Hiscox Re Insurance Linked Strategies

The portfolio concentrates on peak natural catastrophe perils, with historically heavy allocations to US windstorm, European windstorm, and Japanese earthquake risk alongside select exposures to other regions. The strategy favors remote, well-modeled layers of risk where attachment probabilities are low and the correlation to broader equity and credit markets is minimal.

The investment team uses both third-party vendor models and proprietary views informed by Hiscox Group’s own underwriting data. The group’s decades of claims experience and actuarial data feed into the ILS team’s risk selection and exposure management process, though specific modeling details and portfolio stress scenarios are not publicly disclosed.