Tail dependence of surge height and wind speed along the Dutch coast for storm clusters from large simulated datasets

Abstract This study explores the statistical dependence between wind speed and surge height along the Dutch coast using a large synthetic dataset. Storms were clustered based on wind direction, tidal offset, wind rotation, tidal peak, surge and wind exceedance duration, resulting in 16 clusters per wind direction and per location. Apart from wind direction, comparing clusters revealed a limited impact of clustering based on these storm characteristics on the choice of the best-fitting copula model, suggesting sub-clustering may not be necessary for accurately representing the statistical dependence between extreme wind speeds and surge heights. The BB8 copula generally provided the best fit to the data. However, the observed upper tail dependence did not decrease to zero, particularly for western to northern wind directions, indicating non-negligible dependence in joint extremes of wind speed and surge height. Therefore, applying the BB8 copula (or any other copula model without upper tail dependence) may lead to underestimation of the flood risk, when applied in probabilistic analyses. The findings from this study provide valuable insights for refining hydraulic load models for reliability assessments and design of flood defenses.