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Gjensidige Forsikring ASA

Quarterly Report Oct 20, 2020

3606_rns_2020-10-20_edd6bc2d-7822-43aa-9b19-cd728de64786.pdf

Quarterly Report

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Group highlights Third quarter 2020

In the following, the figures in brackets indicate the amount or percentage for the corresponding period last year.

Year-to-date

Group

  • Profit/(loss) before tax expense: NOK 4,028.1 million (6,025.2)
  • Earnings per share: NOK 6.05 (10.24)

General Insurance

  • Earned premiums: NOK 20,284.8 million (18,336.6)
  • Underwriting result: NOK 3,913.8 million (3,116.8)
  • Combined ratio: 80.7 (83.0)
  • Cost ratio: 14.5 (14.6)
  • Financial result: NOK 189.8 million (1,473.9)

Third quarter

Group

  • Profit/(loss) before tax expense: NOK 2,048.4 million (1,271.5)
  • Earnings per share: NOK 3.10 (1.99)

General Insurance

  • Earned premiums: NOK 6,949.0 million (6,317.0)
  • Underwriting result: NOK 1,512.3 million (1,061.1)
  • Combined ratio: 78.2 (83.2)
  • Cost ratio: 13.9 (14.1)
  • Financial result: NOK 550.6 million (278.8)

Special factors and events

• Dividend for 2019 was paid on 30 September 2020: NOK 6,125.0 million, corresponding to NOK 7.25 per share as a regular dividend and NOK 5.00 per share as a special dividend.

Profit performance Group

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
General Insurance Private 786.1 495.5 2,052.9 1,474.6 2,025.1
General Insurance Commercial 603.1 475.3 1,619.6 1,301.5 1,729.8
General Insurance Denmark 162.6 176.5 575.2 500.3 599.3
General Insurance Sweden 67.3 22.2 72.7 57.7 75.9
General Insurance Baltics 10.0 21.4 63.1 41.5 60.9
Corporate Centre - costs related to owner (84.4) (75.6) (265.4) (227.3) (317.7)
Corporate Centre - reinsurance 1 (32.4) (54.2) (204.3) (31.6) (136.9)
Underwriting result general insurance 1,512.3 1,061.1 3,913.8 3,116.8 4,036.4
Pension 41.3 43.0 110.6 135.8 196.9
Financial result from the investment portfolio 550.6 278.8 189.8 1,473.9 2,306.4
Amortisation and impairment losses of excess value –
intangible assets
(42.7) (67.8) (138.6) (193.2) (256.4)
Other items (13.0) (43.5) (47.5) 1,491.9 1,470.5
Profit/(loss) before tax expense 2 2,048.4 1,271.5 4,028.1 6,025.2 7,753.8
Alternative performance measures
Large losses 3, 4 147.6 182.5 690.9 423.6 635.0
Run-off gains/(losses) 3 296.9 290.7 863.2 1,025.2 1,363.2
Loss ratio 3 64.3% 69.1% 66.2% 68.4% 68.9%
Underlying frequency loss ratio 3, 5 66.4% 70.9% 67.1% 71.7% 71.8%
Cost ratio 3 13.9% 14.1% 14.5% 14.6% 14.7%
Combined ratio 3 78.2% 83.2% 80.7% 83.0% 83.6%

1 Large losses in excess of NOK 30.0 million are charged to the Corporate Centre, while claims of less than NOK 30.0 million are charged to the segment in which the large losses occur. As a main rule, the Baltics segment has a retention level of EUR 0.5 million, while the Swedish segment has a retention level of NOK 10 million. Large losses allocated to the Corporate Centre amounted to NOK 259.0 million (78.5) for the year-to-date and NOK 50.6 (56.5) in the quarter. Accounting items related to reinsurance are also included.

2 The profit before tax expense is presented for the continuing operation (excluding Gjensidige Bank).

3 Defined as an alternative performance measure (APM). APMs are described at www.gjensidige.no/reporting in a document named APMs Gjensidige Forsikring Group Q3 2020. 4 Large losses = loss events in excess of NOK 10.0 million. Expected large losses for the quarter were NOK 300.0 million.

5 Underlying frequency loss ratio = claims incurred etc. excluding large losses and run-off gains/(losses) divided by earned premiums

Best ever quarterly underwriting result

Continued strong retention, effective and differentiated pricing measures, good cost control and a favourable claims development resulted in the highest quarterly underwriting result, excluding run-off gains, in the Group's history. Returns on the investment portfolio reflected continued rebound in the financial markets. The Group's outlook remains good, supported by a strong capital position.

Group profit performance

Year-to-date development

Gjensidige Forsikring Group recorded a profit before tax expense of NOK 4,028.1 million (6,025.2) for the period. The result in the first nine months of 2020 was significantly impacted by negative returns on the investment portfolio in the first quarter, reflecting the turmoil in the financial market in the wake of the Covid-19 situation. The corresponding result in the first nine months of 2019 included a gain on the sale of Gjensidige Bank of NOK 1.6 billion.

The profit from general insurance operations measured by the underwriting result was NOK 3,913.8 million (3,116.8), corresponding to a combined ratio of 80.7 (83.0).

Estimated Covid-19 impacts

Claims, NOK millions Q1
2020
Q2
2020
Q3
2020
YTD
2020
Corporate Center, gross -222 -38 -24 -284
Corporate Center, net of
reinsurance
-60 -72 -31 -162
Private 39 69 49 157
Commercial 30 25 17 72
Denmark -12 108 7 103
Sweden -2 -11 -5 -19
Baltics -1 14 3 17
Total impact on claims, net of
reinsurance
-6 132 41 167

The Covid-19 pandemic had a limited, but positive impact on the Group's claims, estimated at approximately NOK 167 million, corresponding to 0.8 percentage point on the loss ratio. Claims related to cancellations and home transportation increased significantly and is recorded mainly in the corporate center line. The negative effect was offset by less travel activity and less driving. In addition to this, premium growth in Denmark and the Baltics were subdued related to travel insurance for both segments.

The income tax expense amounted to NOK 1,004.7 million (942.4), resulting in an effective tax rate of 24.9 per cent (15.6). The effective tax rate was impacted by realised and unrealised gains and losses on equity investments in the EEA.

The profit after tax expense from continuing and discontinued operations was NOK 3,023.5 million (5,082.8) and the corresponding earnings per share were NOK 6.05 (10.24).

Earned premiums from general insurance increased by 10.6 per cent to NOK 20,284.8 million (18,336.6) for the period. Measured in local currency, the premiums increased by 7.9 per cent. The underwriting result increased due to higher premiums following solid renewals and effective and differentiated pricing measures, which in addition to more favourable weather conditions for motor in Norway during the first quarter and the Covid-19 impact mentioned above, resulted in a 4.6 percentage point improvement in the underlying frequency loss ratio. This

was partly offset by higher large losses, lower run-off gains and higher operating expenses.

Earned premiums in the Private segment increased by 5.8 per cent, which together with an improved underlying frequency loss ratio resulted in a higher underwriting result.

Earned premiums in the Commercial segment increased by 9.8 per cent. The underwriting result increased mainly due to significantly higher earned premiums and an improved underlying frequency loss ratio.

The Danish segment recorded an increase of 9.7 per cent in earned premiums measured in local currency. Underlying growth was 5.3 per cent. The underwriting result increased due to premium growth and a lower underlying frequency loss ratio.

Earned premiums in the Swedish segment were up 4.7 per cent measured in local currency. The underwriting result increased, mainly due to higher run-off gains.

Earned premiums in the Baltic segment decreased by 3.1 per cent measured in local currency. The underwriting result increased, driven by lower costs and a lower underlying frequency loss ratio, partly offset by lower run-off gains.

The Pension segment generated a lower profit for the period, driven by lower net financial income due to the financial turmoil in the first quarter and higher operating expenses.

The return on financial assets was 0.3 per cent (2.6) or NOK 189.8 million (1,473.9). The Covid-19 pandemic caused a significant downturn in the financial markets towards the end of the first quarter, resulting in a broad decline in most asset classes. This changed in the second and third quarter, although the markets have not yet fully recovered.

Development during the quarter

The Group recorded a profit before tax expense of NOK 2,048.4 million (1,271.5) for the quarter. The profit from general insurance operations measured by the underwriting result was NOK 1,512.3 million (1,061.1), corresponding to a combined ratio of 78.2 (83.2). The return on financial assets was 0.9 per cent (0.5) or NOK 550.6 million (278.8).

The profit after tax expense was NOK 1,550.6 million (993.2). Earnings per share amounted to NOK 3.10 (1.99).

The underwriting result was driven by 10.0 per cent growth in earned premiums, an improved underlying frequency loss ratio and lower large losses. Earned premiums rose 7.3 per cent in local currency. The underlying frequency loss ratio improved primarily due to effective and differentiated pricing measures.

The Covid-19 pandemic had a slightly positive impact on the Group's claims estimated at approximately NOK 41 million, corresponding to 0.6 percentage point on the loss ratio. This was primarily related to travel insurance, partly offset by accident and health insurance products.

The Pension operation recorded a lower profit due to higher operating expenses.

All asset classes in the investment portfolio contributed positively in the third quarter except PE funds. Returns on the other asset classes reflected lower interest rates and credit spreads, in combination with strong equity markets.

Equity and capital position

The Group's equity amounted to NOK 23,656.2 million (24,819.9) at the end of the period. The annualised return on equity for the year-to-date was 15.3 per cent (29.9). The solvency margins at the end of the period were:

  • Approved Partial Internal Model1 : 219 per cent
  • Own Partial Internal Model2 : 274 per cent

The Group has a robust solvency position and Gjensidige believes that the Covid-19 pandemic will not have an impact on the Group's ability to continue as a going concern.

The guarantee scheme provision is treated as a liability in accordance with instructions from the Financial Supervisory Authority of Norway. In Gjensidige's opinion, special Norwegian provisions that are actually an equity element must be treated as solvency capital. Gjensidige will continue to make endeavours to ensure that the regulations are brought into line with this view.

Gjensidige has an 'A' rating from Standard & Poor's.

The Board declared a total dividend of NOK 6.125 billion, or NOK 12.25 a share, on 17 September 2020, following regulatory clarification and an improved economic outlook. The dividend was paid out on 30 September 2020.

Other

Partial Internal Model change partly approved

Gjensidige Forsikring ASA and Gjensidige Forsikring Group's appeal on the Financial Supervisory Authority of Norway's decision on the calibration of market risk has been partly approved. The impact of the change is a reduction in the total solvency capital requirement by approximately NOK 0.2 billion, based on the solvency capital requirement as at 30 September 2020.

Renewed distribution agreements with 11 mutual fire insurers

Multi-year distribution agreements with 11 mutual fire insurers in Norway were renewed during the second quarter. Agreements with the four remaining mutual fire insurers will be terminated with effect from 1 January 2021. Gjensidige is in the process of establishing internal distribution set ups for private and commercial customers in the affected regions.

Sustainable development

Gjensidige's sustainability targets focus on three areas: a safer society, reduced carbon intensity and socially responsible investments, which also support the Group's financial targets. For a more detailed description, see the Integrated Annual Report for 2019. Below are a few examples of recent results and operational initiatives:

  • Adjustment of terms in home content and travel insurance product for young customers. The adjustment is related to climate compensating for emissions related to the claims processes.
  • Catering to the social aspect of sustainability, Gjensidige has recently launched a new service for commercial customers for a quicker return of employees on sick leave. The assistance is carried out together with medical and work coaching professionals. This is an important damage prevention measure to avoid long term disability.
  • The Group continues to identify and implement measures to secure employees through the pandemic, most recently by providing re-useable masks for commuters who need to use public transportation, covid tests as well as psychological assistance for those who need help during these demanding times.

1 Regulatory approved partial internal model 2 Partial internal model with own calibration

General Insurance Private

Year-to-date development

The underwriting result was NOK 2,052.9 million (1,474,6). The increase was mainly driven by higher earned premiums and a significantly lower underlying frequency loss ratio. The combined ratio was 70.8 (77.8).

Earned premiums increased to NOK 7,026.9 million (6,642.3). Adjusted for the transfer of a product insurance portfolio to the Danish segment, the increase was 6.2 per cent. Price increases for motor and property insurance, as well as accident and health insurance were the main drivers of the rise in earned premiums. Gjensidige maintained a strong position in the market. Competitiveness remains good, and the number of customers increased.

Claims incurred amounted to NOK 4,068.6 million (4,307.3). The loss ratio improved to 57.9 (64.8), driven by an 8.1 percentage point improvement in the underlying frequency loss ratio. The motor, property and accident and health insurance lines recorded improved profitability due to effective pricing measures. Motor insurance was also positively impacted by more favourable weather conditions in the first quarter. The Covid-19 situation had a positive impact on claims, estimated at approximately NOK 157 million, corresponding to 2.2 percentage points on the loss ratio. This was primarily related to less driving during the first half of 2020, and low travel activity during the first nine months of the year. The travel insurance line was significantly impacted by higher claims in the first quarter, but reinsurance coverage limited net claims incurred.

Operating expenses amounted to NOK 905.4 million (860.4). The cost ratio was 12.9 (13.0).

Development during the quarter

The underwriting result was NOK 786.1 million (495.5). The increase was driven by higher earned premiums and a significantly lower underlying frequency loss ratio. The combined ratio was 68.0 (78.7).

