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insurance derivatives


Shanghai Insurance Exchange could launch within days

8th June 2016

The anticipated Shanghai Insurance Exchange could launch as early as this weekend, according to reports in Chinese news media. While product specifics remain private, reports suggest the exchange will facilitate insurance derivatives and other forms of risk securitization at some stage.

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HURLOs want to bring hurricane hedging to everyone

27th August 2010

Remember HURLOs? Hurricane Risk Landfall Options? They were launched in October 2008 by Weather Risk Solutions, LLC (WRS) and promised a mutualized marketplace for hurricane options (our previous coverage here and here). To date they’ve been dabbled with by investment professionals but we haven’t heard a great deal more until today.

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Axis Capital expecting $136m loss from longevity risk derivative

16th October 2009

Axis Capital, the Bermudian reinsurer, has announced in its preliminary third-quarter results that it expects to lose around $136m due to a longevity risk derivative contract. The final loss will be unveiled in the reinsurers official third-quarter results filing. The derivative contract doesn’t expire until 2017 but Axis will have to carry those losses on […]

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HuRLOs promise a mutualized marketplace for hurricane options

7th October 2008

A very interesting new hurricane risk instrument has come to light today in a press release from Weather Risk Solutions, LLC (WRS). The full press release is available here. HuRLOs are Hurricane Risk Landfall Options, a new derivative product devised by WRS which will begin trading on October 7th using their electronic trading platform and […]

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Indian market moving towards catastrophe derivatives and bonds

8th September 2008

India has long been at the forefront of weather risk protection with ICICI Lombard leading the way with it’s monsoon rainfall protection policies for local farmers. Now they have said that they intend to bring out catastrophe products for farmers as well to help protect them from other natural hazards such as floods. This could […]

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Gustav causing increased interest in catastrophe options

29th August 2008

Gustav is still traversing the Caribbean this morning. Jamaica bore the brunt of it’s near hurricane force winds a few hours ago and the Caymans are next in it’s path. Interest in catastrophe options such as cat-in-a-box deals has risen considerably with offshore oil platform owners getting nervous and checking out the potential pricing of […]

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Hurricane Gustav update, and an intro to Tropical Storm Hanna

28th August 2008

Hurricane Gustav is currently not a hurricane, the storm was downgraded to a tropical storm after stalling over Haiti which took more power out of it than was originally expected. The time spent over Haiti has also moved the track of Gustav and he’s now heading straight for Jamaica. Maximum sustained winds are currently around […]

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