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Turkey Earthquake Risk Model. Financing the Risks of Natural Disasters World Bank Washington, DC , June 2-3, 2003 Dennis E. Kuzak Senior Vice President, EQECAT, Inc. Overall Model Components. Turkish Census and building stock data, plus TCIP information.

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## Turkey Earthquake Risk Model

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**Turkey Earthquake Risk Model**Financing the Risks of Natural Disasters World Bank Washington, DC , June 2-3, 2003 Dennis E. Kuzak Senior Vice President, EQECAT, Inc**Overall Model Components**Turkish Census and building stock data, plus TCIP information Portfolio of Insured TCIP Exposures Professor Erdik, USGS Research Papers, historical catalogs Seismotectonic Model - fault/source locations, magnitudes, frequencies Attenuation Functions,Local Soil Conditions Seismic Hazard - Ground Shaking Historical Building Performance, Engineering Analysis, Turkish construction practices Vulnerability Policy Deductibles, Limits Damage and Financial Loss**Seismic Hazard Modeling Methodology**The location, size, and frequency of rare catastrophic earthquakes and their associated ground shaking are modeled using a Probabilistic Seismic Hazard Analysis (PSHA), which is composed of the following elements: • Source zonation model (location) • Recurrence model (size and frequency) • Ground motion model (ground shaking) • Hazard curve (ground shaking vs. probability) • Soil model (ground shaking amplification)**Earthquakes in Turkey, 1904-1992**Legend: M 5.0-5.9 (purple); M 6.0-6.9 (blue); M 7.0+ (red)**Earthquake Sources of Turkey**White Source: Erdik et al. (1999), “Assessment of earthquake hazard in Turkey and neighboring regions,” Annali di Geofisica, Vol. 42, pp. 1125-1138.**Seismic Hazard Map of Turkey**PGA (g) with a 10% Probability of Exceedance in 50 Years (475-year Return Period) on soft rock Black Sea Istanbul Ankara Sea Mediterranean Source: Erdik et al. (1999), “Assessment of earthquake hazard in Turkey and neighboring regions,” Annali di Geofisica, Vol. 42, pp. 1125-1138. White**EQECAT Source Zonation Model**• Basic area-source model from Erdik et al. (1999) • Large characteristic earthquakes (M 6.5): • North Anatolian Fault (NAF) • Northern NAF (NNAF; Marmara Sea) • Southern NAF (SNAF; south of Marmara Sea) • Distributed faulting on NNAF and SNAF • Smaller earthquakes included as NAF, NNAF and SNAF background seismicity zones**Marmara Sea Region**NNAF NAF SNAF**North Anatolian Fault System (NAF)**• Potentially the largest contributor to seismic hazard in Istanbul and northwestern Turkey • Ruptures in a sequence of large earthquakes • Previously known rupture sequences occurred in 967-1050 and 1254-1784 • Latest sequence began in 1939 and is still in progress • Latest events in current sequence are the 1999M 7.4 Izmit and M 7.2 Duzce earthquakes • Next event in sequence is likely to be in Marmara Sea (Yalova and/or Prince’s Islands Faults?)**Rupture History of the NAF to 1992**Note: Mean repeat time is now estimated to be 225 years east of NNAF/SNAF split and 280 years west of this split (Stein, personal comm., 2000; Parsons et al., 2000)**EQECAT Recurrence Model**• Area and background sources • Fault sources: • North Anatolian Fault (NAF) • Northern NAF (NNAF; Marmara Sea) • Southern NAF (SNAF; south of Marmara Sea)**Recurrence: Area and Background Sources**• Earthquake catalog from regional sources: • All magnitudes converted to moment magnitude • Foreshocks, aftershocks and swarms removed • Corrected for incompleteness • Exponential (Gutenberg-Richter) recurrence law • Maximum magnitude from seismicity/tectonics**Recurrence: Fault Sources**• Characteristic earthquake recurrence law • Recurrence rates from previous historic events • Magnitudes on NAF from last historic event • Magnitudes on NNAF from length/historic events • Magnitudes on SNAF from largest historic event • Time-dependent probability on NAF and NNAF**EQECAT Time-Dependent Model**Definition of Time-Dependent Probability Time-dependent probability is the conditional probability that an earthquake will occur on a fault within some specified period of time in the future (i.e., 2000 to 2030), given that a similar earthquake has occurred on this fault at some known time in the