In the face of ongoing climate change, there is a growing need to understand the impacts of extreme events and their projected changes to shape appropriate mitigation and adaptation strategies. Unfortunately there is often a large gap between projecting the physical hazard of extreme events and quantitatively projecting their impacts. In this presentation, I will describe two projects exploring capability and limitations of projecting impacts of extreme events. The first project seeks to develop open-source methods for estimating economic risks from tropical cyclones in lower income nations. I will discuss our tropical cyclone risk model for the Philippines, developed in collaboration with World Bank economists, with a particular focus on challenges in quantifying vulnerability. The second project examines ongoing debates in the health literature that limit confident projection of health impacts from extreme heat. I will outline competing views of physiologists versus epidemiologists regarding the role of humidity in heat-health outcomes, and discuss why resolving this debate is critical for robust projection of climate change impacts. Overall, I hope to demonstrate the importance of robust interdisciplinary collaboration, especially between climate scientists and health/social scientists, in projecting impacts from extreme events with climate change.