Our proprietary technologies analyze and build risk models from the large volumes of complex data associated with long-tail lines of business and address inherent uncertainty in forecasting mortality risk.
Vesttoo offers a variety of mortality risk exposure solutions, whether index-based or portfolio-specific, for a wide range of portfolio sizes.
Data-driven AI-based risk models
Multi-line, multi-year approach
Fully collateralized transactions
Flexible solution for any portfolio size
Fast Time to Market
Parametric options
Capacity sourced from the capital markets
Mortality Risk Hedge
Hedge your life portfolio’s mortality risk exposure, benefiting from additional capacity sourced from the capital markets at attractive premium rates in our mortality hedge programs
Value-in-Force (VIF) Securitization
Raise capital by monetizing expected future profits (value-in-force) via the capital markets, using Vesttoo’s data-driven process to structure, and place the deal with speed
Structured Settlements
Custom-made mortality risk hedges for structured settlement buyers offer compensation for lost cash flows in cases of delayed annuitant death - without overhedging
Parametric Mortality Hedge
Index-based transactions with parametric triggers linked to excess mortality provide rapid and effective hedges for pandemic or disaster-related losses in the industry, without the need for historical data
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