HomeAboutServicesPublicationsLinksContact Us
 
Publications
View by Date
View by Category
Essays and Commentaries
IBRD ILS – Cui Bono?

December 31, 2019


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

To read the full version of this article with graphs:


Image Download the PDF Here

 
Losses from your ILS Portfolio?

January 31, 2019


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

To read the full version of this article with graphs:


Image Download the PDF Here

 
Pricing Cat Bonds:

Regressions and Machine Learning - Some observations, some lessons

August, 2018


By: Morton N. Lane, President

To read the full version of this article with graphs:


Image Download the PDF Here

 
One Cost of Global Warming

One Cost of Global Warming

July 24, 2018


By: Morton N. Lane, President

To read the full version of this article with graphs:


Image Download the PDF Here

 
Estimating Prospective ILS Market Returns
– complex vs. simple measures

March 31, 2014

By: Morton N. Lane, President

To read the full version of this article with graphs:


Image Download the PDF Here

 
Thinking about ILS Portfolio Risk

December 2, 2013

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

To read the full version of this article with graphs:


Image Download the PDF Here

 
The Loss File – WYSIWYG

The Loss File – WYSIWYG

March 1, 2013


By: Morton N. Lane, President

To read the full version of this article with graphs:


Image Download the PDF Here

 
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

To read the full version of this article with graphs:

Image Download the PDF Here

 
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.

To read the full version of this article with graphs:

Image Download the PDF Here

 
Capital Allocation and Catastrophic Reinsurance Pricing

May 31, 2008


A Report for the World Bank 

Morton Lane Ph. D. President, Lane Financial LLC


To read the full version of this article with graphs:

Image Download the PDF Here

 
<< Start < Prev 1 2 3 4 5 6 Next > End >>

Results 11 - 20 of 55