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Protector Forsikring

Quarterly Report Jul 12, 2019

3719_rns_2019-07-12_41b3fb3c-6af7-4bb3-bbcb-e4170e5c69af.pdf

Quarterly Report

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INTERIM REPORT Q2 2019 PROTECTOR FORSIKRING ASA

(UNAUDITED) JULY 2019

Highlights Q2 2019

Poor Q2 result – CR 107,2%

Protector Forsikring ASA recorded a loss of NOK -125.7m (NOK 53.8m) for the quarter. The result is driven by an arbitration loss regarding the Grenfell Tower claim, a weak technical result and a weak return on investments. The underwriting result was NOK -72.0m (NOK 2.8m) corresponding to a combined ratio of 107.2% (99.2%). Excluding the arbitration loss the net combined ratio was 99.8%.

Protector decided end of 2018 to exit the COI market and COI is in the P&L defined as «discontinued operations». Some figures below are also given as if COI business was continued business to ease the comparison with earlier reported figures.

Q2 2019 shows following development compared to Q2 2018:

  • Premium growth of 32% from NOK 838,3m (13%) o Premium growth incl. COI 19% (14%)
  • Net combined ratio was 107.2%, up from 99.2%
  • o The net combined ratio incl. COI was 104.0%, up from 100.7%
  • Net return on investments incl. COI NOK 69.3m (NOK 112.3m) or -0.6% (1.1%) o Net return on investments excl. COI of NOK - 31.7m (NOK 78.7m) or -0.4% (0.9%)
  • Profit before tax NOK 116.9m (68.9m)
  • o Profit before tax incl. COI NOK 127.8m (NOK 97.4m)
  • Gross expense ratio 8.7%, (8.3%)
  • o Gross expense ratio incl. COI 8.1%, (7.4%)

Financial highlights and key ratios

NOKm Q2 2019 Q2 2018 H1 2019 H1 2018 FY 2018
Gross premiums written 1 105,9 838,3 3 819,2 3 186,7 4 286,1
Gross premiums earned 1 241,9 1 015,7 2 388,8 1 974,0 4 139,6
Gross claims incurred (1 150,0) (889,3) (2 221,7) (1 760,5) (3 859,3)
Earned premiums, net of reinsurance 1 011,9 699,8 1 902,5 1 369,1 2 817,8
Other insurance related income 3,2 2,9 6,4 4,1 25,5
Claims incurred, net of reinsurance (999,8) (670,5) (1 884,2) (1 305,8) (2 658,3)
Sales cost (65,6) (49,3) (114,6) (100,9) (205,6)
Administration cost (42,9) (35,0) (80,9) (68,2) (143,1)
Commission from reinsurer 23,1 61,0 51,1 160,3 229,2
Other insurance related expenses (1,9) (6,0) (7,1) (7,3) (20,2)
Technical result (72,0) 2,8 (126,6) 51,4 45,3
Other income/costs (13,2) (12,6) (27,4) (24,5) (49,4)
Net financial income (31,7) 78,7 49,5 86,6 (19,8)
Profit before tax (116,9) 68,9 (104,6) 113,5 (23,9)
Tax (0,1) (17,7) (0,1) (44,4) 3,2
Discontinued business, change of ownership insurance (10,8) 21,1 69,1 5,2 (274,7)
Net comprehensive income 2,2 (18,6) 1,8 (22,8) 0,2
Profit for the period (125,7) 53,8 (33,8) 51,4 (295,2)
Claims ratio, net of ceded business (1)
98,8 %
95,8 % 99,0 % 95,4 % 94,3 %
Expense ratio, net of ceded business (2)
8,4 %
3,3 % 7,6 % 0,6 % 4,2 %
Combined ratio, net of ceded business (3)
107,2 %
99,2 % 106,6 % 96,0 % 98,6 %
Gross claims ratio (4)
92,6 %
87,5 % 93,0 % 89,2 % 93,2 %
Gross expense ratio (5)
8,7 %
8,3 % 8,2 % 8,6 % 8,4 %
Gross combined ratio (6)
101,3 %
95,8 % 101,2 % 97,7 % 101,7 %
Retention rate (7)
81,5 %
68,9 % 68,9 % 79,6 % 68,1 %
Earnings per share (8)
(1,6)
0,8 (0,4) 0,9 (3,5)

