Insight and Intelligence on (Re)insurance Convergence with the Capital Markets

23 April 2018

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ILS choice of hurricane model currency questioned

16 December 2016

Sensitivity-case hurricane risk modelling has become the ILS market's standard currency, but would shifting to the base-case scenarios provide greater stability for investors and underwriters?

This was the viewpoint put forward by Nathaniel Nussbaum, Deutsche Bank's vice president of insurance debt capital, at the Convergence conference in Bermuda last month.

Nussbaum noted that some investors believe hurricane risk models underestimate the (re)insurance industry's vulnerability to losses, which can create a preference for using the more conservative figures built into sensitivity...

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Share: This article was published as part of issue December 2016/1

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