About ILS

Understanding the
Asset Class.

At Pillar, we believe the property catastrophe reinsurance market offers a compelling opportunity for investors seeking returns that are uncorrelated with traditional asset classes. But the structures, terminology, and underwriting practices can be unfamiliar to even sophisticated institutional allocators.

We translate the complexity of reinsurance into clear institutional investment opportunities.

What is Property Catastrophe Reinsurance?

Reinsurance is insurance for insurers.

It allows insurance companies — known as cedents — to transfer a portion of their risk to a reinsurer like Pillar. In the property catastrophe market, that risk often stems from major natural events such as hurricanes, earthquakes, wildfires, and other short-duration, high-severity perils.

These risks are generally “short-tailed” — meaning losses are realized and settled relatively quickly — and have little to no correlation with equity or bond markets.

Why Investors Allocate to This Asset Class

Low correlation to traditional financial markets.

Attractive risk-adjusted return potential. Portfolio diversification through investment exposure across geographies, perils, and event structures. Event-driven outcomes that aren’t influenced by economic cycles.

Pillar helps investors access this asset class by deploying capital across reinsurance, retrocession, catastrophe bonds, and other insurance-linked instruments.

How We Think About Risk

We view risk selection as a technical discipline.

Our proprietary tools — including the Pillar Risk Optimization System (PROS) — enable us to assess deals beyond third-party catastrophe models. We consider historical loss experience, data quality, legal structures, severity trends, and how a single trade affects the entire portfolio.

We don’t chase yield. We focus on risk-adjusted value. And we walk away when a deal doesn’t meet our standards — no matter the market cycle.

Key Terms

The dollar amount of a reinsured company's retained risk or loss at which point reinsurance begins to apply.

Attachment Point

A tradable instrument that transfers specific catastrophe risk to capital markets investors.

Catastrophe Bond (Cat Bond)

The insurance or reinsurance company that cedes, or transfers, risk to a reinsurer.

Cedent

An arrangement whereby one licensed insurer issues a policy on a risk for and at the request of one or more other insurers with the intent of passing the entire risk by way of reinsurance to the other insurer(s).

Fronting

A contract triggered when industry-wide losses from an event exceed a predefined threshold.

Industry Loss Warranty (ILW)

Insurance purchased by insurance or reinsurance companies to transfer risk and protect the insurer against individual large losses or a series of losses.

Reinsurance

Reinsurance for reinsurers — a way to further transfer risk amongst more reinsurers.

Retrocession

Risk arising from events where claims are settled relatively quickly (e.g., hurricanes, not long-term liabilities).

Short-Tailed Risk

A slice or layer of risk, often used in structured deals, defining different levels of exposure and return.

Tranche

To learn more about risk allocation and structuring, please reach out to our team.