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AIR & RenRe collaborate on probabilistic casualty risk model

AIR Worldwide and Bermudian reinsurance firm RenaissanceRe are collaborating on the development of what they call the industry's first probabilistic casualty catastrophe risk model, which the pair say will enhance the industry's modeling of long-tail casualty risk.AIR's parent Verisk Analytics announced the acquisition of Arium, an independent company focused on read the full article →

AIR to get casualty risk modelling ability with Arium acquisition

Risk modelling firm AIR Worldwide will benefit from liability and casualty risk modelling abilities after parent company Verisk Analytics announced the acquisition of Arium, an independent company focused on liability risk modeling and decision support.This acquisition is expected to enable AIR to provide risk modelling products and analytics for the read the full article →

Horse Capital ILS to help manage loss ratio volatility: Generali

Assicurazioni Generali sees the successful acquisition of €255 million of fully collateralised reinsurance protection from the capital markets, through the recent Horse Capital I DAC motor third-party liability loss ratio ILS, as an example of capital markets support for its strategic optimisation of its capital allocation.Group Chief Financial Officer Alberto read the full article →

Horse Capital I could open ILS market to new opportunities: Dubinsky, WCMA

Capital market investors were "well placed" to support the recent Horse Capital I DAC motor third-party liability loss ratio ILS, catastrophe bond like transaction, and its successful completion could open the ILS market to new opportunities, according to Bill Dubinsky of WCMA.Willis Capital Markets & Advisory (WCMA), the investment banking read the full article →

Generali’s Horse Capital I motor liability ILS upsizes to €255m

Assicurazioni Generali will secure an upsized €255 million (approx US$266m) of fully collateralised reinsurance cover for motor third-party liability loss ratio deterioration, after its innovative Horse Capital I DAC ILS or catastrophe bond like transaction grew by 42% at pricing.Generali is set to very successfully leverage the catastrophe bond structure read the full article →

Generali targets up to €240m from Horse Capital I motor liability ILS

European insurance giant Assicurazioni Generali is set to upsize its innovative motor third-party liability ILS deal Horse Capital I DAC, as the targeted transaction size has risen from €180m at launch to a new target of between €210m to €240m (US$255m).Generali is seeking to leverage the catastrophe bond structure and read the full article →

Generali in 3rd party motor liability ILS with Horse Capital I DAC

The catastrophe bond and ILS market looks set to see a very rare casualty cat bond type transaction as European insurance giant Assicurazioni Generali seeks a €180m or larger source of motor third-party liability reinsurance protection through a Horse Capital I DAC securitisation.Casualty and liability risks are often discussed by read the full article →

Oortfolio launch to increase liability risk transfer innovation: Praedicat

The launch of Oortfolio™, a liability insurance risk modeling platform from Praedicat, could stimulate innovation in liability insurance risk transfer, such as attracting new capital by enabling it to better quantify liability exposures and even liability catastrophe bonds.Oortfolio has been announced by Praedicat and will offer the industry "an unprecedented read the full article →

Lack of predictive modelling a factor limiting ILS casualty growth

A catalyst for the growth of insurance-linked securities (ILS) in the property catastrophe reinsurance sector is the capabilities of third-party modelling, but a lack of predictive modelling within the casualty arena mitigates entry and impact of a similar scale, according to industry experts.The entry of alternative capital in the global read the full article →

Big data liability catastrophe models to help ILS into casualty risks

A new report published by the Lloyd's of London insurance and reinsurance market concludes that by underpinning liability catastrophe models with big data techniques, opportunities could be found for the ILS market to get more deeply into casualty risks.The topic of how or when the insurance-linked securities (ILS) market and read the full article →