At Integral ILS, risk selection is driven by a relentless commitment to science, data, and analytics and governed by the following set of beliefs:

We seek to generate excess returns by exploiting persistent market inefficiency and assessing relative value.

We believe in specialisation - it incentivises us to focus our resources on building the best in class manager of catastrophe risk.

Capital efficiency is a key driver in return, an area of focus when we structure and select risk.

Appeal of the ILS asset class

Insurance Linked Strategies (ILS) transfer natural catastrophe event risk from insurance and reinsurance companies to capital market investors. 

Low correlation

ILS has low correlation to broader financial markets with event driven returns predominantly linked to natural catastrophe events.

Quantitative approach to risk selection

A natural positive risk premium exists in (re)insurance, measured using quantitative models grounded in physical science.

Inefficient markets create opportunity

Private (re)insurance markets have high barriers to entry and favour counterparts with a reputable brand, a strong rating, and a long history of trading in catastrophe risk.

Growing ESG positive asset class

Institutional investors are a natural fit for catastrophe risk and can benefit from cost of capital advantages relative to traditional insurers. 

Our investments are inherently aligned with ESG attributes. 

Meet our team of experts