The example will be based upon major US Hurricanes 1950-2020 to illustrate a model developed to analyze the risk to a portfolio of offshore oil and gas assets and to review and compare the effectiveness of traditional insurance products and alternative products (parametric solutions). The case study will consider an appropriate model for the frequency of events (Poisson or other distributions). A review of damage or vulnerability models (Beta or other distributions) to convert wind speed/intensity into a percentage of value at risk. An illustration of approaches to analyze the impact of insurance structure on the resulting financial losses (Monte Carlo Simulation combining frequency and severity; RISKCOMPOUND). Deriving key metrics to compare options (cost of capital compared to volatility reduction, SOLVER). Presented by Derek Thrumble Managing Partner, Analytics – Gallagher Specialty

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