A new paper is out in AJCC which finds a long-term increase of cyclones of the Mascarene Islands based on historical records (Garnier and Desarthe, 2013).
It looks pretty dramatic, While there are caveats with this type of data (see paper). I believe it is clear that there is a real trend in this data.
I have looked at hurricane surge records from the atlantic. It would be fun to look at long records from the indian ocean as well.