Earned premiums increased to NOK 2,460.1 million (2,329.8). Adjusted for the transfer of a product insurance portfolio to the Danish segment, the increase was 6.3 per cent. The main drivers were price increases for motor and property insurance, as well as accident and health insurance, although the remaining product lines also recorded higher earned premiums. The number of customers increased somewhat.

Claims incurred amounted to NOK 1,366.8 million (1,535.8). The loss ratio improved to 55.6 (65.9), primarily driven by a 10.1 percentage point improvement in the underlying frequency loss ratio, which in turn was driven by effective pricing measures and a favourable claims development, particularly for property insurance. The Covid-19 situation had a slightly positive impact on claims, estimated at approximately NOK 49 million, corresponding to 2.0 percentage points on the loss ratio. This was primarily related to lower travel activity, partly offset by higher claims on accident and health products.

Operating expenses amounted to NOK 307.2 million (298.5). The cost ratio was 12.5 (12.8).

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums 2,460.1 2,329.8 7,026.9 6,642.3 8,872.4
Claims incurred etc. (1,366.8) (1,535.8) (4,068.6) (4,307.3) (5,682.6)
Operating expenses (307.2) (298.5) (905.4) (860.4) (1,164.7)
Underwriting result 786.1 495.5 2,052.9 1,474.6 2,025.1
Amortisation and impairment losses of excess value –
intangible assets
(7.3) (7.1) (21.9) (19.4) (26.6)
Large losses 1 0.0 8.0 76.8 16.1 38.9
Run-off gains/(losses) 1 112.6 109.8 336.9 337.0 467.3
Loss ratio 1 55.6% 65.9% 57.9% 64.8% 64.0%
Underlying frequency loss ratio 1 60.1% 70.3% 61.6% 69.7% 68.9%
Cost ratio 1 12.5% 12.8% 12.9% 13.0% 13.1%
Combined ratio 1 68.0% 78.7% 70.8% 77.8% 77.2%

General Insurance Commercial

Year-to-date development

The underwriting result was NOK 1,619.6 million (1,301.5). The increase was mainly due to significantly higher earned premiums and an improved underlying frequency loss ratio. The combined ratio was 75.7 (78.5).

Earned premiums increased to NOK 6,658.5 million (6,064.5), driven by effective and differentiated pricing measures, solid renewals and portfolio growth. All the main product lines recorded higher earned premiums.

Claims incurred amounted to NOK 4,380.2 million (4,131.7). The loss ratio improved to 65.8 (68.1), mainly driven by a 2.7 percentage point decrease in the underlying frequency loss ratio. Pricing and re-underwriting measures, particularly for the motor and property insurance lines, were the main drivers of this improvement. The positive effect from a lower level of large losses was more than offset by the negative effect from lower run-off result.

The Covid-19 situation had a positive impact on claims estimated at NOK approximately 72 million, corresponding to 1.1 percentage points on the loss ratio. This was primarily related to less travel activity and less driving for commercial vehicles.

Operating expenses amounted to NOK 658.8 million (631.3), corresponding to a cost ratio of 9.9 (10.4).

Development during the quarter

The underwriting result was NOK 603.1 million (475.3). The increase was mainly due to higher earned premiums and a lower level of large losses. The combined ratio was 73.4 (77.1).

Earned premiums increased to NOK 2,266.9 million (2,072.4), driven by effective and differentiated pricing measures, solid renewals and portfolio growth. All the main product lines recorded higher earned premiums.

Claims incurred amounted to NOK 1,448.6 million (1,391.2) and the loss ratio was 63.9 (67.1). The decrease was driven by a lower level of large losses and a slight improvement in the underlying frequency loss ratio. Property showed significantly increased profitability as a result of effective pricing measures and a favourable claims development. The Covid-19 situation had a small positive impact on claims, estimated at approximately NOK 17 million, corresponding to 0.7 percentage points on the loss ratio. This was primarily related to less travel activity and less driving of commercial vehicles during the quarter.

Operating expenses amounted to NOK 215.3 million (206.0), corresponding to a cost ratio of 9.5 (9.9).

General Insurance Commercial

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums 2,266.9 2,072.4 6,658.5 6,064.5 8,164.1
Claims incurred etc. (1,448.6) (1,391.2) (4,380.2) (4,131.7) (5,608.6)
Operating expenses (215.3) (206.0) (658.8) (631.3) (825.7)
Underwriting result 603.1 475.3 1,619.6 1,301.5 1,729.8
Large losses 1 64.5 118.0 189.7 311.7 355.4
Run-off gains/(losses) 1 129.3 124.4 345.6 476.8 617.0
Loss ratio 1 63.9% 67.1% 65.8% 68.1% 68.7%
Underlying frequency loss ratio 1 66.8% 67.4% 68.1% 70.9% 71.9%
Cost ratio 1 9.5% 9.9% 9.9% 10.4% 10.1%
Combined ratio 1 73.4% 77.1% 75.7% 78.5% 78.8%

General Insurance Denmark

Year-to-date development

The underwriting result was NOK 575.2 million (500.3). The increase was driven by an improved underlying frequency loss ratio, increased earned premiums and helped by the depreciation of the Norwegian krone, partly offset by higher large losses, lower run-off gains and higher operating expenses. The combined ratio was 87.0 (86.3).

Earned premiums amounted to NOK 4,409.1 million (3,659.0). Measured in local currency, earned premiums increased by 9.7 per cent, mainly due to portfolio growth and solid renewals in the commercial lines. Adjusted for the discontinuation of a quota share reinsurance contract as well as a product portfolio that was moved from Private to the Danish segment, the underlying growth in local currency was 5.3 per cent. The lower demand for travel insurance had a significant negative effect on growth.

Claims incurred amounted to NOK 3,199.0 million (2,640.8). The loss ratio increased to 72.6 (72.2), driven by higher large losses and lower run-off gains, largely offset by a 4.6 percentage point decrease in the underlying frequency loss ratio. The Covid-19 situation had a positive impact on claims, estimated at approximately NOK 103 million, corresponding to 2.3 percentage points on the loss ratio. This was primarily related to motor and travel insurance. Effective pricing measures in the commercial lines also contributed to the improvement in the frequency loss ratio.

Operating expenses amounted to NOK 634.9 million (517.9). The main driver for the increase was a depreciation of the Norwegian krone. The cost ratio was 14.4 (14.2). The increase was mainly driven by lower commissions received from the discontinued quota share and impairment of receivables.

Development during the quarter

The underwriting result was NOK 162.6 million (176.5). The decrease was driven by lower run-off gains, higher large losses and higher operating expenses which were partly offset by a

decrease in the underlying frequency loss ratio. The combined ratio was 89.0 (85.9).

Earned premiums amounted to NOK 1,472.7 million (1,249.9). Measured in local currency, earned premiums increased by 8.5 per cent, mainly due to portfolio growth in the commercial lines. Adjusted for the discontinuation of a quota share reinsurance contract as well as a product portfolio that was moved from Private to the Danish segment, the underlying growth was 4.1 per cent.

Claims incurred amounted to NOK 1,103.6 million (910.3). The loss ratio increased to 74.9 (72.8), driven by lower run-off gains and higher large losses, which were partly offset by a 3.0 percentage point improvement in the underlying frequency loss ratio. The decrease in the underlying frequency loss ratio reflected improvements in profitability, primarily of the commercial lines, although the private lines also saw an improvement. The Covid-19 situation had a positive impact on claims, estimated at approximately NOK 7 million, corresponding to 0.5 percentage point on the loss ratio. This was related to miscellaneous insurance products including travel and motor. In addition to this, earned premium growth for the quarter was subdued as a result of lower demand for travel insurance due to travel restrictions.

Operating expenses amounted to NOK 206.5 million (163.1). The main driver for the increase was a depreciation of the Norwegian krone. The cost ratio was 14.0 (13.1). The increase was primarily driven by lower commissions received from the discontinued quota share.

General Insurance Denmark

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums 1,472.7 1,249.9 4,409.1 3,659.0 4,960.1
Claims incurred etc. (1,103.6) (910.3) (3,199.0) (2,640.8) (3,642.0)
Operating expenses (206.5) (163.1) (634.9) (517.9) (718.8)
Underwriting result 162.6 176.5 575.2 500.3 599.3
Amortisation and impairment losses of excess value –
intangible assets
(14.5) (35.9) (54.4) (107.8) (142.9)
Large losses 1 32.5 0.0 134.8 17.3 77.3
Run-off gains/(losses) 1 13.8 48.3 81.4 155.7 174.9
Earned premiums in local currency (DKK) 1 1,027.0 946.8 3,067.2 2,795.1 3,759.6
Loss ratio 1 74.9% 72.8% 72.6% 72.2% 73.4%
Underlying frequency loss ratio 1 73.7% 76.7% 71.3% 76.0% 75.4%
Cost ratio 1 14.0% 13.1% 14.4% 14.2% 14.5%
Combined ratio 1 89.0% 85.9% 87.0% 86.3% 87.9%

General Insurance Sweden

Year-to-date development

The underwriting result was NOK 72.7 million (57.7). The increase was mainly driven by increased run-off gains and higher earned premiums, partly offset by higher large losses and operating expenses. The combined ratio was 93.9 (94.5).

Earned premiums increased to NOK 1,196.8 million (1,041.1). Measured in local currency, earned premiums increased by 4.7 per cent, reflecting price and volume growth in the commercial lines, partly offset by lower volumes in the private lines.

Claims incurred amounted to NOK 907.0 million (795.4). The loss ratio decreased to 75.8 (76.4), driven by higher run-off gains which were partly offset by increased large losses and an 0.2 percentage point increase in the underlying frequency loss ratio. The Covid-19 situation had a negative impact on claims, estimated at approximately NOK 19 million, corresponding to 1.6 percentage point on the loss ratio. This was mainly related to payment protection insurance, partly offset by a slightly positive impact on motor claims due to less driving.

Operating expenses increased to NOK 217.0 million (188.0), mainly reflecting the depreciation of the Norwegian krone. The cost ratio was 18.1 per cent (18.1).

Development during the quarter

The underwriting result was NOK 67.3 million (22.2). The improvement was mainly driven by higher run-off gains and higher earned premiums. The combined ratio was 84.0 (93.5).

Earned premiums increased to NOK 420.2 million (342.3). Measured in local currency, earned premiums improved by 10.2 per cent, primarily due to price and volume growth in the commercial lines, partly offset by lower volumes in the private lines.

Claims incurred amounted to NOK 279.6 million (260.3). The loss ratio decreased to 66.5 (76.0), reflecting higher run-off gains and a 0.5 percentage point improvement in the underlying frequency loss ratio. The Covid-19 situation had slightly a negative impact on claims, estimated at approximately NOK 5 million, corresponding to 1.2 percentage point on the loss ratio. This was related to payment protection insurance, partly offset by a slightly positive impact on motor claims due to less driving.

Operating expenses increased to NOK 73.3 million (59.8), mainly reflecting the depreciation of the Norwegian krone. The cost ratio was 17.4 per cent (17.5).

General Insurance Sweden

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums 420.2 342.3 1,196.8 1,041.1 1,405.8
Claims incurred etc. (279.6) (260.3) (907.0) (795.4) (1,058.6)
Operating expenses (73.3) (59.8) (217.0) (188.0) (271.3)
Underwriting result 67.3 22.2 72.7 57.7 75.9
Amortisation and impairment losses of excess value –
intangible assets
(17.0) (15.5) (50.3) (48.1) (63.9)
Large losses 1 0.0 0.0 30.0 0.0 0.0
Run-off gains/(losses) 1 27.2 (8.7) 59.4 17.0 31.6
Earned premiums in local currency (SEK) 1 408.2 370.5 1,179.1 1,125.8 1,511.0
Loss ratio 1 66.5% 76.0% 75.8% 76.4% 75.3%
Underlying frequency loss ratio 1 73.0% 73.5% 78.2% 78.0% 77.5%
Cost ratio 1 17.4% 17.5% 18.1% 18.1% 19.3%
Combined ratio 1 84.0% 93.5% 93.9% 94.5% 94.6%

General Insurance Baltics

Year-to-date development

The underwriting result amounted to NOK 63.1 million (41.5), driven by reduced cost ratio and a lower underlying frequency loss ratio. This was partly offset by lower run-off gains. The combined ratio was 92.9 (95.0).

Earned premiums amounted to NOK 886.6 million (834.2). Measured in local currency, earned premiums decreased by 3.1 per cent, reflecting lower volume in the travel and general thirdparty liability insurance lines and lower prices for motor insurance due to fierce competition. This was reinforced by the Covid-19 situation.

Claims incurred amounted to NOK 566.8 million (538.8). The loss ratio decreased to 63.9 (64.6). The underlying frequency loss ratio improved by 1.5 percentage points, mainly due to favourable weather conditions in the first quarter. The Covid-19 situation had a positive impact on claims estimated at approximately NOK 17 million, corresponding to 1.9 percentage point on the loss ratio. This was primarily related to motor and travel claims.

Operating expenses amounted to NOK 256.7 million (253.9). The increase reflected the depreciation of the Norwegian krone. The cost ratio was 28.9 (30.4), reflecting lower sales expenses and cost-saving initiatives.

Development during the quarter

The underwriting result amounted to NOK 10.0 million (21.4). The reduction was primarily driven by a higher underlying frequency loss ratio. Run-off gains were higher, and costs measured in local currency lower than the same quarter last year. The combined ratio was 96.6 (92.6).

