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Return Periods of Continental U.S. Hurricanes

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  • 1 Standard & Poor’s, New York, New York
  • | 2 Department of Mathematical Sciences, Clemson University, Clemson, South Carolina
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Abstract

This note estimates return periods of Atlantic basin hurricanes striking the continental United States. With Hurricane Katrina fresh on the public’s mind, there is considerable interest in this topic. The return periods are estimated from historical data from the 1900 to 2006 period via extreme value methods and Poisson regression techniques. Despite the recent active 2004 and 2005 hurricane seasons, the authors do not find evidence of an increasing trend in hurricane strike frequencies.

Corresponding author address: Francis Parisi, Standard & Poor’s, Structured Finance Research, 55 Water St., New York, NY 10041-0003. Email: francis_parisi@sandp.com

Abstract

This note estimates return periods of Atlantic basin hurricanes striking the continental United States. With Hurricane Katrina fresh on the public’s mind, there is considerable interest in this topic. The return periods are estimated from historical data from the 1900 to 2006 period via extreme value methods and Poisson regression techniques. Despite the recent active 2004 and 2005 hurricane seasons, the authors do not find evidence of an increasing trend in hurricane strike frequencies.

Corresponding author address: Francis Parisi, Standard & Poor’s, Structured Finance Research, 55 Water St., New York, NY 10041-0003. Email: francis_parisi@sandp.com

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