Insurance-Linked Securities and Alternative Risk Transfer
Risk analysis, actuarial modelling and structuring support connecting insurance exposures with institutional capital — for sponsors, insurers, reinsurers, ILS funds and pension investors.
Quantica Marine provides independent risk analysis, actuarial modelling and transaction-structuring support across cat bonds, collateralised reinsurance, sidecars, industry-loss warranties and parametric structures — with a particular focus on marine, flood and climate perils.
Regulatory scope: securities placement, legal advice, investment advice and regulated intermediation are undertaken only by appropriately authorised counterparties. Quantica Marine's role is analytical and structuring support, not placement or securities distribution.
Structures supported
- Catastrophe bonds
- Private cat bonds
- Collateralised reinsurance
- Sidecars
- Industry-loss warranties
- Parametric risk-transfer structures
- Multi-year covers
- Aggregate covers
- Marine and specialty-risk securitisation
- Flood-risk transactions
- Climate-resilience financing
Analytical work
- Expected-loss modelling
- Attachment and exhaustion analysis
- Trigger design
- Basis-risk assessment
- Scenario analysis
- Risk-adjusted return analysis
- Transaction documentation support
- Independent model review
- Ongoing portfolio monitoring
For insurers and sponsors
Risk-transfer strategy
Where alternative capital sits alongside traditional reinsurance and retained risk.
Portfolio preparation
Data quality, exposure structuring and modelling packages fit for institutional investors.
Exposure modelling
Peril, region and layer analysis mapped to transaction attachment points.
Trigger analysis
Indemnity, industry-loss, modelled-loss and parametric trigger evaluation.
Investor presentation
Analytical narrative support alongside placement agents and legal counsel.
Transaction monitoring
Reporting frameworks for annual reset, exposure change and event notification.
For investors and ILS managers
Independent risk analysis
Second-opinion analysis of sponsor-provided modelling packages.
Model challenge
Structured review of hazard, exposure and vulnerability assumptions.
Expected-loss assessment
Cross-checks against alternative model views and historical experience.
Tail-risk analysis
Attachment, exhaustion and clash scenarios across positions.
Scenario comparison
Standardised deterministic scenarios across candidate positions.
Concentration analysis
Portfolio-level peril, region and layer concentration reporting.