Earned premiums amounted to NOK 291.1 million (289.5). Measured in local currency, earned premiums decreased by 7.2 per cent, reflecting lower prices in the motor insurance line due to fierce competition, in addition to lower volume for travel insurance due to the Covid-19 situation.

Claims incurred amounted to NOK 198.9 million (182.9). The loss ratio increased to 68.3 (63.2), reflecting an 8.9 percentage points increase in the underlying frequency loss ratio which was primarily related to the motor insurance lines. The Covid-19 situation had a positive impact on claims estimated at approximately NOK 3 million, corresponding to 1.0 percentage point on the loss ratio. This was related to travel insurance.

Operating expenses amounted to NOK 82.2 million (85.2). The cost ratio was 28.2 (29.4), reflecting lower sales expenses and cost-saving initiatives.

General Insurance Baltics

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums 291.1 289.5 886.6 834.2 1,126.9
Claims incurred etc. (198.9) (182.9) (566.8) (538.8) (728.7)
Operating expenses (82.2) (85.2) (256.7) (253.9) (337.3)
Underwriting result 10.0 21.4 63.1 41.5 60.9
Amortisation and impairment losses of excess value –
intangible assets
(4.0) (3.7) (12.0) (10.9) (14.7)
Large losses 1 0.0 0.0 0.5 0.0 0.0
Run-off gains/(losses) 1 15.9 4.9 20.7 25.8 35.8
Earned premiums in local currency (EUR) 1 27.3 29.4 82.7 85.4 114.4
Loss ratio 1 68.3% 63.2% 63.9% 64.6% 64.7%
Underlying frequency loss ratio 1 73.8% 64.9% 66.2% 67.7% 67.8%
Cost ratio 1 28.2% 29.4% 28.9% 30.4% 29.9%
Combined ratio 1 96.6% 92.6% 92.9% 95.0% 94.6%

Pension

Year-to-date development

The profit before tax expense was NOK 110.6 million (135.8). The decline was due to lower net financial income and higher operating expenses. The Covid-19 pandemic had a minor impact on the segment's results for the period, except from the effects from movements in interest rates and market prices.

Administration fees were NOK 117.4 million (113.5) and insurance income was NOK 63.1 (65.7), reflecting the loss of one large client and higher reinsurance costs.

Management income increased to NOK 133.0 million (122.4) as a result of increased assets under management.

Operating expenses increased to NOK 222.9 million (194.1), mainly driven by increased depreciation as a result of a shorter depreciation timeframe for IT-investments. A higher head count in response to the growing business volume also had an impact on operating expenses.

Net financial income, including returns on both the group policy portfolio and the corporate portfolio, amounted to NOK 19.9 million (28.3). The decline was due to non-recurring gains from divestments last year and modest returns during the first quarter following the financial turmoil.

The recognised return on the paid-up policy portfolio was 1.4 per cent (2.8). The average annual interest guarantee was 3.4 per cent.

Assets under management increased by NOK 1,683.7 million from year-end 2019. Total pension assets under management amounted to NOK 39,018.9 million (35,372.1) including the group policy portfolio of NOK 7,489.9 million (7,082.5).

Development during the quarter

The profit before tax expense was NOK 41.3 million (43.0). The covid-19 pandemic had a minor impact on the segment's results for the quarter.

Administration fees were NOK 39.7 million (38.2). Insurance income was NOK 20.0 million (22.9), reflecting higher reinsurance costs. Management income was NOK 46.6 million (43.2), reflecting growth in assets under management.

Operating expenses were NOK 72.0 million (66.8), for the same reasons as described above.

Net financial income was NOK 7.0 million (5.4) as a result of good returns on real estate investments and the recovery of the financial markets.

Pension

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Administration fees 39.7 38.2 117.4 113.5 152.3
Insurance income 20.0 22.9 63.1 65.7 111.4
Management income etc. 46.6 43.2 133.0 122.4 167.2
Operating expenses (72.0) (66.8) (222.9) (194.1) (275.6)
Net operating income 34.3 37.6 90.7 107.5 155.3
Net financial income 7.0 5.4 19.9 28.3 41.5
Profit/(loss) before tax expense 41.3 43.0 110.6 135.8 196.9
Operating margin 1 32.25% 36.02% 28.93% 35.65% 36.05%
Recognised return on the paid-up policy portfolio 2 1.43 % 2.81 % 4.34 %
Value-adjusted return on the paid-up policy portfolio 3 0.96 % 3.34 % 4.72 %

1 Defined as an alternative performance measure (APM). APMs are described at www.gjensidige.no/reporting in a document named APMs Gjensidige Forsikring Group Q3 2020. 2 Recognised return on the paid-up policy portfolio = realised return on the portfolio

3 Value-adjusted return on the paid-up policy portfolio = total return on the portfolio

Management of financial assets and properties

The Group's investment portfolio includes all investment funds in the Group, except for investment funds in the Pension segment. The investment portfolio is split into two parts: a match portfolio and a free portfolio. The match portfolio is intended to correspond to the Group's technical provisions. It is invested in fixed-income instruments that match the duration and currency of the technical provisions. The free portfolio consists of various assets. The allocation of assets in this portfolio must be seen in conjunction with the Group's capitalisation and risk capacity, as well as the Group's risk appetite at all times. Results from the use of derivatives for tactical and risk management purposes are assigned to the respective asset classes. Currency risk in the investment portfolio is generally hedged close to 100 per cent, within a permitted range of +/- 10 per cent per currency.

Year-to-date development

The Covid-19 pandemic caused a significant downturn in the financial markets towards the end of the first quarter, resulting in a broad decline in most asset classes. This changed in the second and third quarter, although the markets have not yet fully recovered.

At the end of the period, the investment portfolio totalled NOK 58.3 billion (57.5). The financial result for the period was NOK 189.8 million (1,473.9), which corresponds to a return on total assets of 0.3 per cent (2.6).

Financial assets and properties

Result Q3 Result 1.1.-30.9. Carrying amount 30.9.
NOK millions 2020 2019 2020 2019 2020 2019
Match portfolio
Money market 15.4 23.2 84.0 70.5 4,999.1 5,116.5
Bonds at amortised cost 137.1 200.6 412.3 487.8 14,967.6 15,421.6
Current bonds 1 108.5 (50.9) (236.8) 17.5 16,586.9 14,178.0
Match portfolio total 261.0 172.8 259.5 575.8 36,553.6 34,716.1
Free portfolio
Money market 10.0 13.2 70.0 39.6 4,942.9 5,444.2
Other bonds 2 113.1 21.0 351.0 194.5 5,197.7 4,603.8
High yield bonds 3 20.2 16.6 (60.8) 81.5 527.7 1,077.7
Convertible bonds 3 80.7 (9.8) (30.0) 84.5 1,623.1 1,697.8
Current equities 4 65.3 3.3 (325.9) 250.2 2,158.9 3,186.8
PE funds (79.2) 7.9 (178.2) 114.6 1,185.7 1,356.6
Properties 55.1 87.1 163.0 239.1 4,940.7 4,729.9
Other 5 24.4 (33.2) (58.9) (105.8) 1,201.8 683.3
Free portfolio total 289.6 106.0 (69.7) 898.1 21,778.5 22,780.1
Financial result from the investment portfolio 6 550.6 278.8 189.8 1,473.9 58,332.0 57,496.3
Financial income in Pension 7.0 5.4 19.9 28.3
Interest expense on subordinated debt Gjensidige Forsikring
ASA
(5.8) (9.3) (24.0) (26.4)
Interest expense on the lease liability (7.2) (8.0) (22.9) (23.9)
Realised gains on subsidiaries (2.6) 1,581.9
Net income from investments 544.6 264.3 162.8 3,033.7

1 The item includes discounting effects of the insurance liabilities in Denmark and Sweden, and a mismatch between interest rate adjustments on the liability side in Denmark and the corresponding interest rate hedge. Investments include mortgage, sovereign and corporate bonds, investment grade bond funds and loan funds containing secured debt. 2 The item includes investment grade and current bonds. Investment grade bonds are investments in internationally diversified funds that are externally managed.

3 Investments in internationally diversified funds that are externally managed.

4Investments mainly in internationally diversified funds that are externally managed. The equity risk exposure is reduced by NOK 626.7 million due to derivatives.

5 The item includes currency hedging related to Gjensidige Sweden, Denmark and Baltics, lending, paid-in capital in Gjensidige Pensjonskasse, profit/loss effects from a total return swap with Gjensidige Pensjonskasse, hedge funds, commodities and finance-related expenses.

Match portfolio

The match portfolio amounted to NOK 36.6 billion (34.7). The portfolio yielded a return of 0.7 per cent (1.7), excluding changes in the value of bonds recognised at amortised cost. The main drivers of the return were increased credit spreads (negative contribution) and a fall in interest rates (positive contribution). Bonds recognised at amortised cost amounted to NOK 15.0 billion (15.4). Unrealised excess value amounted to NOK 1.2 billion (0.9) at the end of the period.

The reinvestment rate for new investments in the portfolio of bonds held at amortised cost was approximately 3.3 per cent on average for the year-to-date, while the running yield on the portfolio of bonds held at amortised cost was 3.5 per cent at the end of the period. The average duration of the match portfolio was 3.4 years. The average term to maturity for the corresponding insurance liabilities was 3.9 years.

The distribution of counterparty risk and credit rating is shown in the charts on page 13. Securities without an official credit rating amounted to NOK 8.3 billion (8.4). Of these securities, 8.7 per cent (5.2) were issued by Norwegian savings banks, while the remainder were mostly issued by Norwegian power producers and distributors, property companies, industry and municipalities. Bonds with a coupon linked to the development of the Norwegian consumer price index accounted for 4.0 per cent (5.5) of the match portfolio. The geographical distribution3 of the match portfolio is shown in the chart above.

3 The geographical distribution is related to issuers and does not reflect actual currency exposure.

Return per asset class

Per cent Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Match portfolio
Money market 0.3 0.4 1.7 1.4 1.8
Bonds at amortised cost 0.9 1.3 2.8 3.1 5.0
Current bonds 1 0.7 (0.4) (1.5) 0.1 0.6
Match portfolio total 0.7 0.5 0.7 1.7 2.8
Free portfolio
Money market 0.1 0.3 0.8 0.8 1.0
Other bonds 2 1.9 0.4 6.1 4.0 4.9
High yield bonds 3 3.8 1.6 (11.9) 8.3 10.5
Convertible bonds 4 5.7 (0.6) (2.1) 6.7 12.3
Current equities 4 3.2 0.1 (14.1) 8.9 15.6
PE funds (6.4) 0.6 (14.7) 8.6 6.9
Properties 1.1 1.9 3.3 5.2 8.0
Other 5 1.9 (3.7) (4.6) (11.6) (12.1)
Free portfolio total 1.1 0.5 (0.3) 4.1 6.0
Return on investment portfolio 6 0.9 0.5 0.3 2.6 4.1

1The item includes discounting effects of the insurance liabilities in Denmark and Sweden, and a mismatch between interest rate adjustments on the liability side in Denmark and the corresponding interest rate hedge. Investments include mortgage, sovereign and corporate bonds, investment grade bond funds and loan funds containing secured debt. 2 The item includes investment grade and current bonds. Investment grade bonds are investments in internationally diversified funds that are externally managed.

3 Investments in internationally diversified funds that are externally managed.

Investments mainly in internationally diversified funds that are externally managed. The equity risk exposure is reduced by NOK 626.7 million due to derivatives.

5 The item includes currency hedging related to Gjensidige Sweden, Denmark and Baltics, lending, paid-in capital in Gjensidige Pensjonskasse, profit/loss effects from a total return swap with Gjensidige Pensjonskasse, hedge funds, commodities and finance-related expenses.

6 Defined as an alternative performance measure (APM). APMs are described at www.gjensidige.no/reporting in a document named APMs Gjensidige Forsikring Group Q3 2020.

4

Free portfolio

The free portfolio amounted to NOK 21.8 billion (22.8) at the end of the period. The return was minus 0.3 per cent (4.1), reflecting market developments, as well as a general de-risking of the portfolio in the first quarter.

Fixed-income instruments

The fixed-income instruments in the free portfolio amounted to NOK 12.3 billion (12.8), of which money market investments, including cash, accounted for NOK 4.9 billion (5.4). The rest of the portfolio was invested in Norwegian government bonds and international bonds (investment grade, high yield and convertible bonds). The total fixed-income portfolio yielded a return of 2.0 per cent (3.3).

At the end of the period, the average duration in the portfolio was approximately 5.5 years. The distribution of counterparty risk and credit rating is shown in the charts on the next page. Securities without an official credit rating amounted to NOK 2.5 billion (3.0). Of these securities, 19.7 per cent (15.9) were issued by Norwegian savings banks, while the remainder were mostly issued by industry and municipalities. The geographical distribution4 of the fixed-income instruments in the free portfolio is shown in the chart on the previous page.

Equity portfolio

The total equity holding at the end of the period was NOK 3.3 billion (4.5), of which NOK 2.2 billion (3.2) consisted of current equities and NOK 1.2 billion (1.4) of PE funds. The return on current equities was minus 14.1 per cent (plus 8.9). The weak performance was mainly driven by de-risking in the first quarter. PE funds yielded a return of minus 14.7 per cent (plus 8.6), mainly driven by weak performance of funds with exposure to the oil sector.

