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Managing risk in reinsurance from city fires to global warming

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MANAGING RISK IN REINSURANCE MANAGING RISK IN REINSURANCE From City Fires to Global Warming Edited by NIELS VIGGO HAUETER and GEOFFREY JONES OUP CORRECTED PROOF – FINAL, 30/9/2016, SPi Great Clarendon Street, Oxford, OX DP, United Kingdom Oxford University Press is a department of the University of Oxford It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide Oxford is a registered trade mark of Oxford University Press in the UK and in certain other countries © Swiss Reinsurance Company Ltd  The moral rights of the authors have been asserted First Edition published in  Impression:  All rights reserved No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, without the prior permission in writing of Oxford University Press, or as expressly permitted by law, by licence or under terms agreed with the appropriate reprographics rights organization Enquiries concerning reproduction outside the scope of the above should be sent to the Rights Department, Oxford University Press, at the address above You must not circulate this work in any other form and you must impose this same condition on any acquirer Published in the United States of America by Oxford University Press  Madison Avenue, New York, NY , United States of America British Library Cataloguing in Publication Data Data available Library of Congress Control Number:  ISBN –––– Printed in Great Britain by Clays Ltd, St Ives plc Links to third party websites are provided by Oxford in good faith and for information only Oxford disclaims any responsibility for the materials contained in any third party website referenced in this work C ONTENTS List of Figures List of Tables List of Contributors vii ix xi  Risk and Reinsurance N IELS V IGGO H AUETER AND  G EOFFREY J ONES  The Cultural Context of Insurance in the West  G EOFFREY C LARK  The Evolution of the Industry Structure  R OBIN P EARSON  The Monetary and Financial Environment, –  F ORREST C APIE  Calculating the Unpredictable: History of Actuarial Theories and Practices in Reinsurance H ANS B ÜHLMANN AND  M ARTIN L ENGWILER  The Rise and Decline of Treaty Reinsurance: Changing Roles of Reinsurers as Financial Service Providers  A LEXANDROS -A NDREAS K YRTSIS  From Gentlemen’s Agreement to Judicial Instrument: The History of Contract Practice and Conflict Resolution in Reinsurance  T ILMANN J R ÖDER  Reinsurance Law as an Autonomous Regulatory Regime? Resistance to Codification and Avoidance of State Jurisdiction in the Twentieth Century M ILOŠ V EC  vi CONTENTS  What is an Insurable Risk? Swiss Re and Atomic Reactor Insurance  L ORRAINE D ASTON  Natural Catastrophes and their Effects on Reinsurance  W ELF W ERNER  Continuity and Change in Reinsurance – R OMAN L ECHNER , N IELS V IGGO H AUETER , Appendix Glossary Select Bibliography Index AND  L AWRENCE K ENNY     L IST OF FIGURES . Swiss Re: Income from interest – (CHF thousand) . Boom and bust: Life insurance companies created and perished in Britain (–)   . Combined ratios of the US market and the bilateral trade relationships between the USA and the UK, –  . Lloyd’s capacity, –, in USD billion  . Profitability of the P&C reinsurance market, –  . Property catastrophe price index, by region, –  . Global P&C reinsurance: Net premiums, underwriting expenses (claims, commissions, administrative expenses), and capital, –  A. Global reinsurance: Gross premiums written by region,   A.. Reinsurance market : Life and health  A.. Reinsurance market : Property/casualty  A.. Life premiums ceded by