(1) Claims incurred, net of reinsurance in % of earned premiums, net of reinsurance

(2) Operating expenses in % of earned premiums, net of reinsurance

(3) Net claims ratio + net expense ratio

(4) Gross claims incurred in % of gross premiums earned

(5) Sales and administration costs in % of gross premiums earned

(6) Gross claims ratio + gross expense ratio

(7) Earned premiums, net of reinsurance in % of gross earned premiums

(8) Profit before other comprehensive income divided by weighted number of shares

Premiums

Q2

In Q2, gross premiums written increased by 32% to a total of NOK 1,105.9m. The volume growth is driven by strong volume growth in the UK and Sweden. NOK 45 million of the volume growth is due to price increases in the Nordic countries.

The growth per country was;

Gross premiums written (NOKm) Q2 2019 Q2 2018 Growth in quarter
Norway 333,9 289,8 44,1 15,2 %
Sweden 402,7 294,1 108,6 36,9 %
Denmark 40,2 10,4 29,9 288,2 %
UK 311,2 230,3 80,9 35,1 %
Finland 17,8 13,7 4,1 29,9 %
Total 1105,9 838,3 267,6 31,9 %

Gross premiums earned increased by NOK 226.2m or by 22% to a total of NOK 1,241.9m.

The growth per country was;

Gross premiums earned (NOKm) Q2 2019 Q2 2018 Growth in quarter
Norway 405,6 368,4 37,2 10,1 %
Sweden 374,7 319,6 55,1 17,2 %
Denmark 227,6 187,1 40,5 21,7 %
UK 178,9 92,9 86,0 92,6 %
Finland 55,2 47,8 7,3 15,3 %
Total 1241,9 1015,7 226,2 22,3 %

Premiums earned for own account amounted to NOK 1.011,9, an increase of 45% compared to Q2 2018. The strong growth is due to the overall premium growth and an increased retention rate due to changes in the reinsurance structure. The retention rate will gradually increase through the year.

The growth in net premiums earned per country was;

Net premiums earned (NOKm) Q2 2019 Q2 2018 Growth in quarter
Norway 347,4 280,7 66,7 23,8 %
Sweden 307,9 216,2 91,7 42,4 %
Denmark 191,6 121,8 69,9 57,4 %
UK 116,1 43,2 73,0 169,1 %
Finland 48,8 37,9 10,9 28,7 %
Total 1011,9 699,8 312,1 44,6 %

H1

Gross written premiums totalled NOK 3,819.2m, representing a 20% growth.

The growth by country was:

Gross premiums written (NOKm) H1 2019 H1 2018 Growth in quarter
Norway 1137,9 1059,6 78,2 7,4 %
Sweden 1188,5 997,0 191,4 19,2 %
Denmark 801,5 704,4 97,1 13,8 %
UK 486,7 290,4 196,3 67,6 %
Finland 204,8 135,3 69,5 51,3 %
Total 3819,2 3186,7 632,5 19,8 %

Gross premiums earned increased by 21% from NOK 1.974.0m to a total of NOK 2,388.8m.

The growth by country was:

Gross premiums earned (NOKm) H1 2019 H1 2018 Growth in quarter
Norway 781,1 729,9 51,3 7,0 %
Sweden 720,5 610,2 110,3 18,1 %
Denmark 435,2 383,2 52,0 13,6 %
UK 332,3 162,3 170,0 104,7 %
Finland 119,7 88,4 31,3 35,4 %
Total 2388,8 1974,0 414,8 21,0 %

The premiums earned for own account totalled to NOK 1,902.5m, an increase of 39% compared to H1 2018.

The premiums earned for own account by country was:

Net premiums earned (NOKm) H1 2019 H1 2018 Growth in quarter
Norway 661,9 555,1 106,8 19,2 %
Sweden 569,7 413,8 155,9 37,7 %
Denmark 365,5 254,0 111,5 43,9 %
UK 199,7 76,2 123,6 162,2 %
Finland 105,7 70,1 35,6 50,8 %
Total 1902,5 1369,1 533,4 39,0 %

Results

In Q2, the loss for the quarter totalled NOK -125.7m against a profit of NOK 53.8m in Q2 2018. The weak result is driven by a weak technical result and a weak return on investments.

