Depends on local hazards. Here in Western Europe the main worries are rising sea levels, floods, water scarcity, and hot weather.

... So basically don't live too close to sea level (or hope the government will get real good at building dykes), become a homeowner and insulate as much as you can. At that point heat pumps and a solar setup should be enough to take the load off extreme weather events even if the economy goes to shit.

If you can't own your own home... well there's little you can do besides hope that rent remains affordable and that maybe sometime down the road enough people die that landlords are legally forced to insulate their properties (here in the EU some countries already freeze rent for badly insulated properties, but that was basically a reaction to the fear of freezing to death due to gas shortages...).

For other weather hazards like wildfires, tornadoes, and hurricanes... IDFK. There's some ways to protect your property, like fire breaks, tornado shelters, etc. but of course little incentive for slumlords to make an effort there either.