Abstract. Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded
in the Central England Temperature record, or more recently the winter of
2010/11, have significant consequences for the society and economy. This
paper assesses the probability of such extreme cold weather across the United
Kingdom (UK), as part of a probabilistic catastrophe model for insured losses
caused by the bursting of pipes. A statistical model is developed in order to
model the extremes of the Air Freezing Index (AFI), which is a common measure
of the magnitude and duration of freezing temperatures. A novel approach in
the modelling of the spatial dependence of the hazard has been followed which
takes advantage of the vine copula methodology. The method allows complex
dependencies to be modelled, especially between the tails of the AFI
distributions, which is important to assess the extreme behaviour of such
events. The influence of the North Atlantic Oscillation and of anthropogenic
climate change on the frequency of UK cold winters has also been taken into
account. According to the model, the occurrence of extreme cold events, such
as the 1962/63 winter, has decreased approximately 2 times during the course
of the 20th century as a result of anthropogenic climate change. Furthermore,
the model predicts that such an event is expected to become more uncommon,
about 2 times less frequent, by the year 2030. Extreme cold spells in the UK
have been found to be heavily modulated by the North Atlantic Oscillation
(NAO) as well. A cold event is estimated to be ≈3–4 times more
likely to occur during its negative phase than its positive phase. However,
considerable uncertainty exists in these results, owing mainly to the short
record length and the large interannual variability of the AFI.
The North Atlantic Oscillation signal in a regional climate simulation for the European region