The Grenfell Tower claim hits the result by approx. NOK 75m. The technical result is weak even without the NOK 75m one-off. Price increases came too late and with too little and price and profitability measures going forward will be further strengthened in the Nordic region.

The net combined ratio was 107.2%, 8 percentage points higher than the 99,2% reported in Q2 2018.

The net combined ratio by country was:

Net combined ratio Q2 2019 Q2 2018
Norway 91,6 % 96,5 %
Sweden 99,1 % 85,2 %
Denmark 109,5 % 108,6 %
UK 155,0 % 73,2 %
Finland 147,7 % 129,6 %
Total 107,2 % 99,2 %

In Q2 the company had run-off losses of 9.7%. Exclusive the Grenfell Tower claim the company had run-off losses of 2.3%.

The claims ratio for own account increased from 95.8% in Q2 2018 to 98.8 % in Q2 2019. The claims ratio is driven by the Arbitration loss, high claims inflation within Motor in the Nordic countries and a loss ratio on large claims higher than normalized.

The expense ratio for own account amounted to 8.4%, up from 3.3 % in Q2 2018. The increase is due to significant reductions in reinsurance commissions due to change in reinsurance structure (from Surplus to Risk XL on property). Strong growth in Sweden and the UK drives also broker commissions upwards.

In H1, the loss for the half-year totalled NOK -33.8m against a profit of NOK 51.4m in H1 2018. The net combined ratio was 106.6%, compared to 96.0% in H1 2018.

The net combined ratio for the half-year by country was:

Net combined ratio H1 2019 H1 2018
Norway 96,5 % 104,2 %
Sweden 99,3 % 78,9 %
Denmark 112,9 % 96,8 %
UK 139,9 % 92,1 %
Finland 124,8 % 133,6 %
Total 106,6 % 96,0 %

In H1 the company had run-off losses of 1.9%. Exclusive the Grenfell Tower claim the company had run-off gains of 2.0%.

The gross expense ratio was 8.2% down from 8.6% in H1 2018, whilst the net expense ratio was 7.6%, up from 0.6%. The low net cost ratio in 2018 comes from a high level of reinsurance commissions.

Investment return

Net investment portfolio amounted to a total of NOK 10.896m at 30 June 2019, up 4.2% compared to the portfolio end of Q2 2018.

INTERIM REPORT Q2 2019 | PROTECTOR FORSIKRING ASA | PAGE 6 of 17

Investment activities yielded a total negative return of NOK -69,3m, or -0.6% compared to a return of NOK 112,3m or 1.1% in Q2 2018. Equities accounted for a NOK 122,0m loss (-10.1%) against a NOK 75.4m gain (4.5%) in Q2 2018. Return on the fixed income portfolio totalled NOK 52,7m or 0.5% against NOK 36.9m or 0.4% in Q2 2018.

In H1, the investment result was NOK 41.9m (0.4%) against NOK 114.8m (1.1%) in H1 2018. Equities accounted for a NOK 69.7m loss (-6.2%) against NOK 32.8m gain (1.9%) in H1 2018. The return on the fixed income portfolio totalled NOK 111.7m or 1.2% against NOK 82.0m or 1,0% in H1 2018.

End of Q2 2019, 10,3% of Protector's financial assets were invested in equities, against 9.9% year end 2018.

Equity and capital position

The company's equity amounted to NOK 1,988.0m at the end of the quarter. End of Q2, the solvency capital requirement (SCR) ratio using the standard formula was 164%, which is within the company's risk appetite but weaker than the SCR ratio year end 2018. The company's long term objective is to maintain a SCR-ratio (calculated according to the Solvency II regulations) above 150 %.

Protector has a BBB+ rating from A.M. Best.

Prospects

The technical result is weak even without the Grenfell Tower claim. Price and profitability measures implemented have come too late and are not sufficient. Going forward, price increases and other profitability measures will be further strengthened in the Nordic countries and the technical result is expected to be improved.