region,   A.. Non-life premiums ceded by region,   A.. Overall premiums ceded by region,   A. Cat bond notional by year, –  A. Swiss Re Global Cat Bond Index Total Return versus Barclays US High Yield and S&P  Total Return, –  A. Number of natural catastrophes and man-made disasters, –  A. Number of victims from natural catastrophes and man-made disasters, –  A. Insured losses from natural catastrophes and man-made disasters, –  A. Insured versus uninsured losses from natural catastrophes, –  A. Insured versus uninsured losses from natural catastrophes and man-made disasters, –  L IST OF TABLES . Total net premiums in reinsurance by country,  (GBP m)  . The ‘numerical method’ in practice ()  A. Specialist reinsurance companies by country and year of foundation, –  A. Number of reinsurance company foundations by country, –  A.. Top  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance groups for   A.. Top  reinsurance groups for   A.. Top  reinsurance groups for   A.. Top  reinsurance groups for   A. Insurance and reinsurance, –: Premiums written in USD bn and real premium growth, life versus non-life  A.. Natural catastrophes and man-made disasters: The  most costly events in terms of economic losses, –  A.. Natural catastrophes and man-made disasters: The  most costly insurance losses, –  A.. Natural catastrophes and man-made disasters: The  worst events by victims, –  A. Thresholds for insured losses and casualties (at  prices)  I NDEX Aachen Re ,  Acemoglu, D  Act of God , , , ,  Actuarial Approach for Financial Risks (AFIR)  actuarial methods and life insurance  measurement  and non-life insurance , – theory , – actuarial science , , , –,  actuaries – identity crisis  and mathematical finance – adaptability – adverse selection – Africa Retakaful  African Development Bank ,  African Reinsurance Corporation ,  Alborn, T ,  Alliance  Altenburger, J  alternative capital , , , , , – alternative risk transfer (ART) , , , , –, ,  Alther, P – American International Group (AIG) –, , – American Re ,  Ammeter, H  Anderson, C  Andreoli, E – Anker – annuities –, – arbitrage  arbitration and contract practice , –, – international  organizations  and treaty reinsurance ,  tribunals – versus the court , – see also conflict resolution arbitrators  Arbuthnot, J – Argentina ,  Instituto Mixto Argentino de Reaseguros (IMAR)  Instituto Nacional de Reaseguros (INdeR)  Arps, L  Arrow, K  asbestos , – Asia Pacific (AP)  Asian Re  asset liability management (ALM) ,  asset management , , –, , ,  asset-backed securities (ABS) ,  Atlas  Atomic Energy Commission (AEC) , –,  Australia , , , ,  Austria –, , , ,  Credit-Anstalt  Austria-Hungary , ,  automobile insurance – Bahrain AAOIFI  Trust Re  bancassurance , ,  Bangladesh – Bank for International Settlements (BIS)  banking crisis  banking sector ,   INDEX bankruptcy  banks , , ,  failures ,  Basel rules ,  Baumol, W  Bebler, E  Beck, U ,  Belgium –,  actuarial organizations  Compagnie des Propriétaires Réunis  costuymen  gold standard ,  Belser, W E –,  Bensa, E  Berkshire Hathaway , , ,  Berliner, B –,  Bermuda , –, –, , –, – Bernoulli, J ,  Bernoulli, N  Bernstein, P ,  Bismarck, O von  Black, F  bordereaux –, , ,  definition  diminishing use of – and fear of espionage  Bornhuetter, R L  Borscheid, P  Botswana  Brauer, C G  Brazil , ,  Brazilian Re  Bremiker, C  Bretton Woods – brokers banking function  and contract development – growing role –, , –, , ,  international – knowledge transfer –,  since  –, , , –, ,  Brüning  Buffett, W , ,  Bühlmann, H , –, ,  building regulations ,  Burkina Faso  Bush, G W  business cycle  Caesar Augustus  Calvin, J ,  Canada , ,  capacity (financial) , , , , , ,  alternative – in the financial crisis  increasing –, ,  Lloyd’s – local – shortages –, , , –, , ,  Capie, F , , , , ,  capital alternative , , , , , – controls  excess  flows – relief  shortages  captives , , , , ,  Cardozo, B  Carpenter, G ,  Carter, J  cash flow underwriting  catastrophe bonds (cat bonds) ,  alternative capital  by year  definition  origin of  volume of , – catastrophe modelling , , – Causton, W  Cayman Islands  CBOT  cession/ceding ,  company , –, , – definition ,  direst insurers ,  facultative , –, , ,  international  in Italy  Chad  chain ladder method  INDEX chance ,  Chandler, A  Chile ,  Caja Reaseguradora  earthquakes , , –,  China ,  economic growth ,  People’s Republic of  reinsurance – Tangshan Earthquake  China Re  Christianity –, – civil law – Clark, G , –, ,  climate change , , , –,  framework convention  modelling – and natural disasters , , ,  Clinton, B  co-insurance , ,  agreements  allocated  definition ,  early spread of ,  market  codification – Cold War , ,  collateralized reinsurance (CR) – collective risk theory , , –,  Cologne Re , –, , , , , , , –, , , , ,  Colombia ,  combined ratio , , –,  Commission Permanente du Risque Atomique ,  commodities bonds  competition , , , ,  domestic ,  and globalization , ,  increasing , , , ,  life-insurance  overseas , ,  for risk  computer-aided scenario modelling  computers , –,  Condorcet, A.-N de – conflict resolution , –, , –  Conseil Européen de Recherche Nucléaire (CERN)  consumer protection – contract law  corporate social responsibility  Costa Rica  Cox  Cramér, H –,  credibility  credit controls – credit default swaps ,  credit insurance/reinsurance , , –,  Credit Suisse  Cuba , ,  currency blocs – currency risk ,  customary law – Czech Republic – Czechoslovakia ,  Daria  Daston, L , , , , , , –,  Dawes Plan  de Finetti, B ,  de Moivre, A ,  Debreu, G  debt –, –,  Defoe, D ,  del Campo, I  Delumeau, J ,  demographic changes  demographic data –,  Denmark , , , ,  actuarial organizations  credit controls – storm  deposit, definition  deregulation , , – Derham, W  Dickson, P G M  Diehl, W ,  dispute resolution see arbitration; conflict resolution diversification – Dodson, J ,  Donzelot, J   INDEX drought  Dubai, Emirates Re  Durbin, D  earthquakes – exclusion clauses , – India  insurability – Japan ,  modelling  Portugal  rising losses – US , , , , , , –, , , –, – economic growth , , –,  economic nationalism  economic value management (EVM) , ,  Egypt  Ehrenberg, V –, –, ,  Ehrenzweig, A  Eisenhower, D D , –,  El Niño  elasticity – emerging markets –, , –, , – Employers Re  Enlightenment , , , , ,  Equitable  Equitable Life Assurance Society , ,  Equitable Society  Ethiopia  Euler, L  European Atomic Energy Community (EURATOM) , ,  European Economic Union – European Union (EU) ,  Eurozone ,  Ewald, F , – exceptionally large disasters, definition  excess of loss (XL) , , , , , ,  costs of  definition  facultative – and natural disasters ,  rise of , –, ,  exchange controls , –, –, ,  exchange rates –, ,  exclusion clauses , –, , , – Exxon Valdez oil spill  F-method  facultative reinsurance , ,  ceding –, ,  costs of  definition  fire insurance – in partnerships ,  and treaty reinsurance , , , , –, –, ,  XL – fate –,  fatwa  fault-tree analysis  Febvre, L – Ferguson, R E  Fermat, de P , – Fester, Fothergill & Hartung  financial capacity see capacity (financial) financial crisis – and the business cycle  definition  global , , – WWI  financial innovation  financial markets –,  financial mathematics – financial reinsurance – definition  and treaty reinsurance , , –, , – financial reporting  financial repression  