trend==True
allows displaying trend values over the future period, while trend==False
show mean values. In this notebook, which focuses on the future period, only trend values will be shown, and, consequently, trend==True
. When the trend
argument is set to True, regions with no significance are hatched. For individual models, a grid point is considered to have a statistically significant trend when the p-value is lower than 0.05 (in such cases, no hatching is shown). However, for determining trend significance for the ensemble median (understood as the median of the trend values of the chosen subset of models calculated for each grid cell), reliance is placed on agreement categories, following the advanced approach proposed in AR6 IPCC on pages 1945-1950. The hatch_p_value_ensemble()
function is used to distinguish, for each grid point, between three possible cases:
If more than 66% of the models are statistically significant (p-value < 0.05) and more than 80% of the models share the same sign, we consider the ensemble median trend to be statistically significant, and there is agreement on the sign. To represent this, no hatching is used.
If less than 66% of the models are statistically significant, regardless of agreement on the sign of the trend, hatching is applied (indicating that the ensemble median trend is not statistically significant).
If more than 66% of the models are statistically significant but less than 80% of the models share the same sign, we consider the ensemble median trend to be statistically significant, but there is no agreement on the sign of the trend. This is represented using crosses.
3.2. Plot ensemble maps#
In this section, we invoke the plot_ensemble()
function to visualise the trend calculated over the future period (2015-2099) for the model ensemble across Europe. Note that the model data used in this section has previously been interpolated to the “regridding model” grid ("clmcom_eth_cosmo_crclim"
for this notebook).
Specifically, for each of the indices (‘SU’ and ‘TX90p’), this section presents a single layout including trend values of the future period (2015-2099) for: (a) the ensemble median (understood as the median of the trend values of the chosen subset of models calculated for each grid cell) and (b) the ensemble spread (derived as the standard deviation of the distribution of the chosen subset of models).


3.3. Plot model maps#
In this section, we invoke the plot_models()
function to visualise the trend over the future period (2015-2099) for every model individually. Note that the model data used in this section maintains its original grid.
Specifically, for each of the indices (‘SU’ and ‘TX90p’), this section presents a single layout including the trend for the future period (2015-2099) of every model.


3.4. Boxplots of the future trend#
Finally, we present boxplots representing the ensemble distribution of each climate model trend calculated over the future period (2015-2099) across Europe.
Dots represent the spatially-averaged future trend over the selected region (change of the number of days per decade) for each model (grey) and the ensemble mean (blue). The ensemble median is shown as a green line. Note that the spatially averaged values are calculated for each model from its original grid (i.e., no interpolated data has been used here).
The boxplot visually illustrates the distribution of trends among the climate models, with the box covering the first quartile (Q1 = 25th percentile) to the third quartile (Q3 = 75th percentile), and a green line indicating the ensemble median (Q2 = 50th percentile). Whiskers extend from the edges of the box to show the full data range.