Claims development, and the inherent volatility of capital markets, are continued to be the most important risk factors that could affect the company's profit in 2019.

Oslo, 11th July 2019

The Board of Directors of Protector Forsikring ASA

Income statement

NOKm Q2 2019 Q2 2018 H1 2019 H1 2018 FY 2018
Premium income
Gross written premiums 1 105,9 838,3 3 819,2 3 186,7 4 286,1
Change in provisions for unearned premiums 136,1 177,5 (1 430,4) (1 212,7) (146,5)
Gross premiums earned 1 241,9 1 015,7 2 388,8 1 974,0 4 139,6
Reinsurers' share of earned premiums (230,0) (316,0) (486,3) (604,9) (1 321,8)
Earned premiums, net of reinsurance 1 011,9 699,8 1 902,5 1 369,1 2 817,8
Other insurance-related income 3,2 2,9 6,4 4,1 25,5
Gross claims incurred (1 150,0) (889,3) (2 221,7) (1 760,5) (3 859,3)
Reinsurers' share of claims incurred 150,2 218,7 337,5 454,7 1 201,0
Claims incurred, net of reinsurance (999,8) (670,5) (1 884,2) (1 305,8) (2 658,3)
Operating expenses
Sales costs (65,6) (49,3) (114,6) (100,9) (205,6)
Administration costs (42,9) (35,0) (80,9) (68,2) (143,1)
Commission from reinsurers 23,1 61,0 51,1 160,3 229,2
Total operating expenses, net of reinsurance (85,4) (23,3) (144,3) (8,7) (119,6)
Other insurance-related expenses (1,9) (6,0) (7,1) (7,3) (20,2)
Technical result (72,0) 2,8 (126,6) 51,4 45,3
Net income from financial assets (31,7) 78,7 49,5 86,6 (19,8)
Other income 0,4 0,3 0,7 0,3 1,4
Other expenses (13,6) (12,9) (28,1) (24,9) (50,7)
Other income/expenses (13,2) (12,6) (27,4) (24,5) (49,4)
Non-technical result (45,0) 66,1 22,1 62,1 (69,2)
Profit before tax (116,9) 68,9 (104,6) 113,5 (23,9)
Tax (0,1) (17,7) (0,1) (44,4) 3,2
Discontinued operations (10,8) 21,1 69,1 5,2 (274,7)
Profit before components of comprehensive income (127,9) 72,4 (35,6) 74,2 (295,4)
Actuarial gain and loss from defined benefit pension plans - - - - 0,3
Currency changes from foreign enterprise 2,5 (24,7) 1,9 (30,4) (0,1)
Taxes on components of comprehensive income (0,3) 6,2 (0,1) 7,6 (0,1)
Profit for the period (125,7) 53,8 (33,8) 51,4 (295,2)
Earnings per share (1,56) 0,84 (0,43) 0,86 (3,5)
Earnings per share, diluted (1,56) 0,84 (0,43) 0,86 (3,5)

Balance Sheet

NOKm 30.6.2019 30.6.2018 31.12.2018
Assets
Intangible fixed assets
Other intangible fixed assets 26,6 20,1 24,1
Total intangible fixed assets 26,6 20,1 24,1
Buildings and other real estates
Owner-occupied property 13,1 13,7 13,4
Total buildings and other real estates 13,1 13,7 13,4
Financial assets
Shares 896,3 1 219,9 745,2
Securities, bonds etc 7 164,2 6 764,5 6 386,6
Financial derivatives 16,7 10,9 25,7
Bank deposits 839,0 357,4 460,1
Total financial assets 8 916,3 8 352,6 7 617,5
Reinsurers share of gross technical provisions
Reinsurers share of gross premium provisions 288,0 647,4 292,6
Reinsurers share of gross claims provisions 1 679,6 1 772,7 1 899,8
Total reinsurers share of gross technical provisions 1 967,6 2 420,1 2 192,4
Receivables
Policyholders 628,1 323,7 256,9
Intermediaries 6,6 150,6 5,0
Other receivables 19,1 (17,5) 65,7
Total receivables 653,8 456,8 327,6
Other assets
Tangible fixed assets 38,1 27,9 25,8
Cash and bank deposits 151,4 190,7 278,6
Total other assets 189,5 218,5 304,4
Total prepaid expenses 415,0 289,3 235,4
Assets discontinued operations 2 828,8 2 286,3 2 117,2
Total assets 15 010,7 14 057,4 12 832,1