financial risks ,  management  and treaty reinsurance –, –,  financial services , ,  globalization , , – innovation , ,  opportunities  treaty reinsurance – and war  INDEX financial stability –,  Financial Stability Board (FSB)  fire insurance ,  Britain  facultative reinsurance – regulation  surplus lines treaty reinsurance  fires forest and bush –,  Germany , , , ,  God’s will  San Francisco Earthquake , , , , , – Sweden ,  Switzerland , , ,  Fisher, I  flexibility – floods  Australia  effects on reinsurance –, ,  losses  Thailand , , ,  uninsurable , , , – focus ,  follow the fortunes , ,  fonds de roulement ,  Foucault, M  Fox-Pitt Kelton  France , , , , –,  actuarial organizations  gold holder  gold standard ,  Le Guidon  National Credit Council  Ordonnance de la Marine  professional reinsurance  regulation  reinsurance treaties  reparations  terrorism  Franco-Prussian War  Frankona  Frederic II of Prussia  Frey, H H ,  Froelich, E – fronting  futures (financial) –  Galbraith, J K  gambling and insurance –, , , ,  and probability theory – Gataker, T  Gauss, C F ,  General Agreement on Tariffs and Trade (GATT)  General Agreement on Trade in Services (GATS) , ,  General Cologne Re  General Electrics’ Insurance Solutions  General Re , , ,  Gerathewohl, K  German National Reinsurance Association  Germany , , , , , –, ,  Act on the Supervision of Insurance Undertakings (VAG)  actuarial organizations  actuarial theory  bank failures  bilateral exchange  case law  conflagrations  Danatbank  direct insurers  Financial Services Act  fire insurers  flood – General German Commercial Code (ADHGB)  German Civil Code (BGB)  German Commercial Code (HGB)  Hamburg fire , , , , – hyperinflation  impact of Versailles Treaty  inflation policy  Insurance Contracts Act (VVG) , , , , – Insurance Supervision Act  Nazis ,  non-proportional contracts  premium income  professional reinsurance –,  regulation  reinsurance law –  INDEX Germany (cont.) reinsurance treaties  reparations , – resistance to regulation  social insurance  storms  terrorism  Trading with the Enemy Acts  Gigerenzer, G ,  global warming see climate change globalization th century – and competition , ,  and contract law – early th century ,  financial , ,  and fire insurance – second wave , – Goethe, J W von  gold standard , –, –,  Golden Era – Golding, C E , ,  Goshay, R C –,  Gosstrakh  Graunt, J , ,  Great Depression , ,  Greece , ,  Groupe de Travail du Risque Atomique  Gruenwald, H , –, ,  Guardian  Guatemala  Gugerli, D , , , ,  Guggenbühl, P – Hacking, I –,  Hagen, O ,  Haiti  Halley, E –,  Halpérin, J  Hannover Re , , ,  happiness  Harrison, J M  Hattendorf, K  Haueter, N V , , ,  Haufler, V  health risks , ,  Heath, C , ,  Heckscher, M  Heckscher Group – Herrmannsdorfer, F  history reconceptualized  HIV/AIDS – Homer  Hoover, H  Hudde, J  Hume, D , – Hungary ,  Hunter, A  hurricanes –, , , –, , , –,  Andrew , , , , , , ,  Betsy , , , , , , – Gilbert  impact on modelling – Katrina , , , , , , , , ,  more frequent , , – Hürlimann, E – Huygens, C ,  Huygens, L  hyperinflation ,  Iceland  Imperial – incurred but not reported claims (IBNR) ,  India , ,  GIC Re  Indian Ocean Earthquake  individual risk theory  Indonesia ,  Industrial Revolution –,  inflation , , , , ,  demand for reinsurance – fragmented world – Golden Era – Great Moderation – hyperinflation , –, , , ,  policy – of property prices  pros and cons ,  stagflation  INDEX information , ,  asymmetries – exchange  leaks  Ingersoll  Ingosstrakh  inoculation – instability, political and legal – insurability , , , , ,  criteria of  expanded  limits of – insurance culture –, – and economic growth – and