Using Reinsurance to Control Profit & Loss Volatility

Using Reinsurance to Control Profit & Loss Volatility

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Speaker: Richard Hartigan
Description:

Using Reinsurance to Control P&L Volatility (presented at GIRO 2018 on 24 October 2018 / slot A1).

I start with a rudimentary refresher re: the P&L and Balance Sheet statements of an insurer. A general reinsurance solution is found, then tailored for various real-world issues: dominance of catastrophe risk, dominance of long-tail risk. The positive features of such an approach to the insurer (including in an IFRS17 environment) and to reinsurers (including non-traditional Alternative Capital) are explored.

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