Wed, May 27, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

How do models for natural catastrophes differ from those for terrorism catastrophes?

Wednesday, September 05, 2007
The framework used to model terrorism risk is similar to that of natural catastrophes..

A SQUARE :: 05Sep07 How do models for natural catastrophes differ from those for terrorism catastrophes?
Category Insurance
Faculty Peter Ulrich
Expertise Insurance Special
Author Sona Blessing
Faculty Name
A common misconception is that there is very little data with which to build a US terrorism model due to the fact there have only two major successful jihadist attacks on US soil (1993 World Trade Center bombing and the 9/11 attacks). However, RMS has collected a significant body of data for use in building a terrorism model for the US.
Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Insurance

[11Jun12] [Insurance] Investing in life settlements
Market update and performance of life ILS funds

Download

[10May12] [Insurance] ILS market update
Industry analysts say 'good time to invest in ILS'

Download

[26Sep11] [Insurance] A SQUARE 26 Sep 2011
Investing in insurance-linked securities - The Solidum Cat Bond Fund

Download

[29Apr11] [Insurance] A SQUARE 29 Apr 2011
A new study analyzing performance and risk of open-end life settlement funds

Download

[06Jan11] [Insurance] A SQUARE 06 Jan 2011
Insurance-linked securities

Download

[08Nov10] [Insurance] A SQUARE 08 Nov 2010
Investing in traded life policies

Download

[25Aug10] [Insurance] A SQUARE 25 Aug 2010
Catastrophe bonds

Download

[23Apr10] [Insurance] The catastrophe market – A Q&A with Nebula Capital Management's Aleem Mawji
Instruments, trends and innovation on the market for catastrophe reinsurance

Download

[08Mar10] [Insurance] UK promises huge opportunities for longevity swaps market
A Q&A with Centurion Fund Managers

Download

[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - I
Extreme mortality bonds are really designed for extreme events. So far nothing came even close to paying out.

Download

[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - II
Only mortality risk has been securitised and all health risk still remains within the insurance sector.

Download

[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - III
The current Mexican swine flu crisis is the first major excess mortality threat since SARS in 2003, and may motivate further excess

Download

[07Dec08] [Insurance] Insights on what makes the valuation of life settlements complex
For a single policy, longevity reduces the return significantly.

Download

[04Nov08] [Insurance] High frequency, low severity insurance led investing
In fact, the AXA motor offering is a phenomenon - for such publicly investable opportunities are few and far between

Download

[12Sep08] [Insurance] A fund that implements diversified strategies focused on investing in longevity/mortality risk
Expertise and experience in premium financing as well as in re-insurance

Download

[20Aug08] [Insurance] An insurance linked securities fund
Allocation bias is portfolio based securitisations - where frequency and not severity is the value driver

Download

[31Jul08] [Insurance] A Diversified CAT Bond Fund
An early participant in cat bond investing - experience and expertise

Download

[17Jul08] [Insurance] New risks being considered for securitisation & more ...
Some players in the industry are also exploring the potential securitisation of casualty risks – specific classes of liability exposure.

Download

[13Feb08] [Insurance] Marine/cargo insurance risk - prospects of securitisation
We have seen marine in some capital markets quota share deals (a.k.a. sidecars).

Download

[31Jan08] [Insurance] An Insurance Event Linked Securities Fund
Structural independence to equity, bond and non-traditional markets

Download

[21Nov07] [Insurance] A Cat Bond Fund
Fund invests in insurance linked securities essentially in the form of bonds

Download

[24Oct07] [Insurance] An investment manager that specialises in catastrophe reinsurance and weather risk
Active in the space for over a decade, we recognised that there was a gap between the two capital markets: institutional investors seeking non-correlated returns and insurance markets seeking additional risk capacity.

Download

[19Sep07] [Insurance] H21 ILS Opportunities Ltd.
The fund invests in a diversified portfolio of instruments linked to insurance risks (life and non life)

Download

[05Sep07] [Insurance] Innovative modelling from RMS' perspective
We encourage clients to understand model sensitivity by making it possible to explore how to test assumptions around the severity and frequency of events.

Download

[05Sep07] [Insurance] Transferring catastrophe risk to capital markets
Transferring catastrophe risk to the capital markets is conceptually similar to transferring credit risk through credit-linked securities. Yet,...

Download

[31Jul07] [Insurance] Horizon Fund
Access to to cat bonds, life and non life insurance securitisations and weather derivatives via a fund structure

Download

[23May07] [Insurance] Securis I Fund
The fund invests primarily in assets which carry exposure to insurance risk, in particular, insurance-linked securities (ILS). The returns arise from receipt of cash flows over time.

Download

[10May07] [Insurance] Securitisation - Non Life Risks
Investor appetite for insurance linked securities (ILS) continues to grow since they bear little to no correlation with the defaults of most other securities, and therefore offer greater diversification in an investment portfolio

Download
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  2. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  3. Institutions - Institutional investors turn to real estate, planes, Assets at Boston’s five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  4. Opalesque Exclusive: BMO launches multi-strat '40 act fund[more]

    Bailey McCann, Opalesque New York: As we reach new market highs, investors are looking for a way to diversify and protect their portfolios from a potential market correction. Liquid alternatives are rapidly gaining ground as a critical tool for investors to use to mitigate downside risk. The BMO

  5. All hedge fund strategies rebounded last week as market conditions normalize[more]

    Komfie Manalo, Opalesque Asia: After a difficult start this month, all hedge fund strategies ended last week in positive territory, as the Lyxor Hedge Fund Index gained 0.9% (-0.2% MTD, 3.3% YTD). According to Lyxor AM’s latest Weekly Briefing, in t

banner