Fig 5. Boxplots illustrating the future trends of the ensemble distribution for: (a) the 'SU' index and (b) the 'TX90p' index. The distribution is created by considering spatially averaged trends across Europe. The ensemble mean and the ensemble median trends are both included. Outliers in the distribution are denoted by a grey circle with a black contour.
3.5. Results summary and discussion#
For the temporal aggregation of JJA, future trends (2015-2099) exhibit positive values over Europe for both considered indices. For the number of summer days index (SU), the southern part of the Mediterranean Basin and the northernmost regions of Europe have trends near 0. This may be due to the fact that, for the future period, the number of summer days remains constant near 0 for the northern parts of Europe (where the threshold temperature of 25°C may be too high to be reached). Meanwhile, for the southern part of the Mediterranean Basin, this phenomenon may be attributed to the fact that the threshold is already surpassed for the entire JJA season. This emphasises the necessity to consider both statistically and physically based extreme indices for a proper assessment.
Regional differences can also be observed for the ‘TX90p’ index. Notably, values are higher for the Mediterranean Basin, consistent with the findings of [6], who assessed the Mediterranean climate change hotspot using CMIP6 projections. These regional differences appear to be greater than those observed for the CMIP6 future trend analysis of the same index (“CMIP6 Climate Projections: evaluating uncertainty in projected changes in extreme temperature indices for the reinsurance sector”).
The boxplots show spatially averaged positive trends over Europe. For the ‘SU’ index, the ensemble median trends reach a value of 1.4 days per decade. For the ‘TX90p’ index, the ensemble median is nearly 5 days per decade. The interquantile range of the ensemble spans from 1.3 to 1.7 days per decade for the ‘SU’ index and from 4.5 to more than 5.2 days per decade for the ‘TX90p’ index. As for the historical analyses, the spatially-averaged trend values are lower than those obtained for the CMIP6 exercise.
What do the results mean for users? Are the biases relevant?
The findings underscore the need for proactive measures to optimise reinsurance protections in the face of projected increases in air temperature extremes for the future period spanning from 2015 to 2099. While all considered models show a positive trend for these indices, the spatial variation in the magnitude of these trends and their uncertainty, quantified by the inter-model spread, underscores the need for careful consideration.
It is also important to point out that the magnitude of the trend is lower than that obtained in another CMIP6 assessment that covers the same period and seasonal aggregation (“CMIP6 Climate Projections: evaluating uncertainty in projected changes in extreme temperature indices for the reinsurance sector”).
Finally, it should also be taken into account the biases of the trend obtained for a CORDEX assessment (“CORDEX Climate Projections: evaluating bias in extreme temperature indices for the reinsurance sector”), which showed an important underestimation for the trend during the historical period (1971-2000).
It is important to note that the results presented are specific to the 9 models chosen, and users should aim to assess as wide a range of models as possible before making a sub-selection.
ℹ️ If you want to know more#
Key resources#
Some key resources and further reading were linked throughout this assessment.
The CDS catalogue entries for the data used were:
CORDEX regional climate model data on single levels (Daily mean - Maximum 2m temperature in the last 24 hours): https://cds.climate.copernicus.eu/datasets/projections-cordex-domains-single-levels?tab=overview
Code libraries used:
C3S EQC custom functions,
c3s_eqc_automatic_quality_control
, prepared by B-Openicclim Python package
References#
[1] Tesselaar, M., Botzen, W.J.W., Aerts, J.C.J.H. (2020). Impacts of Climate Change and Remote Natural Catastrophes on EU Flood Insurance Markets: An Analysis of Soft and Hard Reinsurance Markets for Flood Coverage. Atmosphere 2020, 11, 146. https://doi.org/10.3390/atmos11020146
[2] Rädler, A. T. (2022). Invited perspectives: how does climate change affect the risk of natural hazards? Challenges and step changes from the reinsurance perspective. Nat. Hazards Earth Syst. Sci., 22, 659–664. https://doi.org/10.5194/nhess-22-659-2022
[3] Vellinga, P., Mills, E., Bowers, L., Berz, G.A., Huq, S., Kozak, L.M., Paultikof, J., Schanzenbacker, B., Shida, S., Soler, G., Benson, C., Bidan, P., Bruce, J.W., Huyck, P.M., Lemcke, G., Peara, A., Radevsky, R., Schoubroeck, C.V., Dlugolecki, A.F. (2001). Insurance and other financial services. In J. J. McCarthy, O. F. Canziani, N. A. Leary, D. J. Dokken, & K. S. White (Eds.), Climate change 2001: impacts, adaptation, and vulnerability. Contribution of working group 2 to the third assessment report of the intergovernmental panel on climate change. (pp. 417-450). Cambridge University Press.
[4] Lemos, M.C. and Rood, R.B. (2010). Climate projections and their impact on policy and practice. WIREs Clim Chg, 1: 670-682. https://doi.org/10.1002/wcc.71
[5] Nissan H, Goddard L, de Perez EC, et al. (2019). On the use and misuse of climate change projections in international development. WIREs Clim Change, 10:e579. https://doi.org/10.1002/wcc.579
[6] Cos, J., Doblas-Reyes, F., Jury, M., Marcos, R., Bretonnière, P.-A., and Samsó, M. (2022). The Mediterranean climate change hotspot in the CMIP5 and CMIP6 projections, Earth Syst. Dynam., 13, 321–340. https://doi.org/10.5194/esd-13-321-2022
[7] Rummukainen, M. (2010). State-of-the-art with regional climate models. WIREs Clim Change, 1: 82-96. https://doi.org/10.1002/wcc.8
[8] Silje Lund Sørland et al. (2018). Bias patterns and climate change signals in GCM-RCM model chains. Environ. Res. Lett. 13 074017. https://doi.org/10.1088/1748-9326/aacc77