gambling –, , , ,  growth – and health improvements – to ward off evil  insurance companies back-office processes – costs , ,  giants –,  growth of  and reinsurance companies –, – insurance exchanges  insurance-linked securities (ILS) , –, –, , , , , ,  interest rates , – International Actuarial Association (IAA) , , –,  International Association of Insurance Counsel  International Association of Insurance Supervisors (IAIS)  International Atomic Energy Agency (IAEA) –, , ,  International Congresses of Actuaries  international law  International Monetary Fund (IMF)  International Underwriting Association (IUA)  internationalism – internationalization ,  Internet  investment portfolio – profits  risks –, ,  Iran ,  Iranian Revolution  Iraq Reinsurance Company  Islamic territories  Israel  Italy , , , , –,  actuarial organizations  asbestos  credit controls – earthquake  gold standard  Jamaica  James, H  Japan , , , , , , ,  actuarial organizations  catastrophes  claims – earthquakes , , ,  Fukushima , ,  Great Kanto Earthquake  high risk – state intervention  Jarrow  Jecklin, H  Jenkins, G  juridification , ,  Jurin, J – Kafka, F  Kant, I  Karup, J  Kenny, L , , ,  Kenya  Keynes, J M  Klaas, M  Klein, F  Knight, F H ,  knowledge transfer – Kohlberg Kravis Roberts & Co  Kolmogorov, A  Kopf, E W  Korean Re    INDEX Kreps, D  Kuwait Re  Kyrtsis, A.-A , , , , ,  labour migration  language, industry-specific  Laplace, P.-S  Latvia  law of large numbers , –, , – Lechner, R , , ,  Leibniz  Lencsis, P M  lenders of first resort  Lengwiler, M , –, ,  Les Trente Glorieuses  Leuchtenburg, W E  Lewis, W  Lexis, W –,  liability , ,  atomic energy , – aviation  balance sheet –,  exclusion clauses  insurance –, –,  long-tail  motor ,  new model – period  premiums – specialized , – transfer , , ,  liability crisis , , , , , , , ,  Libby, W  liberal capitalism  liberalization – Lidstone, G J  life insurance ,  and actuarial thinking  bonuses  growth of  Life Re  life reinsurance , , – premiums  proportional  Sweden  Switzerland  wartime  Lindner, B  litigation aversion –, – Liverpool & London Insurance Company  Lloyd’s , ,  capacity  conflict of interest  crisis , , , , – early days of , , , , ,  market-based , – names – reforms – underwriters , ,  LMX spiral  Locke, J  London market , , , , , ,  class of ninety-two  expansion  and Lloyd’s crisis – market-based approach – London’s Bills of Mortality ,  loss assessment  Luhmann, N , ,  Lundberg, F – Luther  McCune, F  Machiavelli, N ,  Mack, T  McMahon, D M  macroeconomic conditions ,  Magens, N  Malaysia ACR Retakaful  Islamic Financial Services Board (IFSB)  man-made catastrophes , , , ,  atomic energy – losses –, – most costly – numbers of  victims –,  vis-à-vis natural catastrophes – Manes, A , , ,  Mao Tse-tung  INDEX marine insurance – early –, , , , ,  juridification  and trade expansion  marine reinsurance –, , ,  Markowitz, H  Massey, I  mathematical finance – mathematical models ,  mathematics and economics – Mauritania  mean-variance optimization  Mercantile & General Re , ,  mergers and acquisitions (M&A) , , – Merton, R C  Mexico  micro-insurance , , ,  Millar, J  Moldenhauer, P ,  monetary growth  monetary stability – monetary system, world  Monte Carlo Rendezvous ()  moral hazard , , –, , , , ,  definition  moral objections  Morgan, W  mortality data , –,  mortality laws  mortgage-backed securities (MBS) , ,  Morton  Mozambique  MPL –,  multiple trigger products (MTPs)  Munich Re –, , , –, ,  Murphy, D  Murphy, S  mutual aid  mutual insurance  National Insurance Company of Athens  nationalization , , , , ,  natural catastrophes –, –, , , , ,  Acts of God , , ,  