Journal Natural Hazards Research Miscellaneous

A duration-dependent flood depth-damage function calibrated using FEMA NFIP claims from three U.S. hurricanes

Ivan Novikov, Nikita Lazarichev, Denis Ayvazov, Aleksandr Popov, Yuriy Dorn, Roman Sultimov, Aleksandr Volkov, Andrei Osiptsov, Yury Maximov

Paper

Standard depth-damage functions used in climate risk assessment — including those underpinning CLIMADA and JRC impact models — treat flood damage as an instantaneous function of water depth, ignoring the duration of inundation.

We extend the generalised logistic (Richards) function with duration-dependent parameters and calibrate it on 317,943 insurance claims from the FEMA National Flood Insurance Program, spanning three major US hurricanes: Sandy (2012, ~36 h), Harvey (2017, ~288 h), and Katrina (2005, ~120 h). To bridge residential calibration to non-residential assets, we introduce a sector adjustment multiplier κ\kappa, calibrated on 82,650 NFIP claims grouped by building stories and coverage, combined with coverage-gradient extrapolation to corporate scale.

Prolonged flooding increases the structural damage factor 2.6× at the same water depth; this effect operates exclusively through a shift of the curve’s inflection point (λ=0.46\lambda = 0.46), while the fundamental shape remains universal across events. The model reduces mean absolute error by about 50% relative to standard curves and achieves Spearman ρ=0.949\rho = 0.949 (p<0.001p < 0.001) against actual financial damage at 301 ZIP codes. Out-of-sample validation on 24 companies across six flood events yields a median predicted-to-actual ratio of 0.90× (23/24 within 0.4–2.5×), with no loss disclosures entering calibration.

Duration is a first-order determinant that existing vulnerability frameworks systematically miss. We demonstrate the full pipeline on Archer Daniels Midland’s 12 flood-exposed Midwest facilities, producing facility-level damage estimates with duration effects, CapEx/OpEx decomposition, and offsets. The framework translates physical damage into shifts in probability of default via the interest coverage ratio approach, enabling direct integration into banks’ internal credit risk models.