Supplementary Appendix for “Climate Risk Prediction in the Insurance Industry: A Bilayer Network Analysis Framework Based on Improved GNN”

It provides supplementary statistical information, experimental settings, and robustness analysis results associated with the main text. The appendix consists of five parts: Appendix A presents firm-level risk statistics; Appendix B provides supplementary experimental information, including experimental settings, baseline-model results, results for the multi-relation variant module, and results for the newly introduced modules; Appendix C reports ablation-study results; Appendix D presents temporal generalization and single-year supplementary results; and Appendix E reports robustness-test results.This supplementary appendix is associated with the underlying dataset entitled “A Dataset for Climate Risk Prediction of U.S. Listed Insurance Companies (2000–2023) with Dual-Layer Network Structures and GNN Implementation”, which has been published in Science Data Bank (ScienceDB), with DOI: 10.57760/sciencedb.j00214.00183 and CSTR: 31253.11.sciencedb.j00214.00183.The file uploaded in this record is a supplementary appendix in PDF format, containing supplementary tables and figures that support the discussions of model settings, parameter traversal, ablation experiments, temporal generalization analyses, and robustness analyses in the associated article.