Event details
Workshop on Investment Opportunities in Insurance-Linked Securities
Date: 31 October 2008
Venue: Imperial College Business School
Organisers: Dr. Robert Kosowski and Dr. Enrico Biffis
Download the programme (PDF), outline of the presentations (PDF) and speaker biographies (PDF)
Presentations
Securitization of Life Settlement Cash Flows, Michael Fasano (Fasano Associates)
Investment and Hedging Opportunities in Mortality Risk Transfers, Guy Coughlan (JP Morgan)
ILS Investments and Portfolio Diversification, Karsten Bromann (Solidum Partners)
Catastrophe Risk Models, Bonds and Derivatives, John Stroughair (Risk Management Solutions)
Using IFEX Event Linked Futures, Robert Miller (Insurance Futures Exchange Services)
Returns from Pension Buy-outs, Jonathan Bloomer (Lucida)
Backtesting of Stochastic Mortality Models, Andrew Cairns (Heriot-Watt University)
Securitizing and Tranching Longevity Exposures, Enrico Biffis (Imperial College London)