Trident Risk Strategies LLC
El Segundo, CA 90245, US
Trident is at the pre-revenue stage with a proof of concept to originate, model, underwrite and hedge longevity derivatives on portfolios of life insurance. Untapped demand for this longevity hedging transaction comes from banks, investment fund managers, and pension administrators. Banks and insurance companies hold insurance policies and seek to find liquidity in the asset class through a investment grade counter party. Investment fund managers will purchase life policies and offer the transaction to investors with longevity guarantees at a future date, in comparison to pension administrators who are willing to transfer the longevity exposure by paying premium. Trident’s platform includes proprietary financial models that develop portfolio parameters, simulate portfolio performance probabilities based on graduated mortality distributions, portfolio expenses and rates of return. The cover is secured by a custom insurance contract specific to Trident.
Trident’s business plan includes services for origination structuring, loss probability modeling, medical underwriting with life expectancy, portfolio demographic with performance tracking, and longevity shortfall that will be secured by an investment grade insurance issuer.
Longevity is the risk of life insured living beyond the mortality expectations of a similar group of insured. Longevity Shortfall is specific to portfolios that have an ending date to calculate investor returns and therefore have exposure to shortfalls due to longevity.
The funds raised by this offering will be applied to general and administrative expenses, initiate the web interface with strategic partners, corporate identification, up grade and expand the computer platform and equipment, and retain key personnel in accounting, sales and risk modeling. The funds will not be used to fund the longevity risk. This is a convertible debt offering with a very attractive rate of return upon liquidation.
Products / Services
Longevity Structuring, Risk Modeling, Loss Probability Simulations, Underwriting, and Longevity Hed
Our services include portfolio origination structuring, proprietary portfolio parameter modeling, loss probability modeling, medical underwriting with life expectancy, portfolio demographic with performance tracking, and a longevity shortfall indemnification clause that is funded through our proprietary longevity shortfall indemnity policy underwritten by an A.M. Best “A” rated carrier.
President Executive Officer
Jeff J. Post
Mr. Post is recognized as a innovator of risk transfer strategies and has been in the insurance and risk financing industry for 25 years. Mr. Post founded and managed Avant Insurance Managers, Inc., a boutique commercial brokerage and captive insurance management company until late 2010. Mr. Post then formed Trident Risk Strategies and worked as a consultant for banks and trustees to help dissolve captive entities and execute portfolio transfers of existing liabilities. In 2013, he then focused on insurance linked security business and became an expert in longevity risk transfer. Based on his knowledge, experience and abilities he innovated a business model to structure life settlement portfolio risk, create a financial model for longevity risk probability assessments, medially underwrite life insured, track the portfolio performance and author a insurance contract to transfer the longevity exposure to insurance underwriters and insurance linked securities related funds.
Funding Type: Convertible Debt