Alternative Investments Advisory — Offshore Structuring

Life settlements are becoming an institutional asset class.

Life settlement investments offer returns that are uncorrelated with equity markets, interest rates or credit spreads — driven instead by actuarial mortality data. Zenobia Capital Advisors structures access to this asset class through proven offshore jurisdictions: Ireland, the Cayman Islands and Bermuda.

$224B
Estimated annual gross market potential of eligible policies
8–12%
Targeted net IRR, 7–9 year holding horizon
≈0
Correlation with traditional market indices
30,000+
Registered funds in the Cayman Islands
01 — Core Concept
01

What the client is actually buying

A life settlement is a transaction in which an investor purchases an existing life insurance policy from its original owner — typically an individual over age 65 — for a price above the policy's cash surrender value but below its full death benefit. The investor assumes ownership, continues paying premiums, and collects the full death benefit when the insured event occurs.

  1. 01
    Origin and market size

    The asset class dates back to the late 1980s. In the US alone, policies worth over $200 billion mature or lapse annually, and in 2023 approximately 3,400 policies were sold to investors for a combined $4.5 billion.

  2. 02
    Return mechanism

    Unlike almost any other asset class, returns here are not tied to market cycles — they are tied to mortality. This is why life settlements are increasingly used as a non-correlated, stabilizing layer within the alternatives sleeve of institutional portfolios.

  3. 03
    Social dimension

    Sellers typically realize 4 to 7 times more value than through a standard policy surrender, providing liquidity to cover healthcare and other late-life needs.

02 — Market Conditions, 2026
02

Institutionalization is underway

2026 has brought rising institutional demand, a maturing regulatory framework, and macro conditions that favor this asset class. Figures are presented without embellishment — including periods of weaker performance, which are part of any serious analysis.

Institutional demand is rising

Investment and pension funds are increasingly allocating capital to life settlements precisely because of returns uncorrelated with equities. The market is becoming more transparent, with growing competition among policy buyers.

Macro conditions are favorable

Higher interest rates are improving insurer profitability, while broader market volatility is increasing investor demand for uncorrelated alternatives. Activity is expected to accelerate in the second half of 2026 after a slower start to the year.

Real returns vary

Life Settlement Assets PLC posted a -0.82% monthly result for April 2026, with a year-to-date performance of -2.26% through April — a reminder that fund- and period-level returns fluctuate despite the long-term targeted range.

Targeted long-term range

The industry continues to target a net IRR of 8–12% over a 7–9 year horizon, while some managers (e.g. SL Investment) report historical annual returns of 11–14%. In cases of significantly early policy maturity, IRR on an individual position can reach 800–1,000%+.

Note

Returns cited above are historical and targeted, not guaranteed. Performance of any individual fund or SPV depends on the underlying policy portfolio, the accuracy of life expectancy estimates, and premium costs — see the Risks section below.

03 — Structuring Rationale
03

Structure determines efficiency

How an investment vehicle is structured directly affects the client's net return, speed of implementation, and legal protection of capital.

Tax Efficiency

Minimization of US withholding tax through double-taxation treaty networks; deferred taxation while assets remain within the structure; Ireland as an example jurisdiction with a particularly favorable treatment.

Regulatory Flexibility

Tailored regulatory regimes for investment vehicles; faster formation timelines versus onshore alternatives; more flexible policy portfolio management.

Access and Protection

Capital raising from international investors with minimal restrictions; offshore trusts as an added layer of creditor protection; simplified inheritance and multigenerational planning.

04 — Jurisdiction Selection
04

Three jurisdictions, three profiles

Jurisdiction choice depends on investment size, liquidity profile, and investor regulatory status — there is no universal answer.

Ireland — Primary Destination

  • Unregulated SPV funded via profit participating notes (PPNs)
  • Regulated QIF for qualifying investors
  • EU/OECD member — not treated as "offshore"
  • Favorable treatment for Section 110 companies

Cayman Islands — Global Fund Leader

  • ~13,000 mutual funds and ~18,000 private funds registered as of year-end 2025
  • Open-ended funds under the Mutual Funds Act, closed-ended under the Private Funds Act
  • Oversight by CIMA, continuously aligned with international standards
  • Mandatory manager registration under SIBA

Bermuda — Growing Center

  • +8% growth in global life/annuity reserve market share (2021)
  • Offshore life reinsurance now accounts for nearly half of the US market
  • Example: Laureola Bermuda Master Fund, $65M AUM, active since 2013
  • Full oversight by the Bermuda Monetary Authority
05 — Investment Vehicles
05

Three ways to access the asset class

  1. 01
    Special Purpose Vehicles (SPVs)

    A dedicated legal entity holding a portfolio of policies, typically funded through debt instruments or PPNs. Enables asset/liability segregation, tax efficiency, and structuring flexibility.

