Aktüerler İklim Endeksi: Türkiye için Bir Uygulama

Year 2022, Volume: 12 Issue: 2, 14 - 25, 15.12.2022

Ezgi Nevruz , Raif Yakup Atıcı , Kasirga Yildirak

Abstract

Bu makalenin amacı, ekstrem hava ve deniz seviyesi değişikliklerinin bir ölçüsü olan Aktüerler İklim İndeksinin (AİE) için bir Türkiye uygulamasını önermektir. Endeks, iklim değişikliğinin neden olduğu risklerle çalışan bilim insanlarına, uygulayıcılara ve politika yapıcılara, bu risklerin finansal etkilerini analiz etmelerinde yardımcı olmak için periyodik olarak veri ve bilgi sağlamaktadır. Bu amaçla, standart veri tabanlarından elde edilen verileri kullanarak Ankara ili için AİE hesaplanmıştır. Bu makalede önerilen uygulama tüm ülke kapsamına genişletildiğinde, önerilen hesaplama ilk olarak Kanada’da ve ABD’de geliştirilen AİE’lerinin devamı olan Avrupa AİE’de yer alan tüm Avrupa ülkelerine ek olarak Türkiye’nin de dahil olmasına yardımcı olacaktır.

Keywords

Ekstrem Hava Riskleri, Eşik Değer, İklim Değişikliği, Referans Periyodu, Standartlaştırılmış Anomali, Sürdürülebilirlik

Actuaries Climate Index: An Application for Turkey

Abstract

The aim of this paper is to propose a Turkish application of the Actuaries Climate Index (ACI), which is a measure of changes in extreme weather and sea levels. The index periodically provides data and information to scientists, practitioners and policy makers working with the risks caused by climate change in order to help them analyze the financial effects of these risks. For this aim, we calculate ACI for Ankara province using data obtained from standard databases. When the application suggested in this article is extended to the entire country, the recommended calculation will help the involvement of Turkey in addition to all European countries included in the European ACI, which is the continuation of the ACIs developed primarily in Canada and the USA.

Keywords

Climate Change, Extreme Weather Risks, Threshold, Reference Period, Standardized Anomaly, Sustainability

References

• ACI (2018), Actuaries Climate Index: Development and Design, the American Academy of Actuaries, the Canadian Institute of Actuaries, the Casualty Actuarial Society, and the Society of Actuaries, Available online: https://actuariesclimateindex.org/wp-content/uploads/2019/05/ACI.DevDes.2.20.pdf (accessed on 21 October 2022).
• AACI (2018), Design Documentation: Australian Actuaries Climate Index, November 2018, Available online: https://actuaries.logicaldoc.cloud/download-ticket?ticketId=52034b4d-5c50-4bff-b4d7-05e084d2fc42 (accessed on 21 October 2022).
• Brüggemann, R. and Patil, G. P. (2010). Multicriteria Prioritization and Partial Order in Environmental Sciences. Environmental and Ecological Statistics, 17(4), 383-410.
• Brüggemann, R. and Patil, G. P. (2011). Ranking and Prioritization for Multi-Indicator Systems: Introduction to Partial Order Applications. Springer Science & Business Media.
• Carriquiry, M. A. and Osgood, D. E. (2012). Index Insurance, Probabilistic Climate Forecasts, and Production. Journal of Risk and Insurance, 79(1), 287-300.
• Curry, C. L. (2015). Extension of the Actuaries Climate Index to the UK and Europe: A Feasible Study, Institute and Faculty of Actuaries, December 2015.
• Hansen, J., Sato, M., Glascoe, J. and Ruedy, R. (1998). A Common-Sense Climate Index: Is Climate Changing Noticeably?. Proceedings of the National Academy of Sciences, 95(8), 4113-4120.
• Jiang, R. and Weng, C. (2019). Climate Change Risk and Agriculture-Related Stocks. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3506311.
• Kotnala, R., Jain, S. and Ankolekar, M. (2018). Introduction to an International Actuarial Climate Index: An Indian Showcase, Institute and Faculty of Actuaries (IFoA) Asia Conference 2018.
• Lohmann, U., Sausen, R., Bengtsson, L., Cubasch, U., Perlwitz, J. and Roeckner, E. (1993). The Köppen Climate Classification as a Diagnostic Tool for General Circulation Models. Climate Research, 3(3):177-193.
• Miljkovic, T., Miljkovic, D. and Maurer, K. (2018). Examining the Impact on Mortality Arising from Climate Change: Important Findings for the Insurance Industry. European Actuarial Journal, 8(2), 363-381.
• Pan, Q., Porth, L. and Li, H. (2022). Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications. Sustainability, 14(11), 6916, 1-24.
• Zhang, X., Hegerl, G., Zwiers, F. W. and Kenyon, J. (2005). Avoiding Inhomogeneity in Percentile-Based Indices of Temperature Extremes. Journal of Climate, 18(11), 1641-1651.