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Complete Listing of Publications With Most Recent Article First
The Loss File – WYSIWYG

The Loss File – WYSIWYG

March 1, 2013


By: Morton N. Lane, President

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Quarterly Market Performance Report – Q3 2012

Quarterly Market Performance Report, Q3 2012

September 30, 2012


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Quarterly Market Performance Report – Q4 2012

Quarterly Market Performance Report – Q4 2012

December 31, 2012


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Quarterly Market Performance Report, Q2 2012

Quarterly Market Performance Report, Q2 2012

June 30, 2012


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Plus ηa change,…Live Cats and the Titanic

“Iceberg, dead ahead” was the call at 10:25 pm, April 14, 1912. It was an immediate reality. A few hours later, at 2:20 on the morning of April 15, the Titanic sunk. Shortly after the collision, the Titanic wireless operator got off a radio telegraph SOS (one of the earliest uses of the SOS code) to the RMS Carpathia who retransmitted directly. The news of the iceberg collision was received in New York at 1:00 am. The message was met with incredulity and disbelief. Only one newspaper, the New York Times, published it as real and suffered the indignity of doubt until many hours later when other cables confirmed both the collision and the sinking.

April 15, 2012


By: Morton N. Lane, President

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More Return; More Risk; Annual Review for the Four Quarters, Q2 2011 to Q1 2012

More Return; More Risk; Annual Review for the Four Quarters, Q2 2011 to Q1 2012

 

March 31, 2012


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Quarterly Market Performance Report – Q4 2011

Quarterly Market Performance Report – Q4 2011

 

December 31, 2011


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Return Index Methodology

December 31, 2011


By: Morton N. Lane, President

This paper presents the methodology that we use in calculating the Lane Financial Insurance Return Index and the additional indices and calculations included in our regular quarterly updates. Section I provides a description of the Return Indices Calculated, Section II describes Return Indices Calculations and Section III describes Price Index Calculations and Composition.

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Exploring the Isles ILS

October 14, 2011


By: Morton N. Lane, President

Investigating the Securities Sea in recent years has led many to look for alternative investments. They have gone exploring in the Alternative Ocean, so to speak. They are looking for opportunities which provide acceptable returns that are uncorrelated with the movements in their main investment markets – common equity and corporate bonds. Real alternative investments are hard to find. They are not in abundant supply. The largest groups of alternatives are notinvestments themselves but methods of trading – via hedge funds, special algorithms, insights and high frequency procedures. Ideally these work whether or not the underlying market is moving up or down.

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Tail Tales, or Shifts in Market Price and Risk in a Volatile Year

October 14, 2011

By: Morton N. Lane, President

2011 has not been the worst loss year ever. Nor has it been the year with the biggest single loss. But it might be the one with the greatest variety of losses. Consider, between February and the end of the third quarter there have been losses from New Zealand earthquakes (two), a massive Japan earthquake and tsunami, a huge number of tornadic losses in Joplin, Tuscaloosa and throughout the Midwest, an earthquake in Virginia and a northeast hurricane (Irene). Through it all the ILS market shifted and adjusted in price. This short note is record of those shifts. However, the intent is more than just recording price shifts; we also hope to see how risk appetites also shift and change – or, conversely, how stable the risk appetite is.

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