Hypothetical Rollup Strategy

Would the following rollup play make sense from an investment perspective: 1. Make an SPV 2. Purchase various underwritten pools of insurance policies from insurance giants, using leverage 3. Manage the assets and generate investment return, while also collecting cash flows in the form of premiums and paying down debt

What would be the possible exits from this platform, once the policies expire? Is this feasible from a structural and common sense perspective? What are possible pitfalls and/or ways to make this strategy more feasible? Any resources or articles I can read up on this (if it has been done before)?

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