Get passive event risk exposure without gambling on binary prediction market contracts.
Cat bonds transfer catastrophe risk to investors. Peril Markets propose public, tradable forecasts of insurance perils. Prediction Market Funds hold managed event contracts that follow an index.
A catastrophe bond lets an insurer transfer part of a large correlated risk, such as a hurricane or wildfire, to investors. The comparison sets that established market beside a simulated prediction-market structure designed to reproduce similar cash flows.
The simulated fund combines YES/NO questions at different catastrophe-loss thresholds to approximate a cat bond payout curve. The protection buyer holds the YES side; the risk taker supplies complementary NO-side capital. A deployed structure would need listed markets, reliable resolution evidence, and sufficient liquidity.
Compare cat bonds and PMFsStart with public settlement data and common event contracts. If exchanges list them and traders participate, prices form a visible severity-price curve that insurers could compare with their own forecasts.
The case studies put exact questions to Rhine low water, California wildfire, and PFAS contamination. Each defines what would be measured and how the outcome would settle.
A Prediction Market Fund holds a managed basket of event contracts that follows an index. Browse Stability and Chaos for opposing views of the Stability Index, or Elon Wins and Elon Loses for paired exposure to the How Elon Wins basket.
The fund catalog shows current holdings and trading status. These funds are separate from the simulated catastrophe structure and proposed peril markets above.
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