The Global Risk Map provides useful insight. The map comes from the PSI Global Resilience Project, which is led by Insurance Australia Group (IAG) and was formally launched at a global insurance industry event in New York in June 2015.
ps If you are wondering why the there is a band around Malaysia where there are no cyclones. The explanation is that this is the 'doll-drums' a place with not much wind. Interestingly this is where cyclones are born but they need lateral wind to get fired up.