past**Causes of Time-Dependent Behavior**• Secular stress increase due to long-term strain accumulation • Permanent stress increase or decrease due to stress interaction from an earthquake on a nearby fault • Transient stress increase or decrease due to stress interaction from an earthquake on a nearby fault (decays with time)**Time-Dependence from Secular StressLognormal Probability**Model PARAMETERS Te = Elapsed TimeT = Exposure Period A B Conditional Probability = A/(A + B) Last Earthquake Note: We use recurrence intervals of 225 years east of NNAF/SNAF split and 280 years west of split; exposure period of 1 year; elapsed time from last historic event**Time-Dependence from Secular StrainSensitivity to Total**Variability Note: We use = 0.5**Time-Dependence from Fault InteractionTransient Stress for**NAF Source: Parsons et al. (2000)**Time-Dependence from Fault InteractionProgressive Effect**of1939-1992 Earthquake Sequence Source: Stein et al. (1997)**Time-Dependence from Fault InteractionEffect of 1999**Izmit Earthquake Source: Parsons et al. (2000)**Time-Dependence from All EffectsFaults within 50 km of**Istanbul Source: Parsons et al. (2000); Our results give 50% smaller probability**Time-Dependence from All EffectsIstanbul**Earthquake Probabilities of M 7 for Faults within 50 km of Istanbul Beginning in May 2000 (Interaction includes Secular and Interaction Stress Effects) Note: 30-year time-averaged (Poisson) probability is 20 10% Source: Parsons et al. (2000); Our results give 50% smaller 1-year combined probabilities**EQECAT Ground Motion Model**• Four attenuation relationships for shallow crustal earthquakes: • Abrahamson and Silva (1997) • Boore et al. (1997) • Campbell (1997) • Sadigh et al. (1997) • One attenuation relationship for subduction earthquakes: • Youngs et al. (1997) • 1999 Izmit earthquake validation**PGA Estimate for 1999 Izmit Event**Note: PGA in g; Values are consistent with limited strong-motion recordings**EQECAT Soil Model**• NEHRP soil classifications (A-E) were derived from a 1:500,000-scale geologic map of Turkey • Correlation with geology was based on extensive studies relating shear-wave velocity and geologic units in California • PGA amplification factors were based on empirical and theoretical studies relating shear-wave velocity and amplification**EQECAT Hazard Results**• Seismic hazard curves: • Istanbul (Bakirkoy) • Izmit • Ankara • Seismic hazard maps: • All of Turkey • Marmara Sea Region**Seismic Hazard Curves**• Lowest hazard in Ankara, located in more stable central region of Turkey • Hazard in Izmit is approximately the same as that in Istanbul (Bakirkoy) because: • Time-dependent probability effects have increased hazard in Istanbul • Time-dependent probability effects have decreased hazard in Izmit Soft Rock**PGA (g)**0.05 - 0.10 0.10 - 0.15 0.15 - 0.20 0.20 - 0.25 0.25 - 0.30 0.30 - 0.35 0.35 - 0.40 0.40 - 0.45 0.45 - 0.50 0.50 - 0.55 0.55 - 0.60 0.60 - 0.65 0.65 - 0.70 0.70 - 0.75 0.75 - 0.80 0.80 - 0.85 0.85 - 0.90 Seismic Hazard Map for Turkey PGA with 10% Probability of Exceedance in 50 Years (475-year Return Period) Soft Rock**PGA (g)**0.05 - 0.10 0.10 - 0.15 0.15 - 0.20 0.20 - 0.25 0.25 - 0.30 0.30 - 0.35 0.35 - 0.40 0.40 - 0.45 0.45 - 0.50 0.50 - 0.55 0.55 - 0.60 0.60 - 0.65 0.65 - 0.70 0.70 - 0.75 0.75 - 0.80 0.80 - 0.85 0.85 - 0.90 Seismic Hazard Map for Marmara Sea PGA with 10% Probability of Exceedance in 50 Years (475-year Return Period) Soft Rock**Building Vulnerability**• Good building codes- poor construction practices • Non ductile concrete frames, soft story • Limited/No claims data for residential multi-family • EQECAT approach- use aggregate residential damage data from Izmit, select damage curve consistent with Izmit data.**Summary**• Turkish Model incorporates current research on time-dependent studies of North Anatolian Fault • Raises hazard in Istanbul • Lowers hazard east of Izmit epicenter • Recognizes uncertainty in NAF location in the Marmara Sea • Incorporates poor building practices into vulnerability assumptions • Fully probabilistic damage and loss model consistent with other EQECAT earthquake models for the US, Japan, Taiwan, etc.**TCIP RISK ANALYSIS RESULTS**Portfolio exposures estimated as of 31-10-2002 Estimated Annual Damage = .138% (1.38 per mill)

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