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A SQUARE

An insurance linked securities fund

Wednesday, August 20, 2008
Allocation bias is portfolio based securitisations - where frequency and not severity is the value driver.

A SQUARE :: 20Aug08 An insurance linked securities fund
Category Insurance
Faculty Dirk Lohmann
Expertise Insurance Linked Securities
Author Sona Blessing
Faculty Name
Analyses the entire investable insurance risk universe for “best-fit” portfolio structuring -
unrestricted by geography or type of perils, such as
• non-life related risks:
i. natural perils: earthquake, flood, hail, wind or weather related risks
ii. other events of catastrophic magnitude: aviation, property, workers compensation, industrial
accident, satellite, marine and offshore energy
iii. other: motor, householders, general liability, accident, crop insurance
• life related risks: mortality and longevity risk, embedded value transactions, reserve financing
and life settlements.
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