| Summary: | We define 'grey swan' tropical cyclones as high-impact storms that would not be predicted based on history but may be foreseeable using physical knowledge together with historical data. Here we apply a climatological-hydrodynamic method to estimate grey swan tropical cyclone storm surge threat for three highly vulnerable coastal regions. We identify a potentially large risk in the Persian Gulf, where tropical cyclones have never been recorded, and larger-than-expected threats in Cairns, Australia, and Tampa, Florida. Grey swan tropical cyclones striking Tampa, Cairns and Dubai can generate storm surges of about 6 m, 5.7 m and 4 m, respectively, with estimated annual exceedance probabilities of about 1/10,000. With climate change, these probabilities can increase significantly over the twenty-first century (to 1/3,100-1/1,100 in the middle and 1/2,500-1/700 towards the end of the century for Tampa). Worse grey swan tropical cyclones, inducing surges exceeding 11 m in Tampa and 7 m in Dubai, are also revealed with non-negligible probabilities, especially towards the end of the century.
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