Trust, Correlation, and Climate: Dirk Schmelzer on Cat Bond Investing
Models will need to “play catch up” on perils most affected by warming trends, such as severe convective storms, Schmelzer says.
Risky Science Podcast
Conversations with the leading thinkers about measuring risk, including researchers, modelers, investors and insurers.
Latest
Monte Carlo's New Reality: Climate-Conditioned Models and Real-Time Risk
Karen Clark explains how real-time data validation and climate-conditioned risk assessment are transforming investor confidence in secondary perils as the reinsurance industry heads into its annual pricing cycle.
Katrina at 20: Fermat's John Seo on Cat Bonds, Models, and Market Lessons
Fermat Capital’s John Seo reflects on how the storm validated catastrophe models, transformed the cat bond market, and laid the groundwork for today’s cyber risk transfer.
Why California Should Buy, Not Build Wildfire Models
California needs to learn the successes, and failures, of other states when addressing its growing wildfire crisis.
The Weather Risk Wall Street Isn't Ready To Tackle
Secondary perils are becoming a first order risk.
Why the Next Pacific Northwest Earthquake Won’t Just Shake the Ground
The next (and inevitable) Cascadia megaquake could instantly drop entire coastlines by meters, pushing ports, homes, and hospitals into the floodplain for generations.