alternative capital –  Asia – Bermuda’s role , , ,  conditions for reinsurance  effect on reinsurance – frequency and scale  and human culpability – insurability , – lives lost – losses , –, , , –, – most costly – numbers of  present day , –, –,  televised – and treaty reinsurance , ,  victims –,  vis-à-vis man-made catastrophes – Nepal  net line – Netherlands ,  actuarial organizations  Compagnie Royale d’Assurance Contre l’Incendie  gold standard ,  North Sea storm surge  New York Stock Exchange ,  New Zealand , , , ,  Newton, I  Nierhaus, W – Nixon, R  no-arbitrage  non-governmental organizations (NGOs)  non-proportional reinsurance –, , , , , , –, , –, –, , ,  Norris Jr., G  North, D  Norway , ,  Norwich Union Fire Insurance Society  nuclear accidents  nuclear energy atomic reactors , – Geneva conference – human culpability – insurance  regulations for ,  risk model – risks   INDEX nuclear energy (cont.) swimming-pool reactor  technology  Nuclear Installation Insurance  Nuclear Regulatory Commission  Obama, B  obligatory first surplus treaty  obligatory reinsurance  oil exploration  oil price rises , ,  opportunism  Organisation for Economic Co-operation and Development (OECD) , ,  Organization of African Unity  Organization for European Economic Cooperation (OEEC) –, , ,  over-the-counter (OTC) trading ,  ownership and control  private versus state  Pacioli, L  Pakistan  parametric reinsurance , ,  Parker, P  Pascal, B , – Paxton, R  peak risks , , , –, , –,  see also risk Pearson, K  Pearson, R , , , , , , ,  pension schemes – Perrow, C  Perryman, F S  Peru  Petty, W ,  Phoenix  Phoenix Assurance of London – Phoenix Fire Office  Piper Alpha  Plass, W  Poland , – pooling , ,  see also retrocession Porter, M  Porter, T  portfolios  bubbles  selection algorithm  theory  Portugal , , ,  Power, M ,  premiums  by country  calculation of – currency  global , ,  growth of  life versus non-life  significance to insurer  Price, R , , ,  prices controls  oil , ,  of risks  private reinsurance  probabilistic reasoning , , – probabilistic risk assessment (PRA)  probability theory –, , –, ,  product liability  professional reinsurance , , ,  early years –, ,  evolution of –, –, – proportional reinsurance ,  protection gap  protectionism  Protector  Prussia  Prölss, E R , , ,  public law – public liability insurance  quality control  Queen Insurance Company of Liverpool  quota share, definition  rating agencies  Rau, H  Reagan, R  recession  reciprocal insurances  INDEX reciprocal reinsurance  reciprocity , , ,  definition  principle  regulation , , , , ,  asbestos related  atomic energy , –,  autonomous – aversion to – on capital – early –, , –,  golden era  introduction – and natural disasters –, –,  off-shore , – resistance to , – see also non-proportional reinsurance; reinsurance law; self-regulation regulatory regime, definition  reinsurance capacity – cross-border activities – definition  entry barriers  finite  global  growth  history of – ‘interest or no interest’ policies  interwar years – investment bubbles – obligatory treaty  organizational forms – passive  pools  pre-WWI – purpose of – quota-share –, , –, ,  in recession  scale and distribution  state  and WWII  see also facultative reinsurance reinsurance companies by country – cessions   relations with insurance companies –, – top – reinsurance contract , , , , –, , , , ,  basis of modern – design – early forms , – freedom of – a judicial instrument  law , – a patchwork approach  standardized  and treaty reinsurance –, , ,  reinsurance futures – reinsurance law , , – Germany – sources of – stages of evolution – Switzerland , – see also regulation; reinsurance