Mika, I've known rose enthusiasts in this area who place cages around the plants in fall and fill them with straw or leaves to protect the canes during winter. That was back in the early 80s when most of the roses readily available to gardeners were hybrid teas, floribundas, grandifloras, and climbers. These days there are a lot more winter hardy options available.
I remember literature on rose culture recommending that climbers should be detached from their support, laid flat to the ground, and covered with compost or mulch, and similar treatment was recommended for standards. There is just no way I could manage that with a climber!