In article the content of "climate risk" as risk is specified, the emergence of which is caused by human activity, which leads to pollution, resulting from industrial activity and other sources that greenhouse gases (carbon dioxide) which are capable to absorb a range of infrared radiation generate and, as a result, predetermine warming of the global atmosphere that brings to change of structure of the world atmosphere and adds natural climate instability during the certain periods of time. Due to results of the research, the theoretical generalization and author's solutions of a scientific task are offered, which appear in the development of scientific and methodical approaches and justification of practical recommendations about modernization of activity of insurance companies and reinsurers in the conditions of risks, generated by global climate changes.