Event details

31 October 2008
09:00 - 18:00

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)


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)

Event details

31 October 2008
09:00 - 18:00

Event details

Date: 31 October 2008
Time: 09:00 - 18:00