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Insurance Arb strategies
5 documented Insurance Arb strategies from our reference catalogue of 20,000 — names, logic and sources. Catalogued here, tested honestly, and — usually — buried in the graveyard.
Mortality bondIncome
Bonds linked to mortality rates; pension fund hedge
Source: quantpedia.com
Longevity swapHedge
Pension funds swap longevity risk
Source: quantpedia.com
Cat bond mid-life secondaryBoth
Trade cat bonds in secondary market for liquidity premium
Source: quantpedia.com
Sidecar reinsuranceIncome
Quota-share sidecar partnership with reinsurer
Source: quantpedia.com
ILW (Industry Loss Warranty)Both
Cat bonds tied to industry loss thresholds
Source: quantpedia.com
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.