Jonas Mohamed 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 Cat Bond Pricing Tells You About the Market Cycle

Cat bond spreads are anchored to modelled expected loss — which makes model credibility a pricing issue. Jonas Osman Abdelghafour on the cycle, the model-distrust premium and what it means for sponsors and investors.

July 8, 2026
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