Balance Sheet

NOKm 30.06.2019 30.06.2018 31.12.2018
Equity and liabilities
Shareholders' equity
Share capital [86.155.605 shares] 86,2 86,2 86,2
Own shares (4,4) (0,0) (4,4)
Other paid-in equity 267,7 267,7 267,7
Total paid-in equity 349,4 353,8 349,4
Earned equity
Natural perils fund 67,8 46,6 54,8
Guarantee scheme 89,2 58,3 88,5
Other equity 1 481,6 2 163,5 1 540,4
Total earned equity 1 638,6 2 268,4 1 683,6
Total equity 1 988,0 2 622,2 2 033,1
Subordinated loan capital 1 243,3 1 243,3 1 243,3
Technical provisions
Provisions for unearned premiums 2 493,4 2 136,5 1 104,7
Provisions for claims 6 332,4 5 480,7 5 997,4
Total technical provisions 8 825,8 7 617,2 7 102,1
Provisions for other risks and liabilities
Pension liabilities 13,0 12,1 13,0
Current tax liability 12,5 12,8 -
Deferred tax liability 123,2 155,4 105,4
Total provisions for other risks and liabilities 148,8 180,3 118,4
Liabilities
Liabilities in connection with insurance 143,8 114,4 93,0
Liabilities in connection with reinsurance 536,7 938,3 393,3
Financial derivates 22,1 4,6 8,6
Other liabilities 354,9 149,6 205,6
Total liabilities 1 057,5 1 206,9 700,4
Incurred expenses and prepaid income
Other incurred expenses and prepaid income 119,2 138,9 328,2
Total incurred expenses and prepaid income 119,2 138,9 328,2
Liabilites discontinued operations 1 628,1 1 048,6 1 306,5
Total equity and liabilities 15 010,7 14 057,4 12 832,1

Cash flow statement

[NOKm] Q2 2019 Q2 2018 30.06.2019 30.06.2018 FY 2018
Cash flow from operations
Premiums paid 1 188,8 1 015,4 3 393,4 2 975,6 4 903,0
Claims paid (825,8) (724,1) (1 830,5) (1 571,5) (3 642,0)
Paid reinsurance 281,1 (14,2) 240,7 (98,5) (238,8)
Paid operating expenses including commissions (196,4) (97,1) (429,1) (178,7) (348,8)
Interest / dividend income 81,7 71,6 139,3 119,3 247,8
Net payments from financial instruments (347,5) 161,6 (1 019,8) (978,1) (117,0)
Payable tax (18,1) 1,1 2,9 (68,9) (119,1)
Net cash flow from operations 163,9 414,2 496,9 199,2 684,9
Cash flow from investment activities
Investments in fixed assets (14,9) (22,0) (28,9) (25,5) (39,0)
Net cash flow from investment activities (14,9) (22,0) (28,9) (25,5) (39,0)
Cash flow from financial activities
Interest payments on subordinated loan capital (16,3) (15,6) (32,1) (30,2) (61,4)
Repayment of equity - - - - (259,0)
Net cash flow from financial activities (16,3) (15,6) (32,1) (30,2) (320,5)
Net cash flow for the period 132,7 376,6 435,8 143,5 325,4
Net change in cash and cash equivalents 132,7 376,6 435,8 143,5 325,4
Cash and cash equivalents opening balance 859,5 293,1 859,5 537,7 537,7
Effects of exchange rate changes on cash and cash equivalents (1,0) (8,1) (8,2) (19,5) (3,6)
Cash and cash equivalents closing balance 991,2 661,6 1 287,1 661,6 859,5

