21.1 Introduction

Value of reinsurance

  1. Provides stability

  2. Frees up capital

  3. Adds to the value of the firm

Naive calculation: Sum(cash flow over contract length)

  • (-) Premium and reinstatement

  • (+) Ceding comm and reinsurance loss

\(\hookrightarrow\) Will always show reinsurance is a bad deal especially after discounting the cashflow

  • Make sense since reinsurers need to make a profit

  • Cases where it’s “profitable” to the cedant, it’ll either be repriced or the cedants results are really poor