Property portfolio

At the end of the period, the exposure to commercial real estate in the portfolio was NOK 4.9 billion (4.7). The property portfolio yielded a return of 3.3 per cent (5.2).

Development during the quarter

The financial result for the total investment portfolio was NOK 550.6 million (278.8) in the quarter. This corresponds to a return on financial assets of 0.9 per cent (0.5).

The match portfolio yielded 0.7 per cent (0.5), excluding changes in the value of the portfolio valued at amortised cost. The return on the free portfolio was 1.1 per cent (0.5).

All asset classes except PE funds contributed positively in the third quarter, reflecting lower interest rates and credit spreads in combination with strong equity and commodity markets.

Organisation

The Group had a total of 3,636 employees at the end of the third quarter, compared with 3,620 at the end of the second quarter.

The composition of the Group's employees was as follows: 1,876 (1,879) in general insurance operations in Norway, 79 (73) in Gjensidige Pensjonsforsikring, 742 (729) in Denmark, 249 (247) in Sweden and 690 (692) in the Baltic states (excluding agents). The figures in brackets refer to the number of employees at the end of the second quarter.

Events after the balance sheet date

No significant events have occurred after the end of the period.

Strategy and outlook

The Group's annual financial and solvency targets through 2022 are as follows:

  • A combined ratio of between 86 and 89 per cent (undiscounted)
  • Corresponding to 90 to 93 per cent given zero run-off gains
  • Average annual run-off gains of approximately NOK 1 billion are still expected through 2022
  • A cost ratio <15 per cent
  • A solvency margin based on the Partial Internal Model (both the regulatory approved model and the model with internal calibration) of between 150 and 200 per cent
  • To support an 'A' rating, stable regular dividends over time, financial flexibility for smaller acquisitions and organic growth not financed through retained earnings, as well as providing a buffer for regulatory changes.
  • Return on equity after tax > 20 per cent
  • Corresponding to > 16 per cent excluding run-off gains

These are financial targets and should not be regarded as guidance for any specific quarter or year. Unexpected circumstances relating to the weather, the proportion of large losses and run-off gains or losses could contribute to a combined ratio that is above or below the annual target range.

Given the negative return on the investment portfolio in the first quarter of 2020, and the solvency ratio being significantly above the target range for a long period during 2020, the Group's

4 The geographical distribution is related to issuers and does not reflect actual currency exposure.

return on equity target is not expected to be achieved for the 2020 fiscal year.

Gjensidige's ambition is to become the most customer-oriented general insurance company in the Nordic region. The Group's priority is to retain its strong and unique position in Norway and to continue improving its profitability outside Norway. Furthermore, the Group will focus on ensuring continued capital discipline, including delivering attractive returns to shareholders. A fundamental prerequisite for long term value creation is sustainable choices and solutions.

Geopolitical uncertainty, low interest rates and financial challenges in several key economies reflect an uncertain economic situation. As for the rest of the world, the pandemic has had a significant impact on the economies in Gjensidige's markets. However, there has been a strong rebound, particularly in the Nordics, thanks to large stimulus packages and gradual easing of restrictions. Although there is still considerable uncertainty, the forecast for economic activity in Gjensidige's markets is encouraging. The risk for pressure on insurance volumes in the wake of the pandemic is thus lower than expected earlier this year.

Organic growth is expected to be in line with nominal GDP growth in Gjensidige's market areas in the Nordic and Baltic countries over time. In addition, profitable growth will be achieved by pursuing a disciplined acquisition strategy, as has been done successfully in the past.

The Covid-19 pandemic outbreak had a significant impact on the financial result in the first quarter of 2020, while the impact on Gjensidige's insurance operations so far this year has been limited. Higher claims for travel insurance have been compensated by lower claims for several other insurance products because of lower activity. In general, although restrictions and recommendations affect daily life, we expect stable activity in our markets and claims at normal levels. However, with the ongoing travel restrictions, we expect a lower level of claims for travel insurance in the near future.

In the next few years it is expected that Gjensidige's business model and the market participants will broadly stay the same. Gjensidige has different positions and preconditions for further growth and development in the segments. Best practices will be implemented across segments where natural and expedient. Profitability will be prioritised over growth.

A key strategic priority for the next few years is maintaining and cultivating the direct customer relationship. Gjensidige aims to achieve greater relevance and create sales opportunities by offering customers a broader value proposition than ever before – in terms of both services and products, alone or in partnership with other providers. The goal is to become an even better and more relevant partner for customers – a problem-solver with a stronger focus on claims prevention – and thereby further strengthening the customer relationship.

Continued investments in technology and data are key to reducing cost and achieving enhanced functionality and flexibility. This is necessary to enable a more flexible partner integration and product modularity. The launch of next generation tariffs and CRM and investments in a new core system and IT infrastructure are important in order to succeed in becoming an analytics-driven company. This will result in better customer experiences, more efficient operations and create sufficient capacity for innovation. Gjensidige has started the process of developing and configuring its new core IT system. The investment is expected to be handled within the current cost ratio target, and will be made step-by-step, starting with Denmark.

Gjensidige has a robust investment strategy, although returns are affected by challenging market conditions. There are still some outstanding uncertainties relating to changes to the regulatory framework conditions for the financial sector in Norway and internationally.

The Group has high capital buffers in relation to internal risk models, statutory solvency requirements and its target rating. The Board considers the Group's capital situation and financial strength to be very strong.

There is always considerable uncertainty associated with the assessment of future developments. However, the Board remains confident in Gjensidige's ability to deliver solid earningsand dividend growth over time.

Oslo, 19 October 2020 The Board of Gjensidige Forsikring ASA

Gisele Marchand Chair of the Board

Tor Magne Lønnum Board member

Eivind Elnan Board member

Hilde M. Nafstad Board member

Ellen Kristin Enger Board member

Ruben Pettersen Board member

Vibeke Krag Board member

Terje Seljeseth Board member

Sebastian B.G. Kristiansen

Board member

Gunnar Robert Sellæg Board member

Helge Leiro Baastad CEO

Consolidated income statement

NOK millions Notes Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Operating income
Earned premiums from general insurance 4 6,949.0 6,317.0 20,284.8 18,336.6 24,650.4
Earned premiums from pension 221.9 236.9 648.8 638.8 880.0
Other income including eliminations 47.5 43.8 135.1 126.0 171.6
Total operating income 3 7,218.4 6,597.8 21,068.7 19,101.4 25,702.0
Net income from investments
Results from investments in associates and joint
ventures
47.0 71.4 125.8 194.4 309.2
Interest income and dividend etc. from financial assets 236.8 255.5 768.1 773.9 1,043.4
Net changes in fair value on investments (incl.
property)
(231.2) (7.3) (864.1) 829.7 1,453.7
Net realised gain and loss on investments 529.3 (7.4) 265.1 1,381.0 1,282.9
Interest expenses and expenses related to investments (37.4) (48.0) (132.2) (145.4) (228.8)
Total net income from investments 544.6 264.3 162.8 3,033.7 3,860.3
Total operating income and net income from
investments
7,763.0 6,862.0 21,231.5 22,135.1 29,562.2
Claims
Claims incurred etc. from general insurance 5, 6 (4,467.8) (4,367.7) (13,432.9) (12,541.0) (16,978.6)
Claims incurred etc. from pension (162.3) (175.7) (468.2) (459.6) (616.3)
Total claims (4,630.1) (4,543.5) (13,901.1) (13,000.6) (17,594.9)
Operating expenses
Operating expenses from general insurance (968.8) (888.2) (2,938.1) (2,678.8) (3,635.4)
Operating expenses from pension (72.0) (66.8) (222.9) (194.1) (275.6)
Other operating expenses (1.0) (24.2) (2.7) (43.3) (46.2)
Amortisation and impairment losses of excess value -
intangible assets
(42.7) (67.8) (138.6) (193.2) (256.4)
Total operating expenses (1,084.5) (1,047.0) (3,302.3) (3,109.3) (4,213.6)
Total expenses (5,714.6) (5,590.5) (17,203.4) (16,109.9) (21,808.5)
Profit/(loss) before tax expense 3 2,048.4 1,271.5 4,028.1 6,025.2 7,753.8
Tax expense (497.7) (278.4) (1,004.7) (942.4) (1,197.6)
Profit/(loss) from continuing operations 1,550.6 993.2 3,023.5 5,082.8 6,556.1
Profit/(loss) from discontinued operations 37.6 37.6
Profit/(loss) from continuing and discontinued
operations
1,550.6 993.2 3,023.5 5,120.4 6,593.8
Profit/(loss) attributable to:
Owners of the company continuing operations 1,550.5 993.2 3,023.3 5,082.7 6,556.1
Owners of the company discontinued operations 37.6 37.6
Non-controlling interests 0.1 0.1 0.1 0.1
Total 1,550.6 993.2 3,023.5 5,120.4 6,593.8
Earnings per share from continuing and
discontinued operations, NOK (basic and diluted)
3.10 1.99 6.05 10.24 13.19
Earnings per share from continuing operations,
NOK (basic and diluted)
3.10 1.99 6.05 10.17 13.11

Consolidated statement of comprehensive income

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Profit/(loss) from continuing and discontinued operations 1,550.6 993.2 3,023.5 5,120.4 6,593.8
Other comprehensive income
Other comprehensive income that will not be reclassified
subsequently to profit or loss
Remeasurement of the net defined benefit liability/asset 86.7 (55.0) (117.1)
Share of other comprehensive income of associates and joint
ventures
(0.8)
Tax on other comprehensive income that will not be reclassified
subsequently to profit or loss
(21.7) 13.8 29.3
Total other comprehensive income that will not be
reclassified subsequently to profit or loss
65.0 (42.0) (87.9)
Other comprehensive income that will be reclassified
subsequently to profit or loss
Exchange differences from foreign operations 115.0 125.4 769.4 (64.3) (67.3)
Share of exchange differences of associates and joint ventures
Tax on other comprehensive income that will be reclassified
subsequently to profit or loss
(20.2) (18.5) (124.0) 15.4 17.1
Total other comprehensive income that will be reclassified
subsequently to profit or loss
94.8 106.9 645.4 (48.9) (50.2)
Total other comprehensive income from continuing
operations
159.8 106.9 603.4 (48.9) (138.1)
Total other comprehensive income from discontinued operations
Comprehensive income from continuing and discontinued
operations
1,710.5 1,100.0 3,626.9 5,071.5 6,455.7
Comprehensive income attributable to:
Owners of the company continuing operations 1,710.4 1,100.0 3,626.8 5,033.8 6,418.0
Owners of the company discontinued operations 37.6 37.6
Non-controlling interests 0.1 0.1 0.1 0.1
Total 1,710.5 1,100.0 3,626.9 5,071.5 6,455.7

Consolidated statement of financial position

NOK millions Notes 30.9.2020 30.9.2019 31.12.2019
Assets
Goodwill 3,924.8 3,566.1 3,554.6
Other intangible assets 1,155.6 1,149.3 1,124.8
Investments in associates and joint ventures 3,464.1 3,182.5 3,318.6
Owner-occupied and right-of-use property, plant and equipment 1,268.5 1,367.5 1,264.9
Pension assets 237.3 156.6 244.3
Financial assets
Interest-bearing receivables from joint ventures 8 2,415.2 2,440.6 2,401.4
Financial derivatives 8 902.5 784.0 934.1
Shares and similar interests 8 5,228.5 6,799.8 6,551.6
Bonds and other securities with fixed income 8 31,803.5 29,562.7 30,992.4
Bonds held to maturity 8 195.8 221.3 210.7
Loans and receivables 8 20,438.6 20,596.6 19,963.3
Assets in life insurance with investment options 8 31,459.7 28,222.4 29,989.4
Receivables related to direct operations and reinsurance 8 7,865.2 7,405.7 7,097.6
Other assets and receivables 8 747.7 1,662.0 1,192.0
Cash and cash equivalents 8 2,814.9 2,364.2 2,419.5
Other assets
Deferred tax assets 23.1 12.7 21.2
Reinsurance deposits
Reinsurers' share of insurance-related liabilities in general insurance, gross 1,106.1 1,090.4 1,072.5
Prepaid expenses and earned, not received income 70.0 109.0 53.2
Total assets 115,121.0 110,693.4 112,405.9
Equity and liabilities
Equity
Share capital 1,000.0 1,000.0 1,000.0
Share premium 1,430.0 1,430.0 1,430.0
Natural perils capital 2,781.3 2,596.9 2,676.3
Guarantee scheme provision 676.3 653.9 676.3
Other equity 17,767.8 19,138.5 20,409.0
Total equity attributable to owners of the company 23,655.5 24,819.3 26,191.6
Non-controlling interests 0.7 0.6 0.6
Total equity 23,656.2 24,819.9 26,192.2
Insurance liabilities
Premium reserve in life insurance 7,238.7 6,766.6 6,896.1
Provision for unearned premiums, gross, in general insurance 12,275.2 11,200.8 10,499.1
Claims provision, gross 7 28,913.2 28,601.5 28,164.8
Other technical provisions 370.9 419.3 410.4
Financial liabilities
Subordinated debt 8 1,498.7 1,498.3 1,498.4
Financial derivatives 8 1,073.9 1,088.5 641.0
Interest-bearing liabilities 8
Liabilities in life insurance with investment options
Other financial liabilities
8
8
31,459.7
2,750.8
28,222.4
3,425.8
29,989.4
2,735.4
Liabilities related to direct insurance and reinsurance 8 738.3 660.9 709.4
Other liabilities
Pension liabilities 662.7 562.4 610.6
Lease liability 1,100.6 1,208.1 1,125.1
Other provisions 267.1 270.8 297.3
Current tax 1,770.5 568.3 1,046.1
Deferred tax liabilities 897.8 981.3 1,168.6
Accrued expenses and deferred income 446.7 398.5 422.0
Total liabilities 91,464.9 85,873.5 86,213.7
Total equity and liabilities 115,121.0 110,693.4 112,405.9