Statement of changes in equity

[NOKm] Share
Capital
Own shares Other paid-in
equity
Natural
perils fund
Guarantee
scheme
Other equity Total
Equity at 31.12.2017 86,2 (0,0) 267,7 22,7 85,9 2 128,8 2 591,3
Profit for the period - - 15,7 (28,5) 10,3 (2,4)
Currency changes (15,5) (15,5)
Own shares (0,0) (0,0)
Equity at 31.03.2018 86,2 (0,0) 267,7 38,4 57,4 2 123,7 2 573,3
Profit for the period - - 8,2 0,8 45,1 54,1
Currency changes (5,4) (5,4)
Own shares - 0,1 0,1
Equity at 30.06.2018 86,2 (0,0) 267,7 46,6 58,3 2 163,5 2 622,2
Profit for the period - - 8,4 0,6 - 75,2 - 66,2
Currency changes 8,1 8,1
Own shares (4,4) 254,7
-
(259,1)
Equity at 30.09.2018 86,2 (4,4) 267,7 55,0 58,9 1 841,7 2 305,0
Profit for the period - 0,0 - (0,2) 29,5 - 310,9 - 281,5
Currency changes 9,6 9,6
Own shares - -
Equity at 31.12.2018 86,2 (4,4) 267,7 54,8 88,5 1 540,3 2 033,0
Profit for the period - 0,0 - 24,3 0,5 67,1 91,9
Currency changes (10,5) (10,5)
Own shares (0,0) (0,0)
Equity at 31.03.2019 86,2 (4,4) 267,7 79,1 89,0 1 596,9 2 114,4
Profit for the period - 0,0 - (11,3) 0,2 - 114,6 - 125,7
Currency changes (0,8) (0,8)
Own shares (0,0) (0,0)
Equity at 30.06.2019 86,2 (4,4) 267,7 67,8 89,2 1 481,6 1 988,0

Notes

Accounting principles

These interim accounts have been prepared in accordance with the Financial Statement Regulation for Non-life Insurance Companies (Forskrift om årsregnskap for skadeforsikringsselskaper) and IAS 34 and in line with the accounting principles described in the annual report for 2018. The company's financial statements are prepared in accordance with the Norwegian Accounting Act, Financial Statement Regulation for Non-life Insurance Companies and generally accepted accounting principles. For further information, please see the 2018 annual report.

Segment information

Protector Forsikring ASA's operations comprise the segments Norway, Sweden, Denmark, Finland and the UK. The segments are evaluated regularly by Protector's executive management based on financial and operational information specially prepared for each segment for the purpose of following up performance and allocating necessary resources.

