A specialist marine and climate-risk company with actuarial and quantitative capability at its core.
Quantica Marine Insurance AB is a Stockholm-based specialist company focused on marine, war-risk, flood, climate and alternative-capital solutions. The company is under construction and not yet licensed to conduct insurance business; coverage is arranged with appropriately authorised counterparties.
Independent risk judgement, quantitatively grounded, institutionally governed.
Specialist market focus
Marine, war, geopolitical, flood, natural-catastrophe and climate risk — not general retail insurance.
Quantitative capability
Actuarial pricing, stochastic simulation, catastrophe modelling and geospatial analytics as first-class inputs.
Marine and financial-risk expertise
Deep experience across insurance, reinsurance, banking and model validation.
Independent analytical approach
Model-agnostic where possible; transparent about assumptions and data limitations.
Governance principles
Clear separation between analytical work and regulated activities such as securities placement and investment advice.
Responsible risk transfer
Careful about sanctions, counterparty quality and coverage clarity.
Jonas Osman — Founder and Chief Executive Officer.
Jonas Osman is the Founder and Chief Executive Officer of Quantica Marine. He is an actuary and financial-risk professional with more than 20 years of experience across insurance, banking, actuarial modelling, financial-risk management, model validation and regulatory risk.
He holds an MSc in Financial Mathematics from Uppsala University, an MBA from Warwick Business School and the Financial Risk Manager qualification from GARP.
At Quantica Marine, he leads the development of specialist solutions for marine, war, geopolitical, climate and catastrophe risks, combining actuarial science, stochastic modelling, geospatial intelligence and insurance-market expertise.
Editable — replace with a professional portrait when available.
What we will not compromise on.
Technical credibility first.
Commercial views are reasoned against a technical baseline — never the other way round.
Careful regulatory language.
We describe what we do today accurately and only claim regulatory status once formally granted.
Transparent risk selection.
Sanctions, counterparty quality and coverage clarity are treated as first-order concerns.
Model humility.
Modelled outputs are estimates; expert judgement and sensitivity analysis frame every decision.