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research report

Climate risk assessment and scenario analysis

ByRobert Lee, Chris Beck, Judith-Anne Brelih, Blake Fleisher, Ryan Huff, and Leighton Hunley
28 February 2023

There is value in a framework that allows a smooth transition from a qualitative assessment to a quantitative analysis as entities mature in their understanding of climate risk. In this report, a case study on climate change impact on home prices is used to illustrate a Bayesian network iterative approach to building a model for scenario analysis.

This report was originally published by the Society of Actuaries. Read the full article here.


About the Author(s)

Robert Lee

Chris Beck

Judith-Anne Brelih

Blake Fleisher

Ryan Huff

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