Why modeling hurricane frequency drives better ILS investment decisions over vendor models: Schroders Capital’s Hohermuth
25th June 2026A new study, co-authored by Dr. Benjamin Hohermuth of Schroders Capital, alongside researchers from ETH Zurich, MeteoSwiss, and Stanford University, suggests that standard vendor models used by the majority of insurance-linked securities (ILS) managers contain inherent limitations by overlooking changes in hurricane frequency.
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