contract reinsurance market , ,  basic structure – consolidation – contract pricing and conditions – cyclical – deregulated  evolution of , –, , , ,  and financial market  global  and natural disasters –, –, –, , , , , – overview , , –,  P&C , ,  US , ,  Reinsurance Offices Association  reinsurance treaty , , ,  categorization – standardization – reinsurers balance sheet – control of insurers – systemic risk – religious law  reserves ,  retakaful   INDEX retrocession , , ,  definition  see also pooling risk accumulation  analysis  assessment ,  aversion , ,  awareness  bundling – business response to – competition for  the concept of – culture – currency ,  and danger ,  definition – distribution , –, – engineering –,  and finance – foreign exchange  geographical diversification  global  health , ,  intelligence , ,  landscape – large , , –, , , ,  managing – maps  measurement  modelling , , , , ,  nuclear  perception , , , , ,  portfolios  positive aspects  post  environment – pricing  public-private sharing – relevant  self-inflicted  services  sharing ,  small – socialization of  and the state – substandard  systemic  transfer , , – see also collective risk theory; financial risk; peak risk risk expertise , , , , ,  risk management , , , , , , , , ,  evolution of – and insurability – integrated  probabilistic approach  and treaty reinsurance –, , ,  risk transfer , , ,  in a fragmented world – Rodgers, O  Roosevelt, F D  Ross, S  Rossiya  Rothschild Bank  Royal Exchange Assurance  Ruskombank  Russia , , ,  pre-USSR , , , , , , ,  Röder, T J , , , , , ,  San Francisco Earthquake , –, , , –, , –,  Sandor, R L –,  scenario modelling  Schacht, H  Schanz, K.-U  Scherrer, P  Schäfer, W  Scholes, M  Schumpeter, J A  Schwartz, A  Scofield, O  SCOR  securitization –, , ,  security, instinct for  self-regulation , , –, , , , –,  see also regulation Serbia  Shakespeare, W  Shapiro, B  Shimpi, P  shipping see marine insurance INDEX SIFIs  Simon, C , ,  Smith, A  ,  social insurance ,  social and spatial distance  Solvency framework , ,  South Africa –, ,  Soviet Union , , , , ,  Spain , , ,  special purpose reinsurance vehicle (SPRV)  special purpose vehicles (SPVs)  speculation  state citizen protection – and freedom of contract – insurer of last resort – interventionist , , ,  kept at arm’s length ,  in nuclear insurance –,  and risk – state reinsurance –,  statisticians , , –,  statistics , ,  and actuarial theory –, , , , – increasing use of , , – and insurable risk , ,  mortality – techniques  stock exchange  storms – Straumann, T  subprime crisis  subscription insurance ,  substandard lives – Sudan – Suez  Sun ,  Sun Insurance Office  super-catastrophe business – surety reinsurance  surplus relief , ,  sustainability , – Sweden , , –, , , ,  Sundsvall  Swiss Insurance Training Centre (SITC)   Swiss Re , , , –, , , ,  acquisitions – actuarial practice –,  in an evolving industry , –, – assets  and atomic reactor reinsurance – Cat Peril Team  CERA ,  consumer protection  credit reinsurance – currency congruent strategy  departments  domination  income from interest  investment decisions – lead reinsurer – losses ,  and natural disasters , , –, , ,  in a neutral country  New Markets  one company approach  operating environment , ,  profits – quota-share contracts – sigma , –,  start of –, –, , , –,  and treaty reinsurance –, –, –, –, –, –,  and world wars  XL treaties  Switzerland , , , , , , –, , ,  actuarial organizations  fire insurers  Glarus Fire ,  professional reinsurance  regulation , – reinsurance law , – storm  Swiss Insurance Contracts – Syria  Süssmilch, J P  takaful , , –,  technical accounting ,  technical