Consolidated statement of changes in equity

NOK millions Share
capital
Own
shares
Share
premium
Other
paid-in
capital
Perpetual
Tier 1
capital
Exchange
differ
ences
Re
measure
ment of
the net
defined
benefit
liab./asset
Other
earned
equity
Total
equity
Equity as at 31.12.2018 attributable to owners of the
company
1,000.0 (0.1) 1,430.0 64.7 1,445.3 616.0 (1,974.6) 21,263.3 23,844.7
Non-controlling interests as at 31.12.2018 0.5
Equity as at 31.12.2018 23,845.2
Adjustment on initial application of IFRS 16 (61.4) (61.4)
Equity as at 1.1.2019 23,783.8
1.1.-31.12.2019
Comprehensive income
Profit/(loss) (the controlling interests' share)
53.9 6,539.8 6,593.7
Total other comprehensive income
Comprehensive income
53.9 (50.1)
(50.1)
(87.9)
(87.9)
6,539.8 (138.1)
6,455.6
Transactions with owners of the company
Own shares
(9.2) (9.2)
Paid dividend (3,549.9) (3,549.9)
Remeasurement of the net defined benefit liability/asset of
liquidated companies
4.4 (4.4)
Equity-settled share-based payment transactions 4.8 4.6 9.4
Perpetual Tier 1 capital (445.5) (0.6) (446.2)
Perpetual Tier 1 capital - interest paid
Total transactions with owners of the company
4.8 (51.4)
(496.9)
4.4 (3,559.6) (51.4)
(4,047.3)
Equity as at 31.12.2019 attributable to owners of the
company
1,000.0 0,0 1,430.0 69.5 1,002.3 565.9 (2,058.1) 24,182.1 26,191.6
Non-controlling interests as at 31.12.2019 0.6
Equity as at 31.12.2019 26,192.2
1.1.-30.9.2020
Comprehensive income
Profit/(loss) (the controlling interests' share)
35.9 2,987.5 3,023.3
Total other comprehensive income 0.9 643.7 (40.4) (0.8) 603.4
Comprehensive income 0.9 35.9 643.7 (40.4) 2,986.7 3,626.8
Transactions with owners of the company
Own shares 0,0 (10.2) (10.2)
Paid dividend
Equity-settled share-based payment transactions
8.9 (6,124.9) (6,124.9)
8.9
Perpetual Tier 1 capital 0.5 (0.5)
Perpetual Tier 1 capital - interest paid (36.7) (36.7)
Total transactions with owners of the company 0,0 8.9 (36.2) (6,135.5) (6,162.9)
Equity as at 30.9.2020 attributable to owners of the company 1,000.0 0,0 1,430.0 79.2 1,001.9 1,209.6 (2,098.5) 21,033.3 23,655.5
Non-controlling interests as at 30.9.2020 0.7
Equity as at 30.9.2020 23,656.2
1.1.-30.9.2019
Comprehensive income
Profit/(loss) (the controlling interests' share) 40.3 5,080.0 5,120.3
Total other comprehensive income
Comprehensive income
40.3 (48.8)
(48.8)
5,080.0 (48.9)
5,071.4
Transactions with owners of the company
Own shares
0,0 (7.0) (7.0)
Paid dividend (3,549.9) (3,549.9)
Remeasurement of the net defined benefit liability/asset of
liquidated companies
4.4 (4.4)
Equity-settled share-based payment transactions 1.1 4.6 5.7
Perpetual Tier 1 capital (445.7) (0.5) (446.2)
Perpetual Tier 1 capital - interest paid (38.0) (38.0)
Total transactions with owners of the company 0,0 1.1 (483.7) 4.4 (3,557.2) (4,035.5)
Equity as at 30.9.2019 attributable to owners of the company 1,000.0 0,0 1,430.0 65.8 1,001.9 567.2 (1,970.2) 22,724.7 24,819.3
Non-controlling interests as at 30.9.2019 0.6
Equity as at 30.9.2019 24,819.9

Consolidated statement of cash flows

NOK millions 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Cash flow from operating activities
Premiums paid, net of reinsurance 25,057.6 23,204.4 30,499.5
Claims paid, net of reinsurance (14,103.1) (14,337.4) (19,365.9)
Net payment of loans to customers 827.8 827.8
Net payment of deposits from customers (589.9) (589.9)
Payment of interest from customers 279.5 279.5
Payment of interest to customers (15.0) (15.0)
Net receipts/payments of premium reserve transfers (2,290.6) (1,849.5) (2,143.7)
Net receipts/payments from financial assets 1,702.8 (4,638.1) (5,822.9)
Operating expenses paid, including commissions (2,760.2) (3,218.0) (4,089.7)
Taxes paid (653.6) (1,166.1) (797.8)
Net other receipts/payments 5.7 (7.9) (17.4)
Net cash flow from operating activities 6,958.6 (1,510.2) (1,235.7)
Cash flow from investing activities
Net receipts/payments from sale/acquisition of subsidiaries and associates/joint venture 5,263.2 5,261.9
Net receipts/payments on sale/acquisition of owner-occupied property, plant and equipment and
intangible assets
(372.3) (296.9) (438.5)
Net cash flow from investing activities (372.3) 4,966.3 4,823.4
Cash flow from financing activities
Payment of dividend (6,019.9) (3,549.9) (3,549.9)
Net receipts/payments on subordinated debt incl. interest (37.3) (34.7) (47.5)
Net receipts/payments on loans to credit institutions (140.9) (140.9)
Net receipts/payments on other short-term liabilities 52.9 52.9
Net receipts/payments on interest on funding activities (61.6) (61.6)
Net receipts/payments on sale/acquisition of own shares (10.2) (7.0) (9.2)
Repayment of lease liabilities (148.6) (116.7) (161.6)
Payment of interest related to lease liabilities (25.0) (24.5) (32.2)
Tier 1 interest payments (36.7) (38.8) (52.1)
Net cash flow from financing activities (6,277.7) (3,921.2) (4,002.0)
Effect of exchange rate changes on cash and cash equivalents 86.8 (10.7) (6.1)
Net cash flow 395.3 (475.7) (420.4)
Cash and cash equivalents at the start of the period 2,419.5 2,839.9 2,839.9
Cash and cash equivalents at the end of the period
Net cash flow
2,814.9
395.3
2,364.2
(475.7)
2,419.5
(420.4)
Specification of cash and cash equivalents
Cash and deposits with credit institutions 2,814.9 2,364.2 2,419.5
Total cash and cash equivalents 2,814.9 2,364.2 2,419.5
Cash flows from discontinued operations
Net cash flow from operating activities (7.0) (7.0)
Net cash flow from investing activities (318.8) (318.8)
Net cash flow from financing activities (150.8) (150.8)
Total cash flows from discontinued operations (476.6) (476.6)

Notes

1. Accounting policies

The consolidated financial statements as of the third quarter of 2020, concluded on 30 September 2020, comprise Gjensidige Forsikring ASA and its subsidiaries (collectively referred to as the Group) and the Group's holdings in associated companies. Except for the changes described below, the accounting policies applied in the interim report is the same as those used in the annual report for 2019.

The consolidated financial statements as of the third quarter of 2020 have been prepared in accordance with IFRS and IAS 34 Interim Financial Reporting. The interim report does not include all the information required in a complete annual report and should be read in conjunction with the annual report for 2019.

New standards and interpretations not yet adopted

A number of new standards, changes to standards and interpretations have been issued for financial years beginning after 1 January 2020. They have not been applied when preparing these consolidated financial statements. Those that may be relevant to Gjensidige are mentioned below. Gjensidige does not plan early implementation of these standards.

IFRS 9 Financial instruments (2014) in the insurance operations

IFRS 9 addresses the accounting for financial instruments and is effective for annual periods beginning on or after 1 January 2018. The standard introduces new requirements for the classification and measurement of financial assets, including a new expected loss model for the recognition of impairment losses, and changed requirements for hedge accounting.

IFRS 9 contains three primary measurement categories for financial assets: amortised cost, fair value through other comprehensive income, and fair value through profit or loss. Financial assets will be classified either at amortised cost, at fair value through other comprehensive income, or at fair value through profit or loss, depending on how they are managed and which contractual cash flow properties they have. IFRS 9 introduces a new requirement regarding financial liabilities earmarked at fair value where changes in fair value that can be attributed to the liabilities' credit risk are presented in other comprehensive income rather than over profit or loss.

Amendments to IFRS 4 Applying IFRS 9 Financial Instruments with IFRS 4 Insurance Contracts (2016) The amendments to IFRS 4 permit entities that predominantly undertake insurance activities the option to defer the effective date of IFRS 9 until 1 January 2021. The effect of such a deferral is that the entities concerned may continue to report under the existing standard, IAS 39 Financial Instruments. In addition, the insurance sector of a financial conglomerate is allowed to defer the application of IFRS 9 until 1 January 2021, where all of the following conditions are met:

• no financial instruments are transferred between the insurance sector and any other sector of the financial conglomerate other than financial instruments that are measured at fair value with changes in fair value

recognised through the profit of loss account by both sectors involved in such transfers;

  • the financial conglomerate states in the consolidated financial statements which insurance entities in the group are applying IAS 39;
  • disclosures requested by IFRS 7 are provided separately for the insurance sector applying IAS 39 and for the rest of the group applying IFRS 9.

Gjensidige is a financial conglomerate which primarily operates insurance business and has therefore decided to make use of this exception. The IFRS 9 will be effective 1 January 2023, at the same date as IFRS 17.

IFRS 17 Insurance Contracts (2017)

IFRS 17 establishes principles for the recognition, measurement, presentation and disclosure of insurance contracts issued. IFRS 17 is a complex standard that includes some fundamental differences to current accounting for liability measurement and profit recognition. Insurance contracts will be recognised at a risk-adjusted present value of the future cash flows plus an amount representing the unearned profit in the group of contracts (the contractual service margin). If a group of contracts is or become loss-making, the loss will be recognised immediately. Insurance revenue, insurance service expenses and insurance finance income or expenses will be presented separately. IFRS 17 is effective from 1 January 2023. The standard is expected to have an effect on the group's financial statements, significantly changing the measurement and presentation of income and expenses.

Based on our preliminary assessments and based on Gjensidige's current operations, other amendments to standards and interpretation statements will not have a significant effect.

The preparation of interim accounts involves the application of assessments, estimates and assumptions that affect the use of accounting policies and the amounts recognised for assets and liabilities, revenues and expenses. The actual results may deviate from these estimates. The most material assessments involved in applying the Group's accounting policies and the most important sources of uncertainty in the estimates are the same regarding preparing the interim report as in the annual report for 2019.

Comparable figures are based on IFRS. All amounts are shown in NOK millions unless otherwise indicated. Due to rounding-off differences, figures and percentages may not exactly add up to the exact total figures.

Notes are presented on a Group level. Separate notes for Gjensidige Forsikring ASA (GF ASA) are not presented as GF ASA is the material part of the Group and therefore the notes for the Group give a sufficient presentation of both the Group and GF ASA.

A complete or limited audit of the interim report has not been carried out.

2. Seasonal variations

For some insurance products, seasonal premiums are used. This is because the incidence of claims is not evenly distributed throughout the year but follows a stable seasonal pattern. Normally, premium income (earned premiums) is accrued evenly over the period of insurance, but for products with a seasonal pattern, premium income must also be allocated according to the incidence of claims. Gjensidige Forsikring has a seasonal premium for the following products: pleasure craft, snowmobiles and motorcycles. For example, for motorcycles, earned premiums for the period from April to September amount to a full 85 per cent of the annual premiums.

Another consequence of a seasonal premium is that if the customer cancels the insurance contract before the renewal date, only the portion of the seasonal premium is refunded for which the Company did not bear any risk. For motorcycle insurance taken out on 1 April, but cancelled on 1 October, the policyholder will only be refunded 15 per cent of the annual premium, even though the insurance was in effect only for six months.

3. Segment information

The group has six reportable segments, as described below, which offers different products and services within different geographical areas. The Group's reportable segments are identified based on the Group's internal reporting. The Group CEO holds regular meetings with its reporting managers for the different segments, concerning performance management, which focuses on future measures to ensure performance and deliveries.

General insurance is the Group's core activity. General insurance is divided into five segments, mainly based on the customer's geographical placement. Other operational segments deliver products and services mainly to customers in Norway.

