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Home > Contributor Biographies > Morton Lane

Contributor Biographies

Morton Lane

Director of the Master of Science in Financial Engineering program, University of Illinois, USA
Morton LaneMorton Lane

Morton Lane is director of the Master of Science in Financial Engineering program at the University of Illinois. He is also an independent consultant and president of Lane Financial, LLC, a broker-dealer operating at the intersection of the reinsurance and capital markets. Previously, he has been president of Sedgwick Lane Financial, senior managing director of the capital markets division at Gerling Global Financial Products, president of the Discount Corporation of New York Futures, senior managing director and head of commodities at Bear Stearns & Co., president of Lind-Waldock, investment officer for the World Bank, and lecturer at the London Graduate School of Business Studies. Lane has been awarded the Charles A. Hachemeister prize for his article on “Pricing risk transfer transactions” published in the ASTIN Bulletin. He has coauthored two books, The Treasury Bond Basis and Eurodollar Futures, and edited a third, Alternative Risk Strategies. He has designed and taught courses at the University of Chicago Graduate School of Business and at the University of New South Wales. Lane earned his BSocSc from Birmingham University and his PhD in mathematics, business administration, and computer science from the University of Texas.


Articles by this Author

  • Issues in Issuing Insurance-Linked Securities
    by Morton Lane
    The first insurance-linked security (ILS) was conceived in 1992, three months before Hurricane Andrew. However, perhaps to the chagrin of the potential issuer, AIG, the deal was not consummated. Had it been, the issuer would have collected for both Hurricane Andrew and the Northridge earthquake of 1994. The first executed ILS took place two years later, but it and some subsequent issues were relatively small in size. Two years after that, the...

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