  2. 02
    Regulated Investment Funds

    Irish QIFs or Cayman private funds offer a higher level of investor protection through regulatory oversight, the ability to raise capital from a broader investor base, and standardized reporting.

  3. 03
    Offshore Trusts

    Established in low-tax jurisdictions with a non-resident trustee — used for deferring tax obligations, protecting assets from creditors, and simplifying multigenerational planning. May be settled during the settlor's lifetime or testamentarily.

06 — Regulatory Landscape
06

Investor legal protection is strengthening

Precedent — South Dakota, July 2026

The South Dakota Supreme Court issued a unanimous ruling in favor of investors, upholding the right to retain a $10 million death benefit — a significant precedent supporting legal certainty for life settlement investors.

US Oversight

Life settlements are regulated at both federal and state levels. The SEC recommended enhanced, coordinated oversight as early as 2010, calling for consistent treatment of this asset class under securities law.

Product Evolution

Structured products such as Coventry's LILY platform are emerging, while AM Best is evaluating ratings for transactions and securities backed by life settlement portfolios — a sign of market maturation.

Offshore Oversight

The Cayman Islands, Bermuda and Ireland continue to align their regulatory frameworks with international standards, attracting institutional capital despite increasing regulatory requirements.

07 — Risks and Due Diligence
07

No alternative investment is without risk

A serious advisory practice requires transparent risk disclosure before any capital allocation.

Longevity Risk

The core risk of the asset class — the insured lives longer than projected, reducing returns and increasing premium costs. Medium-term life expectancy estimates have historically been less reliable than short- and long-term ones.

Due Diligence Risk

Incomplete or inaccurate information about the policy or the insured. Hidden clauses or exclusions can materially change the position's real value.

Premium Risk

The investor is obligated to continue paying premiums until the policy matures. Unforeseen premium increases directly threaten position profitability.

Valuation Risk

Life expectancy estimates depend on methodology and data quality. Advances in medicine — including organ transplantation — are testing existing actuarial models and require their continuous refinement.

4
Client-side due diligence steps
4
Fund/sponsor evaluation criteria
7–9y
Typical investment horizon
2–5%
Recommended allocation within the alternatives sleeve
08 — Implementation
08

From first consultation to allocated capital

  1. Step01
    Client Education

    Explain the mechanics of life settlements, realistic return ranges, and risks — emphasizing this is a long-term position on a 7–9 year horizon.

  2. Step02
    Suitability Assessment

    Analyze liquidity profile, tax status, and tolerance for longevity risk before any structural recommendation.

  3. Step03
    Structure Selection

    SPV, regulated fund, or trust — chosen based on investment size, liquidity needs, and jurisdictional regulatory requirements.

  4. Step04
    Manager/Provider Selection

    Verify licensing, historical track record, and underwriting capacity before including a manager in the client's portfolio.

  5. Step05
    Structuring & Implementation

    Formation of the investment vehicle, regulatory compliance, and setup of the reporting framework.

  6. Step06
    Ongoing Monitoring

    Regular portfolio review, updated life expectancy estimates, and tracking of regulatory developments across relevant jurisdictions.

Next Step

Request an IC-grade memorandum for a life settlements allocation.

Zenobia Capital Advisors prepares an institutional analysis tailored to your portfolio profile — including jurisdiction, structure, and manager selection.

Note:This page is for informational and educational purposes only and does not constitute investment, tax, or legal advice, nor an offer to buy or sell any security. Historical and targeted returns do not guarantee future performance. Life settlement investments carry longevity risk, premium risk, and valuation risk, as described in the Risks & Due Diligence section above. Independent due diligence and consultation with qualified tax and legal advisors in the relevant jurisdiction are required before any capital allocation.

Disclaimer:The information presented on this page is provided for general informational purposes only. It does not constitute an offer, solicitation, investment advice, legal advice, or a recommendation to participate in any financial product, transaction, or litigation finance arrangement. Any engagement is subject to a separate written agreement and applicable regulatory requirements.