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This article describes a study approach of winter multi-hazards and assessment of their impact on shores, coastal infrastructure and hydraulic structures in the closed water bodies on an example of the Caspian Sea. The whole approach is divided into four main stages. The first stage is devoted to the analysis of existing criteria for hazardous natural phenomena. The second stage is devoted to the reconstruction (hidcasting) of winter multi-hazards. At the third stage, the classification of winter periods depending...