For confidentiality reasons, I do not provide any specific teaching material in catastrophe modelling as provided for my company's clients.
I elaborated of a full lecture course on “Introduction to Probabilistic Catastrophe Loss Modelling” for the “Natural hazards and industrial risks” M.Sc. seminar, University of Fribourg, Switzerland, in 2011 and 2012.
Please find some open links on Cat Modelling below...
Please have a look at the RMS website, the company I am working for or the following issue of The Review Worldwide Reinsurance Guide to Catastrophe Modelling.
Or have a look at these Wiki links:
Wiki Cat Modelling
Wiki Insurance Linked Securities and Wiki CAT Bonds
A bit more Advanced:
A good overview book (Catastrophe Modeling: A New Approach to Managing Risk) can be found here.
An open-source modelling software (HAZUS-MH) can be found on the FEMA (Federal Emergency Management Agency) website: http://www.fema.gov/plan/prevent/hazus