engineering   INDEX technological change  technology, hazardous  terrorism , –, –,  / , , , – and contract law , ,  and professional reinsurance , , – uninsurable  Tetens, J  Texas Savings and Loans Crisis  Thailand , ,  Thatcher, M  Thieme, C  Thomas, K  Titanic  tontines  traffic accidents – transaction cost  transparency  treaty reinsurance ,  definition ,  obligatory  quota-share – rise and decline –, – Trebilcock, C ,  Truman, H S  trust , , , , , ,  and conflict resolution , –, ,  and treaty reinsurance , –, – Turkey , , ,  Milli Reinsurance  Turner, B A  Tytens, L  uberrima fides ,  uncertainty , –, – underwriting portfolio – United Kingdom –, , , , , ,  Bank of England  bank failures  British Empire – British Fire Offices Committee  British Joint Stock Companies Act  early insurance market – empire  exchange controls  Faculty of Actuaries  Financial Services Authority (FSA)  fire insurers  first-starter problems  foreign firms  freedom of contract  Friendly Society  Gambling Act ,  gold holder  gold standard –,  Great Fire in London ,  Institute of Actuaries  Insurance Act  investment flows  Keynesian economics  Life Assurance Companies Act  Marine Insurance Act  North Sea storm surge  reinsurance treaties  South Sea Bubble  terrorism ,  trade with US – wind storm  United Nations ,  ESCAP  UNCTAD –,  UNCTC  United States –, , , , ,  / , , , –, –, – actuarial organizations  arms race  asbestos  Atomic Energy Act , – bank failures  budget  Californian Earthquake Authority  catastrophes , , ,  Chicago Board of Trade (CBOT) –, ,  Chicago fire  Civil War  co-insurance market  codification  demographic changes  devaluation  Dodd-Frank Act  earthquakes – INDEX economic growth  Federal Emergency Management Agency (FEMA)  Federal Reserve , – fires  Fordney-McCumber Tariff  freedom of contract  health care  Hurricane Andrew , , , –, , , ,  Hurricane Betsy , , , , , , – Hurricane Gilbert  Hurricane Katrina , , , , , , , , , ,  hurricane season  insurance exchanges  insurance giants –,  Joint Committee on Atomic Energy (JCAE)  Keynesian economics  larger enterprises  liability crisis , , , , ,  Mutual Atomic Energy Liability Underwriters (MAELU)  National Association of Claimants’ Compensation Attorneys (NACCA)  National Flood Insurance Program  Northridge earthquake , –,  Nuclear Energy Liability Insurance Association (NELIA)  nuclear insurance problem – Price-Anderson Act , – public liability insurance  regulation , , ,  San Francisco Earthquake , –, , , –, , –,  tax laws  Terrorism Risk Insurance Act (TRIA) , , – Three Mile Island ,  trade with UK – Trading with the Enemy Act  World Trade Centre  Uruguay  Vašíček  Vec, M , –,  Venezuela  Vienna Convention on Civil Liability for Nuclear Damage  Vietnam War ,  Vilar, P  Volcker, P  Voltaire  von Böhm-Bawerk, E  von Finck, W  von Mises, L  von Thieme, C  Wagstaffe, W  Walford, C  Wallington, N  Walras, L  Weber, M  Werner, S , ,  Whitney, A W  Wilson, W  Witt, J de ,  Witte, S ,  World Bank , ,  World Economic Forum (WEF)  world wars , –, , – WWI ,  WWII ,  XL see excess of loss Xynthia  YK  Zelizer, V  Zilibotti, F  Zimbabwe  Zimmermann, H   .. .MANAGING RISK IN REINSURANCE MANAGING RISK IN REINSURANCE From City Fires to Global Warming Edited by NIELS...  reinsurance companies for   A.. Top  reinsurance companies for   A.. Top  reinsurance groups for   A.. Top  reinsurance groups for   A.. Top  reinsurance. .. to begin farming turns them into risks The invention of risk management, according to Luhmann, makes risk- free life impossible He illustrated this in his famous umbrella analogy: before the invention

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