Quarter

Norway Sweden Denmark UK Finland
[NOKm] Q2 2019 Q2 2018 Q2 2019 Q2 2018 Q2 2019 Q2 2018 Q2 2019 Q2 2018 Q2 2019 Q2 2018
Gross premiums written 333,9 289,8 402,7 294,1 40,2 10,4 311,2 230,3 17,8 13,7
Gross premiums earned 405,6 368,4 374,7 319,6 227,6 187,1 178,9 92,9 55,2 47,8
Gross claims incurred (343,3) (358,3) (374,4) (239,6) (233,8) (177,9) (124,2) (57,0) (74,4) (56,5)
Earned premiums, net of reinsurance 347,4 280,7 307,9 216,2 191,6 121,8 116,1 43,2 48,8 37,9
Other insurance related income 1,6 1,2 0,1 0,1 0,7 1,0 0,5 0,4 0,3 0,2
Claims incurred, net of reinsurance (310,6) (289,4) (263,2) (171,7) (197,1) (126,2) (162,0) (37,8) (66,9) (45,5)
Sales cost (3,4) (8,9) (40,8) (23,3) (2,7) (2,9) (15,7) (13,0) (3,0) (1,2)
Administration cost (10,9) (8,0) (7,4) (8,3) (12,3) (10,6) (12,0) (5,7) (0,3) (2,3)
Commission from reinsurer 6,7 9,7 6,4 19,1 2,3 7,5 9,6 24,9 (1,9) (0,2)
Other insurance related expenses (1,8) 5,3 (0,2) (12,6) (0,0) 1,2 (0,3) 0,2 0,4 (0,2)
Technical result 29,0 (9,4) 2,8 19,5 (17,4) (8,3) (63,7) 12,2 (22,6) (11,2)
Other income/costs (13,1) (12,5) (0,0) (0,0) (0,1) (0,0) - - (0,0) (0,0)
Net financial income (52,2) 70,0 13,6 7,1 0,8 0,9 0,5 0,1 5,6 0,5
Profit before tax (36,3) 48,1 16,3 26,5 (16,8) (7,4) (63,2) 12,3 (17,0) (10,6)
Claims ratio, net of ceded business
(1)
89,4 % 103,1 % 85,5 % 79,4 % 102,9 % 103,7 % 139,5 % 87,5 % 137,0 % 119,9 %
Expense ratio, net of ceded business
(2)
2,2 % 2,6 % 13,6 % 5,8 % 6,6 % 4,9 % 15,6 % -14,2 % 10,7 % 9,7 %
Combined ratio, net of ceded business
(3)
91,6 % 105,7 % 99,1 % 85,2 % 109,5 % 108,6 % 155,0 % 73,2 % 147,7 % 129,6 %
Gross claims ratio
(4)
84,6 % 97,3 % 99,9 % 75,0 % 102,7 % 95,1 % 69,4 % 61,4 % 134,8 % 118,1 %
Gross expense ratio
(5)
3,5 % 4,6 % 12,9 % 9,9 % 6,6 % 7,2 % 15,5 % 20,2 % 6,0 % 7,3 %
Gross combined ratio
(6)
88,2 % 101,9 % 112,8 % 84,9 % 109,3 % 102,3 % 84,9 % 81,5 % 140,8 % 125,4 %

(1) Claims incurred, net of reinsurance in % of earned premiums, net of reinsurance

(2) Operating expenses in % of earned premiums, net of reinsurance

(3) Net claims ratio + net expense ratio

(4) Gross claims incurred in % of gross premiums earned

(5) Sales and administration costs in % of gross premiums earned

(6) Gross claims ratio + gross expense ratio

Half-year

Norway Sweden Denmark UK Finland
[NOKm] H1 2019 H1 2018 H1 2019 H1 2018 H1 2019 H1 2018 H1 2019 H1 2018 H1 2019 H1 2018
Gross premiums written 1 137,9 1 059,6 1 188,5 997,0 801,5 704,4 486,7 290,4 204,8 135,3
Gross premiums earned 781,1 729,9 720,5 610,2 435,2 383,2 332,3 162,3 119,7 88,4
Gross claims incurred (675,7) (735,8) (700,5) (430,5) (456,3) (386,7) (249,8) (97,2) (139,4) (110,2)
Earned premiums, net of reinsurance 661,9 555,1 569,7 413,8 365,5 254,0 199,7 76,2 105,7 70,1
Other insurance related income 2,1 1,8 0,2 0,2 0,9 1,1 1,9 0,4 1,2 0,6
Claims incurred, net of reinsurance (609,5) (564,8) (506,6) (325,1) (392,6) (257,6) (251,5) (69,6) (123,9) (88,7)
Sales cost (14,2) (24,2) (65,7) (49,1) (9,7) (7,6) (21,0) (18,0) (3,9) (1,9)
Administration cost (23,3) (20,9) (18,1) (15,9) (18,7) (16,4) (17,7) (10,4) (3,1) (4,5)
Commission from reinsurer 8,3 31,8 25,0 63,4 8,2 35,8 10,7 27,8 (1,0) 1,5
Other insurance related expenses (3,0) 4,1 (2,6) (12,7) (0,5) 1,1 (0,7) 0,2 (0,3) (0,2)
Technical result 22,2 (17,2) 1,9 74,7 (46,8) 10,4 (78,6) 6,7 (25,2) (23,2)
Other income/costs (27,2) (24,4) (0,1) (0,1) 0,0 (0,0) - 0,0 (0,2) (0,0)
Net financial income 16,0 63,1 21,7 19,1 2,6 3,5 3,3 0,1 6,0 1,0
Profit before tax 11,0 21,5 23,5 93,7 (44,2) 13,8 (75,4) 6,7 (19,4) (22,2)
Claims ratio, net of ceded business (1) 92,1 % 101,8 % 88,9 % 78,6 % 107,4 % 101,4 % 125,9 % 91,3 % 117,2 % 126,6 %
Expense ratio, net of ceded business (2) 4,4 % 2,4 % 10,3 % 0,4 % 5,5 % -4,6 % 14,0 % 0,8 % 7,6 % 7,0 %
Combined ratio, net of ceded business (3) 96,5 % 104,2 % 99,3 % 78,9 % 112,9 % 96,8 % 139,9 % 92,1 % 124,8 % 133,6 %
Gross claims ratio (4) 86,5 % 100,8 % 97,2 % 70,6 % 104,8 % 100,9 % 75,2 % 59,9 % 116,4 % 124,7 %
Gross expense ratio (5) 4,8 % 6,2 % 11,6 % 10,7 % 6,5 % 6,3 % 11,7 % 17,5 % 5,8 % 7,2 %
Gross combined ratio (6) 91,3 % 107,0 % 108,9 % 81,2 % 111,4 % 107,2 % 86,8 % 77,4 % 122,3 % 131,9 %

