Climate change is forcing a shift in the characteristics of many natural hazards. Alongside other trends–such as increasing global interdependence, the rate of population and economic growth, and widening social inequalities–the risk from climate-sensitive natural hazards presents an expanding source of danger across the world. Research and practice on climate risk began by establishing standards for assessing hazards and implementing structural solutions to mitigate consequences. The field has evolved since then to include behavioral decision making and the multidimensionality in differences among people and places as determinants of exposure and vulnerability, respectively. These paradigm shifts in selecting factors for climate risk assessment happened alongside developments in modeling divergences between statistical and perceived risk as well as policy and scientific attention towards the distribution of hazards along socioeconomic and demographic lines. This dissertation, Three Essays on Climate Risk, contributes to answering pressing questions in climate risk research. The first essay, ‘Validating Social Vulnerability in Disaster Loss Models’ suggests that climate risk assessments should account for social vulnerability but practice caution since the relative contribution of social indicators varies across climate hazards. In the second essay, ‘Social and Spatial Inequalities in Climate Hazard Distributions,’ we compared multiple inequality metrics to find that exposure heterogeneously varies across metrics by choice of demographic​ and​ geographic partitioning. Researchers should therefore carefully design studies based upon theories of inequality formation and policy relevance. Preliminary results from the third essay, ‘Measuring Climate Risk Perception with Twitter Data,’ indicate that user-generated big data may soon serve as an appropriate supplement to survey data for measuring complex socio-cognitive phenomena. These essays advance climate risk measurement & modeling, unpack geographies of climate risk, and illustrate implications of improving climate risk information.