Segment income 2 Claims Operating expenses Net income from
investments
Segment
result/profit/(loss)
before tax expense
Third quarter
NOK millions 2020 2019 2020 2019 2020 2019 2020 2019 2020 2019
General Insurance Private 2,460.1 2,329.8 (1,366.8) (1,535.8) (307.2) (298.5) 786.1 495.5
General Insurance Commercial 2,266.9 2,072.4 (1,448.6) (1,391.2) (215.3) (206.0) 603.1 475.3
General Insurance Denmark 1,472.7 1,249.9 (1,103.6) (910.3) (206.5) (163.1) 162.6 176.5
General Insurance Sweden 420.2 342.3 (279.6) (260.3) (73.3) (59.8) 67.3 22.2
General Insurance Baltics 291.1 289.5 (198.9) (182.9) (82.2) (85.2) 10.0 21.4
Pension 268.5 280.1 (162.3) (175.7) (72.0) (66.8) 7.0 5.4 41.3 43.0
Eliminations etc. 1 39.0 33.8 (70.4) (87.3) (128.1) (167.6) 537.6 258.9 378.0 37.8
Total 7,218.4 6,597.8 (4,630.1) (4,543.5) (1,084.5) (1,047.0) 544.6 264.3 2,048.4 1,271.5
Segment income 2 Claims Operating expenses Net income from
investments
Segment
result/profit/(loss)
before tax expense
1.1.-30.9.
NOK millions 2020 2019 2020 2019 2020 2019 2020 2019 2020 2019
General Insurance Private 7,026.9 6,642.3 (4,068.6) (4,307.3) (905.4) (860.4) 2,052.9 1,474.6
General Insurance Commercial 6,658.5 6,064.5 (4,380.2) (4,131.7) (658.8) (631.3) 1,619.6 1,301.5
General Insurance Denmark 4,409.1 3,659.0 (3,199.0) (2,640.8) (634.9) (517.9) 575.2 500.3
General Insurance Sweden 1,196.8 1,041.1 (907.0) (795.4) (217.0) (188.0) 72.7 57.7
General Insurance Baltics 886.6 834.2 (566.8) (538.8) (256.7) (253.9) 63.1 41.5
Pension 781.8 761.2 (468.2) (459.6) (222.9) (194.1) 19.9 28.3 110.6 135.8
Eliminations etc. 1 109.0 99.0 (311.2) (127.0) (406.7) (463.8) 142.9 3,005.5 (466.0) 2,513.7
Total 21,068.7 19,101.4 (13,901.1) (13,000.6) (3,302.3) (3,109.3) 162.8 3,033.7 4,028.1 6,025.2

1 Eliminations etc. consist of internal eliminations and other income and expenses not directly attributable to one single segment, and large losses of NOK 259.0 million (78.5) year-to-date and NOK 50.6 (56.5) in the quarter. Interest on subordinated debt is included in Net income from investments.

2 There is no significant income between the segments at this level in 2020 and 2019.

4. Earned premiums from general insurance

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums, gross 7,099.5 6,501.5 20,725.9 18,886.1 25,371.9
Ceded reinsurance premiums (150.5) (184.5) (441.1) (549.5) (721.5)
Total earned premiums, net of reinsurance 6,949.0 6,317.0 20,284.8 18,336.6 24,650.4

5. Claims incurred etc. from general insurance

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Gross claims (4,490.3) (4,432.3) (13,690.8) (12,815.8) (17,396.0)
Claims, reinsurers' share 22.5 64.6 258.0 274.8 417.4
Total claims incurred etc. from general insurance (4,467.8) (4,367.7) (13,432.9) (12,541.0) (16,978.6)

6. Run-off gains/(losses) from general insurance

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Earned premiums from general insurance 6,949.0 6,317.0 20,284.8 18,336.6 24,650.4
Run-off gains/(losses) for the period, net of reinsurance 1 296.9 290.7 863.2 1,025.2 1,363.2
In per cent of earned premiums from general insurance 4.3 4.6 4.3 5.6 5.5

1 Run-off gains/(losses) from general insurance includes run-off from the general insurance segments in addition to run-off on Corporate Centre/reinsurance.

7. Claims provision, gross from general insurance

NOK millions 30.9.2020 30.9.2019 31.12.2019
Claims provision, gross, as at 1 January 28,164.8 29,355.8 29,355.8
Claims for the year 14,495.1 13,767.1 18,669.8
Claims incurred in prior years, gross (809.8) (950.9) (1,271.3)
Claims paid (14,173.1) (13,794.7) (18,710.8)
Discounting of claims provisions 9.7 29.3 33.2
Change in discounting rate 105.9 292.9 198.1
Exchange differences 1,120.6 (98.0) (110.0)
Claims provision, gross, at the end of the period 28,913.2 28,601.5 28,164.8
Discounted claims provision, gross - annuities 6,675.7 6,002.3 5,904.9
Nominal claims provision, gross - annuities 6,756.6 6,080.3 6,203.7

The claims provisions shall cover future claims payments. The claims provisions for insurances with annuity payments are converted to present value (discounted), whereas other provisions are undiscounted.

The reason why the claims provisions for annuities are discounted is due to very long cash flows and substantial future interest income. The claims for occupational injuries in Denmark are paid either as annuities or as lump-sum indemnities (which are calculated mainly as discounted annuities). Therefore, it is most expedient to regard the whole portfolio as annuities. For

Swedish MTPL personal injuries are paid as lifelong annuities and for the Baltics some MTPL bodily injury claims are paid as annuities. The discount rate used is a swap interest rate.

Over the next two years, average annual run-off gains are expected to be around NOK 1,000 million, moving the expected reported combined ratio to the lower end of the 86-89 corridor (undiscounted).

8. Financial assets and liabilities

Fair value

Financial assets and liabilities measured at fair value are carried at the amount each asset/liability can be settled to in an orderly transaction between market participants at the measurements date at the prevailing market conditions.

Different valuation techniques and methods are used to estimate fair value depending on the type of financial instruments and to which extent they are traded in active markets. Instruments are classified in their entirety in one of three valuation levels in a hierarchy based on the lowest level input that is significant to the fair value measurement in its entirety.

The different valuation levels and which financial assets/liabilities that are included in the respective levels are accounted for below.

Quoted prices in active markets

Quoted prices in active markets are considered the best estimate of an asset/liability's fair value. A financial asset/liability is considered valued based on quoted prices in active markets if fair value is estimated based on easily and regularly available prices and these prices represent actual and regularly occurring transactions at arm's length principle. Financial assets/liabilities valued based on quoted prices in active markets are classified as level one in the valuation hierarchy.

The following financial assets are classified as level one in the valuation hierarchy

  • Listed shares
  • Norwegian government/government backed bonds and other fixed income securities
  • Exchange traded funds

Valuation based on observable market data

When quoted prices in active markets are not available, the fair value of financial assets/ liabilities is preferably estimated based on valuation techniques which are based on observable market data.

A financial asset/liability is considered valued based on observable market data if fair value is estimated with reference to prices that are not quoted but are observable either directly (as prices) or indirectly (derived from prices).

The following financial assets/liabilities are classified as level two in the valuation hierarchy

  • Currency derivatives, equity options and forward rate agreements, in which fair value is derived from the value of underlying instruments. These derivatives are valued using common valuation techniques for derivatives (option pricing models etc.).
  • Equity funds, bond funds, hedge funds and combination funds, in which fair value is estimated based on the fair value of the underlying investments of the funds.
  • Bonds, certificates or index bonds that are unlisted, or that are listed but where transactions are not occurring regularly. The unlisted instruments in this category are valued based on observable yield curves and estimated credit spreads where applicable.
  • Listed subordinated debt where transactions are not occurring regularly.

Valuation based on non-observable market data When neither quoted prices in active markets nor observable market data is available, the fair value of financial assets/liabilities is estimated based on valuation techniques which are based on non-observable market data.

A financial asset/liability is considered valued based on nonobservable market data if fair value is estimated without being based on quoted prices in active markets or observable market data. Financial assets/liabilities valued based on non-observable market data are classified as level three in the valuation hierarchy.

The following financial assets are classified as level three in the valuation hierarchy

  • Unlisted private equity investments. The private equity investments that are not organised as funds are valued using cash flow analysis, price multiples and recent market transactions. The private equity investments that are organised as funds are valued based on NAV (Net Asset Value) as reported by the fund administrators in accordance with IPEV guidelines (International Private Equity and Venture Capital Valuation. Because of late reporting from the funds, the NAV from the previous quarterly reporting is used in estimating fair value. The NAV is then assessed for discretionary adjustments based on objective events since the last reporting date. Objective events may be the development in underlying values of listed companies since the last reporting, changes in regulations or substantial market movements.
  • Loan funds with secured loans and real estate funds. The funds are valued based on reported NAV values as reported by the fund administrators. Because of late reporting from the funds, the NAV values from the previous quarterly reporting are used in estimating fair value.

The valuation process for financial assets classified as level three

In consultation with the Investment Performance and Risk Measurement department, the Chief Investment Officer decides which valuation models will be used when valuing financial assets classified as level three in the valuation hierarchy. The models are evaluated as required. The fair value and results of the investments and compliance with the stipulated limits are reported weekly to the Chief Financial Officer and Chief Executive Officer, and monthly to the Board.

Sensitivity financial assets level three

Shares and similar interests (mainly unlisted private equity investments and loan funds and real estate funds), as well as bonds and other fixed-income securities are included in level three in the valuation hierarchy. General market downturns or a worsening of the outlook can affect expectations of future cash flows or the applied multiples, which in turn will lead to a reduction in value of shares and similar interests. Bonds and other fixed-income securities primarily have interest rate and credit risk as a result of changes in the yield curve or losses due to unexpected default on Gjensidige's debtors. However, the sensitivity to changes in the yield curve is reduced through hedging using interest rate swaps classified as level 2.

Carrying
amount as at
Fair value as at Carrying
amount as at
Fair value as at
NOK millions 30.9.2020 30.9.2020 30.9.2019 30.9.2019
Financial assets
Financial derivatives
Financial derivatives at fair value through profit or loss 902.5 902.5 784.0 784.0
Financial assets at fair value through profit or loss, designated upon initial recognition
Shares and similar interests 5,228.5 5,228.5 6,799.8 6,799.8
Bonds and other fixed income securities 31,803.5 31,803.5 29,562.7 29,562.7
Shares and similar interests in life insurance with investment options 26,637.0 26,637.0 24,202.7 24,202.7
Bonds and other fixed income securities in life insurance with investment options 4,822.8 4,822.8 4,019.7 4,019.7
Loans 1.9 1.9 49.2 49.2
Financial assets held to maturity
Bonds held to maturity 195.8 196.9 221.3 223.0
Loans and receivables
Bonds and other fixed income securities classified as loans and receivables 20,429.4 22,122.8 20,537.0 21,662.3
Loans 2,422.6 2,422.6 2,451.1 2,451.1
Receivables related to direct operations and reinsurance 7,865.2 7,865.2 7,405.7 7,405.7
Other assets and receivables 747.7 747.7 1,662.0 1,662.0
Cash and cash equivalents 2,814.9 2,814.9 2,364.2 2,364.2
Total financial assets 103,871.6 105,566.1 100,059.3 101,186.3
Financial liabilities
Financial derivatives
Financial derivatives at fair value through profit or loss 1,073.9 1,073.9 1,088.5 1,088.5
Financial liabilities at fair value through profit or loss, designated upon initial recognition
Interest-bearing liabilities at fair value through profit or loss
Liabilities in life insurance with investment options 31,459.7 31,459.7 28,222.4 28,222.4
Financial liabilities at amortised cost
Subordinated debt 1,498.7 1,512.5 1,498.3 1,506.2
Other financial liabilities 2,750.8 2,750.8 3,425.8 3,425.8
Liabilities related to direct insurance and reinsurance 738.3 738.3 660.9 660.9
Total financial liabilities 37,521.4 37,535.2 34,895.9 34,903.8
Gain/(loss) not recognised in profit or loss 1,680.7 1,119.1

Valuation hierarchy 2020

The table shows a valuation hierarchy where financial assets/liabilities are divided into three levels based on the method of valuation.

Level 1 Level 2 Level 3
Valuation Valuation
Quoted prices techniques
based on
techniques
based on non
in active observable observable
NOK millions markets market data market data Total
Financial assets
Financial derivatives
Financial derivatives at fair value through profit or loss 902.5 902.5
Financial assets at fair value through profit or loss, designated upon initial recognition
Shares and similar interests 132.8 3,827.8 1,268.0 5,228.5
Bonds and other fixed income securities 13,429.3 17,647.9 726.3 31,803.5
Shares and similar interests in life insurance with investment options 26,637.0 26,637.0
Bonds and other fixed income securities in life insurance with investment options 4,822.8 4,822.8
Loans 1.9 1.9
Financial assets at amortised cost
Bonds held to maturity 196.9 196.9
Bonds and other fixed income securities classified as loans and receivables 22,122.8 22,122.8
Loans 2,422.6 2,422.6
Financial liabilities
Financial derivatives
Financial derivatives at fair value through profit or loss 1,073.9 1,073.9
Financial liabilities at fair value through profit or loss, designated upon initial recognition
Interest-bearing liabilities at fair value through profit or loss
Debt in life insurance with investment options 31,459.7 31,459.7
Financial liabilities at amortised cost
Subordinated debt 1,512.5 1,512.5
Interest-bearing liabilities

Valuation hierarchy 2019

The table shows a valuation hierarchy where financial assets/liabilities are divided into three levels based on the method of valuation.

