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Essays and Commentaries
Estimating Prospective ILS Market Returns
– complex vs. simple measures

March 31, 2014

By: Morton N. Lane, President

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Thinking about ILS Portfolio Risk

December 2, 2013

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

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The Loss File – WYSIWYG

The Loss File – WYSIWYG

March 1, 2013


By: Morton N. Lane, President

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Plus ça 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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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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Capital Allocation and Catastrophic Reinsurance Pricing

May 31, 2008


A Report for the World Bank 

Morton Lane Ph. D. President, Lane Financial LLC


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Interview with Morton Lane
Catastrophe Bonds: Sharing the Risk of Natural Disasters, conducted by the Australian School of Business.
 
Commentary on Shifting Profiles

Commentary on Shifting Profiles

June 01, 2010

By: Morton N. Lane, President


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Looking Forward; Looking Back

Looking Forward; Looking Back

January 22, 2010

By: Morton N. Lane, President

Our purpose in this paper is to conduct an in-depth examination of the historical record of ILS investing and to reflect on the implications for future risk and returns.


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It’s a Still Wind that Blows Everyone Some Good

It’s a Still Wind that Blows Everyone Some Good

October 30, 2009

By: Morton N. Lane, President

One month to the official end of the hurricane season (November 30) shows the distinct possibility of a “loss-free” catastrophe year. It’s not over ‘til it’s over, or the fat lady sings, but so far so good. US wind losses are the lowest since 2006. And, as our title reversing of the old English proverb indicates, a quiet season has benefited a lot of people.


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