Jonas Osman AbdelghafourQuantica Risk Modelling
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Tagged: reinsurance

3 articles

How Catastrophe Bonds Work: Structure, Sponsors, and Lifecycle | Jonas Osman Abdelghafour

Jonas Osman Abdelghafour, actuary and risk expert, explains how catastrophe bonds work — the SPV structure, collateralized principal, why sponsors use them over reinsurance, and the deal lifecycle.

July 23, 2026
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Catastrophe Modeling and How Cat Bonds Are Priced

How catastrophe modeling works — hazard, vulnerability and financial modules — and how outputs like expected loss and attachment probability drive cat bond spreads.

July 23, 2026
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What one parameter told me about the entire cat bond market

A Wang-transform calibration on eight recent Bermuda cat bond tranches: one parameter (λ = 0.356) reproduces market spreads to 14%, quantifies the soft-market cycle, and exposes a wildfire model-distrust premium.

July 8, 2026
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