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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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Quarterly Market Performance Report Q3 2011

Quarterly Market Performance Report – Q3 2011

September 30, 2011

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


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Quarterly Market Performance Report Q2 2011

Quarterly Market Performance Report Q2 2011

June 30, 2011

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


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Quarterly Market Performance Report Q4 2010

Quarterly Market Performance Report Q4 2010

December 23, 2010

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


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Quarterly Market Performance Report Q3 2010

Quarterly Market Performance Report – Q3 2010

September 30, 2010

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


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Quarterly Market Performance Report Q2 2010

Quarterly Market Performance Report Q2 2010

June 01, 2010

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


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Quarterly Market Performance Report Q4 2009

Quarterly Market Performance Report – Q4 2009

December 31, 2009

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


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Quarterly Market Performance Report Q3 2009

Quarterly Market Performance Report – Q3 2009

September 30, 2009

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

The preceding figures and tables update return figures for Q3 2009. As is evident, the passage of a substantially loss-free US wind season, together with easing conditions in the credit markets (and recovery of collateral values as a result) has combined to make the third quarter one of exceptional gains. It is the highest returning quarter ever. It exceeds the previous high in returns for Q1 2007. For the market as a whole the exact numbers are recorded in the tables. For investors who confine their cat investment portfolio to sub-investment grade ILS the numbers are as follows: the returns for Q3 would be 7.08% and the total return index level would be at 188.44, a Compound Annual Growth Rate equivalent ,since 2002, of 8.52%.


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Quarterly Market Performance Report Q2 2009

Quarterly Market Performance Report – Q2 2009

June 30, 2009

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

Reinsuring against catastrophic loss requires capital; lots of it. When capital disappears it must be replaced – if the market is to provide prior levels of protection. The traditional ways to replace capital are a) raise new equity, and b) increase premiums on new business. The latter phenomenon is a so called “hard market”, of which the 2005-6 market, following hurricane Katrina, is the text book example. Prior hard markets occurred following the World Trade Center loss in 2001 and following hurricane Andrew and the Northridge earthquake in 1992-94. Each of these three hard markets also saw capital raising as well as higher premiums. This was manifest by debt and equity issues by existing companies as well as the entry of new reinsurance company participants. Those new entrants formed the so-called classes of 1993-4, 2001-2, 2005-6.


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