Level 1 Level 2 Level 3
Valuation Valuation
techniques techniques
Quoted prices based on based on non
in active observable observable
NOK millions markets market data market data Total
Financial assets
Financial derivatives
Financial derivatives at fair value through profit or loss 784.0 784.0
Financial assets at fair value through profit or loss, designated upon initial recognition
Shares and similar interests 60.4 5,303.4 1,436.0 6,799.8
Bonds and other fixed income securities 11,087.4 17,796.5 678.8 29,562.7
Shares and similar interests in life insurance with investment options 24,164.8 37.9 24,202.7
Bonds and other fixed income securities in life insurance with investment options 3,996.5 23.2 4,019.7
Loans 45.8 3.4 49.2
Financial assets at amortised cost
Bonds held to maturity 223.0 223.0
Bonds and other fixed income securities classified as loans and receivables 21,662.3 21,662.3
Loans 2,451.1 2,451.1
Financial liabilities
Financial derivatives
Financial derivatives at fair value through profit or loss 1,088.5 1,088.5
Financial liabilities at fair value through profit or loss, designated upon initial recognition
Interest-bearing liabilities at fair value through profit or loss
Debt in life insurance with investment options 28,161.3 61.1 28,222.4
Financial liabilities at amortised cost
Subordinated debt 1,506.2 1,506.2
Interest-bearing liabilities

Reconciliation of financial assets valued based on non-observable market data (level 3) 2020

Net realised/
unrealised
Amount of net
realised/
unrealised gains
recognised in
profit or loss that
NOK millions As at
1.1.2020
gains
recognised
in profit or
loss
Pur
chases
Sales Settle
ments
Transfers
into/out of
level 3
Cur
rency
effect
As at
30.9.2020
are attributable
to instruments
held as at
30.9.2020
Shares and similar interests 1,306.3 (104.6) 100.3 (34.8) 0.8 1,268.0 (104.6)
Bonds and other fixed income securities 708.6 (32.3) (31.1) 81.1 726.3
Loans at fair value 2.2 1.6 (1.9) 1.9 1.8
Total 2,017.1 (135.2) 100.3 (67.8) 81.8 1,996.1 (102.8)

Reconciliation of financial assets valued based on non-observable market data (level 3) 2019

NOK millions As at
1.1.2019
Net realised/
unrealised
gains
recognised
in profit or
loss
Pur
chases
Sales Settle
ments
Transfers
into/out of
level 3
Cur
rency
effect
As at
30.9.2019
Amount of net
realised/
unrealised gains
recognised in
profit or loss that
are attributable
to instruments
held as at
30.9.2019
Shares and similar interests 1,359.1 62.6 152.2 (137.9) 1,436.0 41.6
Bonds and other fixed income securities 778.7 39.5 (138.2) (1.2) 678.8
Loans at fair value (0.4) 3.8 3.4
Total 2,137.8 102.1 152.2 (276.6) 3.8 (1.2) 2,118.2 41.6

9. Contingent liabilities

NOK millions 30.9.2020 30.9.2019 31.12.2019
Guarantees and committed capital
Committed capital, not paid 624.7 743.4 590.5
Credit facility Oslo Areal 1,584.8 1,559.4 1,598.6

As part of its ongoing financial management Gjensidige has committed, but not paid up to NOK 624.7 million (743.4) in loan funds containing secured debt and various private equity and real estate funds, over and above the amounts recognised in the balance sheet.

The timing of the outflow of capital is dependent on when the funds are making capital calls from their investors. Average remaining operating time for the funds, based on fair value, is slightly less than three years (four) and slightly less than four years (five) in average including option for of extension.

Gjensidige Forsikring has granted a loan to Oslo Areal amounting to approximately NOK 2.4 billion. The loan is interestbearing and total loan limit is NOK 4.0 billion.

Gjensidige Forsikring is liable externally for any insurance claim arising in the cooperating mutual fire insurers' fire insurance operations.

According to the agreement with Gjensidige Pensjonskasse the return, if not sufficient to cover the pension plans guaranteed interest rate, should be covered from the premium fund or through contribution from Gjensidige Forsikring.

10. Related parties

There have not been any significant transactions with related parties other than ordinary current agreements conducted at arm's length distance.

Alternative performance measures and key figures

Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Gjensidige Forsikring Group
Equity NOK millions 23,656.2 24,819.9 26,192.2
Equity per share NOK 47.3 49.6 52.4
Earnings per share, basic and diluted 1 NOK 3.10 1.99 6.05 10.24 13.19
Return on equity, annualised 2 % 15.3 29.9 28.2
Return on tangible equity, annualised 2 % 18.9 37.8 35.6
Return on investment portfolio 2 % 0.9 0.5 0.3 2.6 4.1
Total eligible own funds to meet the group SCR 3 NOK millions 22,323.7 24,488.2 21,855.1
Group SCR margin 4 % 218.5 234.8 205.7
Total eligible own funds to meet the minimum consolidated
group SCR 5 NOK millions 19,053.1 21,388.9 18,670.7
Minimum consolidated group SCR margin 6 % 373.1 427.8 373.6
Gjensidige Forsikring ASA
Total eligible own funds to meet the SCR 7 NOK millions 21,712.1 23,982.3 21,261.9
SCR margin 8 % 233.2 248.5 219.2
Total eligible own funds to meet the MCR 9 NOK millions 18,568.3 21,021.9 18,220.9
MCR margin 10 % 438.7 503.3 434.7
Issued shares, at the end of the period Number 500,000,000 500,000,000 500,000,000
General Insurance
Gross premiums written 2
Private NOK millions 2,255.6 2,134.2 7,530.1 7,099.4 9,136.3
Commercial NOK millions 1,519.2 1,408.0 7,461.3 6,799.1 8,692.8
Denmark NOK millions 1,043.2 948.2 4,858.1 4,116.8 5,291.6
Sweden NOK millions 310.7 261.0 1,241.2 1,036.2 1,440.7
Baltics NOK millions 323.1 311.1 916.1 899.9 1,179.3
Corporate Centre/reinsurance NOK millions 0,0 0,0 114.3 113.4 113.6
Total General Insurance NOK millions 5,451.8 5,062.4 22,121.2 20,064.9 25,854.2
Premiums, net of reinsurance 2 % 97.5 96.7 97.2
Earned premiums
Private NOK millions 2,460.1 2,329.8 7,026.9 6,642.3 8,872.4
Commercial NOK millions 2,266.9 2,072.4 6,658.5 6,064.5 8,164.1
Denmark NOK millions 1,472.7 1,249.9 4,409.1 3,659.0 4,960.1
Sweden NOK millions 420.2 342.3 1,196.8 1,041.1 1,405.8
Baltics NOK millions 291.1 289.5 886.6 834.2 1,126.9
Corporate Centre/reinsurance NOK millions 38.0 33.2 106.9 95.4 121.2
Total General Insurance NOK millions 6,949.0 6,317.0 20,284.8 18,336.6 24,650.4
Loss ratio 2
Private % 55.6 65.9 57.9 64.8 64.0
Commercial % 63.9 67.1 65.8 68.1 68.7
Denmark % 74.9 72.8 72.6 72.2 73.4
Sweden % 66.5 76.0 75.8 76.4 75.3
Baltics % 68.3 63.2 63.9 64.6 64.7
Total General Insurance % 64.3 69.1 66.2 68.4 68.9
Underlying frequency loss ratio 2
Private % 60.1 70.3 61.6 69.7 68.9
Commercial % 66.8 67.4 68.1 70.9 71.9
Denmark % 73.7 76.7 71.3 76.0 75.4
Sweden % 73.0 73.5 78.2 78.0 77.5
Baltics % 73.8 64.9 66.2 67.7 67.8
Total General Insurance % 66.4 70.9 67.1 71.7 71.8
Cost ratio 2
Private % 12.5 12.8 12.9 13.0 13.1
Commercial % 9.5 9.9 9.9 10.4 10.1
Denmark % 14.0 13.1 14.4 14.2 14.5
Sweden % 17.4 17.5 18.1 18.1 19.3
Baltics % 28.2 29.4 28.9 30.4 29.9
Total General Insurance % 13.9 14.1 14.5 14.6 14.7
Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Combined ratio 2
Private % 68.0 78.7 70.8 77.8 77.2
Commercial % 73.4 77.1 75.7 78.5 78.8
Denmark % 89.0 85.9 87.0 86.3 87.9
Sweden % 84.0 93.5 93.9 94.5 94.6
Baltics % 96.6 92.6 92.9 95.0 94.6
Total General Insurance % 78.2 83.2 80.7 83.0 83.6
Combined ratio discounted 2 % 78.0 82.4 80.5 82.1 83.0
Pension
Assets under management pension, at the end of the period NOK millions 39,018.9 35,372.1 37,335.1
of which the group policy portfolio NOK millions 7,489.9 7,082.5 7,204.2
Operating margin 2 % 32.25 36.02 28.93 35.65 36.05
Recognised return on the paid-up policy portfolio 11 % 1.43 2.81 4.34
Value-adjusted return on the paid-up policy portfolio 12 % 0.96 3.34 4.72
Share of shared commercial customers 13 % 67.5 68.0 67.5
Return on equity, annualised 2 % 11.7 16.8 17.9

1 Earnings per share from continuing and discontinued operations, basic and diluted = the shareholders' share of the profit or loss from continuing and discontinued operations in the period/average number of outstanding shares in the period

2 Defined as alternative performance measure (APM). APMs are described on www.gjensidige.no/reporting in document named APMs Gjensidige Forsikring Group Q3 2020.

3 Total eligible own funds to meet the group SCR = Total eligible own funds to meet the group solvency capital requirement, where the group solvency capital requirement is based on approved partial internal model. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-out ratio based on 80 per cent of year to date Group profit after tax. In case of loss, the formulaic dividend is set at 0.

4 Group SCR margin = Ratio of total eligible own funds to group solvency capital requirement, where the group solvency capital requirement is based on approved partial internal model.

5Total eligible own funds to meet the minimum consolidated group SCR = Total eligible own funds to meet the minimum consolidated group solvency capital requirement, where the minimum consolidated group solvency capital requirement is based on approved partial internal model. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-out ratio based on 80 per cent of year to date Group profit after tax. In case of loss, the formulaic dividend is set at 0.

6 Minimum consolidated group SCR margin = Ratio of eligible own funds to minimum consolidated group solvency capital requirement, where the minimum consolidated group solvency capital requirement is based on approved partial internal model.

7 Total eligible own funds to meet the SCR = Total eligible own funds to meet the solvency capital requirement for Gjensidige Forsikring ASA, where the solvency capital requirement is based on approved partial internal model. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-out ratio based on 80 per cent of year to date Group profit after tax. In case of loss, the formulaic dividend is set at 0.

8 SCR margin = Ratio of total eligible own funds to solvency capital requirement for Gjensidige Forsikring ASA, where the solvency capital requirement is based on approved partial internal model.

9Total eligible own funds to meet the MCR = Total eligible own funds to meet the minimum capital requirement for Gjensidige Forsikring ASA, where the minimum capital requirement is based on approved partial internal model. Total comprehensive income for the year-to-date is included in the solvency calculations, minus a formulaic dividend pay-our ratio based on 80 per cent of year to date Group profit after tax. In case of loss, the formulaic dividend is set at 0.

10MCR margin = Ratio of eligible own funds to minimum capital requirement for Gjensidige Forsikring ASA, where the minimum capital requirement is based on approved partial internal model.

