At Integral ILS, risk selection is driven by a relentless commitment to science, data, and analytics and governed by the following set of beliefs:
Insurance Linked Strategies (ILS) transfer natural catastrophe event risk from insurance and reinsurance companies to capital market investors.
ILS has low correlation to broader financial markets with event driven returns predominantly linked to natural catastrophe events.
A natural positive risk premium exists in (re)insurance, measured using quantitative models grounded in physical science.
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.
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.