Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

Insurance-linked securities (ILS) & securitization

A selection of articles, papers and research on insurance-linked securities, ILS and securitization of insurance and reinsurance risks.

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Catastrophe Insurance Risks: Status of Efforts to Securitize Natural Catastrophe and Terrorism Risk
United States General Accounting Office Sep 2003

Catastrophe Securitization A Multi-Factor Event Study on the Corporate Demand for Risk Management
Terry College of Business, University of Georgia

Why Securitization Matters
Sponsor’s Features, Reactions Nov 1999

Securitization of Catastrophe Risk: New developments in Insurance-Linked Securities (ILS) AND derivitives
Sylvie Bouriaux and Richard MacMinn 2009

Uncertainty in Hurricane Risk Modelling and Implications for Securitization 
Guy Carpenter

Property/Liability Insurance Risk Management and Securitization
Trent R. Vaughn

Catastrophe Risk Securitization: Insurer and Investor Perspectives 
Glenn Meyers and John Kollar, Insurance Services Office, Inc

Insurance Securitization: The Development of a New Asset Class
The College of Insurance, New York 1999

Actuarial and Economic Aspects of Securitization of Risk

Homogenizing Catastrophe Risk
Viewpoint 1997

Securitizing Property Catastrophe Risk
Federal Reserve Bank of New York Aug 1996

Securitization Of Catastrophe Exposure Projected To Grow After Slow Start
Cary Schneider Mar 1997

Uncertainty in Hurricane Risk Modelling and Implications for Securitization 
Guy Carpenter

Preparing for Catastrophe: Can the capital markets save the insurance industry from the next big one? Nov 1998

Securitizing Insurance Risk Jul 1999

Catastrophe Linked Securities
The Mourant Group 1998

Securitizing the Risks of Climate Change. Institutional Innovations in the Insurance of Catastrophic Risks
International Institute for Applied Systems Analysis Dec 1998

Has David Bowie Started a New Era of Celebrity Securitizations?
Mayer Brown Apr 2001

Securitising Insurance Risk through Offshore SPV’s
Voisinlaw & Volaw Mar 2000

The Basis Risk of Catastrophic-Loss Index Securities
The Wharton School May 2000

The Securitizers
IR Magazine Oct 1997

The Economics of Insurance Securitizations Sep 2000

Developments in OTC Derivative Instruments, Cat Bonds, Cat-Linked Swaps & New Securitisation products
Willis May 2000

Current Trends in Risk-Linked Securitizations
Risk Management Magazine 2001

The Insurance Link to Securities
Risk Management Magazine 1999

Optimal catastrophe insurance with multiple catastrophes
University of Geneva, Department of Economics, finance and legal studies Apr 2001

Making the Most of the Capital Markets
Risk Management Magazine 1999

Trends in the Insurance Linked Securities market 
Lane Financial May 2000

Issues related to insurance securitization
Swiss ReInvestors Oct 2000

Securitization of Mortality Risks in Life Annuities
Department of Risk Management and Insurance, Georgia State University Apr 2004

Catastrophic event exposure and the role of insurance linked securities in addressing risk
Department of Risk Management and Insurance, Georgia State University Jan 2003

Managing Risk Using Index-Linked Catastrophic Loss Securities
Department of Risk Management and Insurance, Georgia State University May 2002

The Coming Movement in Life Insurance Securitization
Reinsurance Section News Mar 1999

Catastrophe Index-Linked Securities and Reinsurance as Substitutes
Econstor 2000

Securitization of Life Insurance Assets and Liabilities
The Wharton School Jan 2004

Securitization – New Opportunities for Insurers and Investors
Swiss Re Dec 2006

Comply and Contain: Gaining Solvency II Efficiencies Through ILS 
Guy Carpenter Jul 2008

Artemis Live - ILS and reinsurance video interviews and podcastView all of our Artemis Live video interviews and subscribe to our podcast.

All of our Artemis Live insurance-linked securities (ILS), catastrophe bonds and reinsurance video content and video interviews can be accessed online.

Our Artemis Live podcast can be subscribed to using the typical podcast services providers, including Apple, Google, Spotify and more.

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Leadenhall Capital Partners LLP

GC Securities

Schroders Capital - Insurance-linked securities ILS

Aspen Insurance Holdings


Computershare Corporate Trust

Hiscox ILS (home)

Credit Suisse Insurance Linked Strategies