11 Recognised return on the paid-up policy portfolio = realised return on the portfolio

12 Value-adjusted return on the paid-up policy portfolio = total return on the portfolio

13 Share of shared commercial customers = customers having both pension and general insurance products with Gjensidige

Quarterly earnings performance

Q3 Q2 Q1 Q4 Q3 Q2 Q1 Q4 Q3
NOK millions 2020 2020 2020 2019 2019 2019 2019 2018 2018
Earned premiums from general insurance 6,949.0 6,765.3 6,570.6 6,313.8 6,317.0 6,082.8 5,936.7 6,081.2 6,118.1
Other income 269.5 252.3 262.1 286.7 823.5 1,076.0 714.7 511.7 499.2
Total operating income 7,218.4 7,017.5 6,832.7 6,600.6 7,140.6 7,158.9 6,651.5 6,592.9 6,617.4
Total net income from investments 544.6 1,151.3 (1,533.1) 826.6 264.3 500.5 2,268.9 (224.6) 429.7
Total operating income and net income from
investments
7,763.0 8,168.9 5,299.6 7,427.1 7,404.9 7,659.3 8,920.4 6,368.3 7,047.1
Claims incurred etc. from general insurance (4,467.8) (4,440.8) (4,524.2) (4,437.6) (4,367.7) (3,916.4) (4,256.8) (3,268.9) (4,591.7)
Claims incurred etc. from pension (162.3) (149.8) (156.2) (156.7) (718.5) (974.9) (615.6) (408.1) (406.1)
Total claims etc. (4,630.1) (4,590.6) (4,680.4) (4,594.3) (5,086.3) (4,891.4) (4,872.4) (3,676.9) (4,997.8)
Operating expenses from general insurance (968.8) (980.6) (988.7) (956.6) (888.2) (908.7) (881.8) (897.9) (953.0)
Other operating expenses (115.8) (120.9) (127.5) (147.6) (158.8) (136.3) (135.5) (132.3) (132.3)
Total operating expenses (1,084.5) (1,101.6) (1,116.2) (1,104.3) (1,047.0) (1,045.0) (1,017.3) (1,030.2) (1,085.3)
Total expenses (5,714.6) (5,692.1) (5,796.6) (5,698.5) (6,133.3) (5,936.4) (5,889.7) (4,707.1) (6,083.1)
Profit/(loss) for the period before tax expense 2,048.4 2,476.8 (497.0) 1,728.6 1,271.5 1,722.9 3,030.7 1,661.2 964.0
Underwriting result general insurance 1,512.3 1,343.8 1,057.6 919.6 1,061.1 1,257.6 798.1 1,914.4 573.4
Q2 Q1 Q4 Q3 Q2 Q1 Q4 Q3 Q2
NOK millions 2018 2018 2017 2017 2017 2017 2016 2016 2016
Earned premiums from general insurance 5,987.2 5,866.3 5,969.5 6,056.4 5,824.7 5,547.7 5,685.6 5,705.5 5,536.8
Other income 595.0 602.8 522.9 553.6 352.2 539.1 476.5 440.2 315.1
Total operating income 6,582.1 6,469.1 6,492.3 6,610.0 6,177.0 6,086.8 6,162.1 6,145.6 5,851.9
Total net income from investments 370.4 254.7 487.1 475.5 471.0 568.6 541.5 709.2 573.9
Total operating income and net income from
investments
6,952.5 6,723.8 6,979.5 7,085.5 6,648.0 6,655.4 6,703.6 6,854.8 6,425.8
Claims incurred etc. from general insurance (4,371.0) (4,559.5) (4,468.4) (4,013.7) (3,961.7) (3,957.9) (4,013.8) (4,004.3) (3,599.6)
Claims incurred etc. from pension (503.0) (516.4) (444.9) (478.1) (282.6) (456.2) (387.1) (371.2) (250.2)
Total claims etc. (4,874.0) (5,075.9) (4,913.3) (4,491.9) (4,244.2) (4,414.1) (4,400.9) (4,375.5) (3,849.8)
Operating expenses from general insurance (909.3) (895.7) (945.7) (892.5) (890.7) (857.6) (971.3) (989.4) (865.6)
Other operating expenses (134.3) (147.3) (124.9) (123.1) (132.1) (121.5) (120.0) (115.7) (119.7)
Total operating expenses (1,043.6) (1,043.0) (1,070.7) (1,015.6) (1,022.8) (979.0) (1,091.3) (1,105.1) (985.2)
Total expenses (5,917.6) (6,118.8) (5,984.0) (5,507.5) (5,267.0) (5,393.1) (5,492.2) (5,480.6) (4,835.1)
Profit/(loss) for the period before tax expense 1,034.9 605.0 995.5 1,578.1 1,381.0 1,262.2 1,211.4 1,374.2 1,590.8

Income statement

Gjensidige Forsikring ASA

NOK millions Q3 2020 Q3 2019 1.1.-30.9.2020 1.1.-30.9.2019 1.1.-31.12.2019
Premiums etc.
Earned premiums, gross 6,809.1 6,210.8 19,828.1 18,044.7 24,236.4
Ceded reinsurance premiums (151.2) (183.2) (429.9) (542.3) (712.9)
Total earned premiums, net of reinsurance 6,657.9 6,027.6 19,398.2 17,502.4 23,523.5
Claims
Gross claims (4,303.7) (4,248.8) (13,144.3) (12,273.5) (16,662.5)
Claims, reinsurers' share 34.7 63.5 278.3 271.3 412.6
Total claims incurred, net of reinsurance (4,269.0) (4,184.4) (12,866.0) (12,002.2) (16,249.9)
Insurance-related operating expenses
Insurance-related administration expenses incl. commissions for
received reinsurance and sales expenses
(912.9) (865.8) (2,784.8) (2,616.7) (3,544.5)
Received commission for ceded reinsurance and profit share 2.5 13.1 6.3 39.2 45.2
Total insurance-related operating expenses (910.4) (852.7) (2,778.5) (2,577.5) (3,499.3)
Other insurance-related operating expenses (12.7) (12.7) (12.7)
Technical profit/(loss) 1,478.5 977.7 3,753.7 2,910.0 3,761.7
Net income from investments
Income from investments in subsidiaries, associates and joint
ventures
(2.6) 3,094.6 3,093.3
Impairment losses of investments in subsidiaries, associates and
joint ventures
(13.7) (71.7) (153.2)
Interest income and dividend etc. from financial assets 233.9 249.3 749.7 748.3 1,000.8
Changes in fair value on investments (241.2) (12.5) (869.3) 809.1 1,451.6
Realised gain and loss on investments 529.9 (4.9) 280.5 (202.0) (312.8)
Administration expenses related to investments, including
interest expenses
(34.4) (39.5) (115.0) (124.7) (201.6)
Total net income from investments 488.2 176.0 45.9 4,253.6 4,878.1
Other income 0.5 3.2 4.4 8.8 12.7
Other expenses (6.4) (9.8) (25.4) (27.8) (38.5)
Profit/(loss) of non-technical account 482.3 169.4 24.8 4,234.6 4,852.3
Profit/(loss) before tax expense 1,960.8 1,147.1 3,778.5 7,144.6 8,613.9
Tax expense (485.5) (270.7) (975.5) (914.6) (1,153.6)
Profit/(loss) before other comprehensive income 1,475.2 876.4 2,802.9 6,229.9 7,460.3
Other comprehensive income
Other comprehensive income that will not be reclassified to
profit or loss
Changes in estimates related to defined benefit plans 86.7 (55.0) (116.4)
Tax on other comprehensive income that will not be reclassified
to profit or loss
(21.7) 13.8 29.1
Total other comprehensive income that will not be
reclassified to profit or loss
65.0 (41.3) (87.3)
Other comprehensive income that may be reclassified to
profit or loss
Exchange differences from foreign operations 98.0 106.0 626.0 (62.7) (65.1)
Tax on other comprehensive income that may be reclassified (20.3) (18.5) (124.0) 15.4 17.1
Total other comprehensive income that may be reclassified 77.7 87.5 502.0 (47.3) (48.0)
Comprehensive income 1,617.9 963.9 3,263.7 6,182.7 7,325.1

Statement of financial position

Gjensidige Forsikring ASA

NOK millions 30.9.2020 30.9.2019 31.12.2019
Assets
Goodwill 3,251.7 2,958.9 2,950.1
Other intangible assets 680.9 1,032.4 1,026.0
Total intangible assets 3,932.6 3,991.3 3,976.2
Investments
Buildings and other real estate
Owner-occupied property 28.5 28.5 28.5
Right-of-use property 908.3 1,031.6 966.7
Subsidiaries and associates
Shares in subsidiaries 2,373.8 1,981.6 2,063.8
Shares in associates and joint ventures 1,086.9 1,086.9 1,086.9
Interest-bearing receivables on subsidiaries and joint ventures 2,415.2 2,440.6 2,401.4
Financial assets measured at amortised cost
Interest-bearing securities
Loans and receivables 14,779.1 15,210.8 14,714.8
Financial assets measured at fair value
Shares and similar interests (incl. shares and similar interests measured at cost) 5,217.9 6,781.3 6,545.3
Interest-bearing securities 29,213.0 27,269.0 28,446.3
Subordinated loans 1.9 49.2 2.2
Financial derivatives 902.5 784.0 934.1
Other financial assets
Reinsurance deposits
111.0 111.0 111.0
Total investments 57,038.0 56,774.5 57,301.0
Reinsurers' share of insurance-related liabilities, gross
Reinsurers' share of provision for unearned premiums, gross 161.4 156.1 42.3
Reinsurers' share of claims provision, gross 461.7 480.7 554.5
Total reinsurers' share of insurance-related liabilities, gross 623.1 636.7 596.8
Receivables
Receivables related to direct operations 7,476.5 7,100.8 6,843.3
Receivables related to reinsurance 138.1 85.3 23.7
Receivables within the group 43.9 29.1 7.1
Other receivables 527.1 1,452.8 864.4
Total receivables 8,185.6 8,667.9 7,738.4
Other assets
Plant and equipment 148.7 209.3 189.8
Cash and cash equivalents 2,211.9 1,905.7 1,796.1
Pension assets 234.8 155.2 241.8
Total other assets 2,595.4 2,270.2 2,227.6
Prepaid expenses and earned, not received income
Other prepaid expenses and earned, not received income 50.4 79.6 37.7
Total prepaid expenses and earned, not received income 50.4 79.6 37.7
Total assets 72,425.2 72,420.1 71,877.7
NOK millions 30.9.2020 30.9.2019 31.12.2019
Equity and liabilities
Paid in equity
Share capital 1,000.0 1,000.0 1,000.0
Share premium 1,430.0 1,430.0 1,430.0
Perpetual Tier 1 Capital 1,001.9 1,001.9 1,002.3
Other paid-in equity 76.8 63.8 67.4
Total paid-in equity 3,508.6 3,495.6 3,499.6
Retained equity
Funds etc.
Natural perils capital 2,781.3 2,596.9 2,676.3
Guarantee scheme provision 676.3 653.9 676.3
Other retained earnings 14,571.0 16,560.0 11,459.6
Total retained earnings 18,028.6 19,810.9 14,812.2
Total equity 21,537.3 23,306.5 18,311.9
Subordinated debt 1,198.8 1,198.5 1,198.6
Insurance-related liabilities in general insurance, gross
Provision for unearned premiums, gross 11,729.5 10,684.8 10,003.0
Claims provision, gross 28,458.8 28,122.5 27,693.3
Provision for premium discounts and other profit agreements 86.1 76.1 77.3
Total insurance-related liabilities in general insurance, gross 40,274.4 38,883.4 37,773.6
Provision for liabilities
Pension liabilities 660.3 559.9 608.1
Current tax 1,696.5 532.4 984.6
Deferred tax liabilities 1,122.0 1,213.0 1,391.4
Other provisions 263.3 267.4 294.5
Total provision for liabilities 3,742.1 2,572.7 3,278.5
Liabilities
Liabilities related to direct insurance 366.4 388.0 380.9
Liabilities related to reinsurance 121.4 68.7 46.1
Financial derivatives 1,073.9 1,088.5 641.0
Accrued dividend 6,125.0
Other liabilities 3,661.4 4,520.1 3,711.2
Liabilities to subsidiaries and associates 82.3 61.9 56.7
Total liabilities 5,305.5 6,127.2 10,960.9
Accrued expenses and deferred income
Other accrued expenses and deferred income 367.2 331.8 354.2
Total accrued expenses and deferred income 367.2 331.8 354.2
Total equity and liabilities 72,425.2 72,420.1 71,877.7

Statement of changes in equity

Gjensidige Forsikring ASA

Equity as at 31.12.2018
1,000.0
(0.1)
1,430.0
58.2
1,000.5
386.2
(1,969.8)
15,384.0
17,288.9
Adjustment on initial application of IFRS 16
(61.4)
(61.4)
Merger losses
(65.7)
(65.7)
Equity as at 1.1.2019
1,000.0
(0.1)
1,430.0
58.2
1,000.5
386.2
(1,969.8)
15,256.9
17,161.9
1.1.-31.12.2019
Comprehensive income
Profit/(loss)
51.3
7,409.0
7,460.3
Total other comprehensive income
(48.0)
(87.3)
(135.3)
Comprehensive income
51.3
(48.0)
(87.3)
7,409.0
7,325.1
Transactions with owners of the company
Own shares
0,0
(9.2)
(9.2)
Accrued and paid dividend
(6,124.9)
(6,124.9)
Equity-settled share-based payment transactions
9.2
9.2
Perpetual Tier 1 capital
0.6
(0.6)
Perpetual Tier 1 capital - interest paid
(50.1)
(50.1)
Total transactions with owners of the company
0,0
9.2
(49.5)
(6,134.8)
(6,175.1)
Equity as at 31.12.2019
1,000.0
0,0
1,430.0
67.4
1,002.3
338.2
(2,057.1)
16,531.2
18,311.9
1.1.-30.9.2020
Comprehensive income
Profit/(loss)
35.9
2,767.1
2,802.9
Total other comprehensive income
0.9
500.3
(40.4)
460.7
Comprehensive income
0.9
35.9
500.3
(40.4)
2,767.1
3,263.7
Transactions with owners of the company
Own shares
0,0
(10.2)
(10.2)
Reversed dividend
0.1
0.1
Equity-settled share-based payment transactions
8.5
8.5
Perpetual Tier 1 capital
0.5
(0.5)
Perpetual Tier 1 capital - interest paid
(36.7)
(36.7)
Total transactions with owners of the company
0,0
8.5
(36.2)
(10.5)
(38.3)
Equity as at 30.9.2020
1,000.0
0,0
1,430.0
76.8
1,001.9
838.5
(2,097.6)
19,287.7
21,537.3
1.1.-30.9.2019
Comprehensive income
Profit/(loss)
37.7
6,192.2
6,229.9
Total other comprehensive income
(47.3)
0,0
(47.3)
Comprehensive income
37.7
(47.3)
0,0
6,192.2
6,182.7
Transactions with owners of the company
Own shares
0,0
(7.0)
(7.0)
Accrued and paid dividend
0.1
0.1
Equity-settled share-based payment transactions
5.6
5.6
Perpetual Tier 1 capital
0.5
(0.5)
Perpetual Tier 1 capital - interest paid
(36.8)
(36.8)
Total transactions with owners of the company
0,0
5.6
(36.3)
(7.4)
(38.1)
Equity as at 30.9.2019
1,000.0
0,0
1,430.0
63.8
1,001.9
338.9
(1,969.8)
21,441.8
23,306.5
NOK millions Share
capital
Own
shares
Share
premium
Other
paid-in
capital
Perpetual
Tier 1
capital
Exchange
differ
ences
Changes
in
estimates
related to
defined
benefit
plans
Other
earned
equity
Total
equity

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