Discontinued operations

Protector decided in 2018 to exit the COI market due to the product's recent years weak technical performance, and due to the significant uncertainty related to the product's future premium development and profitability. After the decision to exit the COI market, COI is defined as "discontinued operations" in the accounts. Net profit and assets and liabilities associated with COI are presented on separated lines as discontinued operations.

Protector has in July 2019 entered into a 50% quota share agreement (reinsurance) for the entire COI portfolio. The quota share agreement includes the historical portfolio as well as all new business written until the policy writing cease.

[NOKm] Q2 2019 Q2 2018 H1 2019 H1 2018 FY 2018
Gross premiums earned 110 179 199 292 514
Reinsurers' share of earned premiums (51) (18) (59) (29) (51)
Earned premiums, net of reinsurance 59 161 139 263 462
Gross claims incurred (77) (175) (78) (295) (749)
Reinsurers' share of claims incurred 45 18 45 29 75
Claims incurred, net of reinsurance (32) (158) (33) (265) (675)
Total operating expenses, net of reinsurance 2 (5) 6 (11) (55)
Other insurance-related income/expenses (0) (0) (0) (0) (0)
Technical result 30 (2) 113 (13) (268)
Net income from financial assets (38) 34 (8) 28 (36)
Other income/expenses (3) (3) (6) (6) (13)
Non-technical result (41) 30 (14) 22 (49)
Profit before tax (11) 28 99 8 (317)
Tax (0) (7) (30) (3) 42
Profit for the period (11) 21 69 5 (275)
Financial assets through profit or loss [NOKm] Currency Level 1 Level 2 Level 3 Total
Shares NOK 193 878 37 1 108
Bonds and other fixed income securities NOK 0 8 847 0 8 847
Cash and cash equivalents NOK 1 044 1 044
Derivates:
Foreign currency contracts NOK 16 16
Options NOK 4 4
Total assets 30.06.2019 NOK 1 237 9 745 37 11 019
Total assets 30.06.2018 NOK 691 9 780 10 472

Financial assets, fair value estimation

Financial liabilities at fair value through profit or loss [NOKm] Currency Level 1 Level 2 Level 3 Total
Foreign exchange contracts NOK -22 -22
Other financial liabilities NOK -101 -101
Total financial liabilities 30.06.2019 NOK -101 -22 -124
Total financial liabilities 30.06.2018 NOK - 5 - 5

The fair value of listed investments is based on the current sales price. Financial instruments measured at fair value are valued on a daily basis. Directly observable prices in the market are used as far as possible. The valuations for the different types of financial instruments are based on recognised methods and models.

Level 1: Financial instruments valued on the basis of quoted prices for identical assets in active markets

This category encompasses listed equities that over the previous three months have experienced average daily trading equivalent to approximately NOK 20 million or more. Based on this, the equities are regarded as sufficiently liquid to be included at this level. Bonds, certificates or equivalent instruments issued by national governments are generally classified as level 1.

Level 2: Financial instruments valued on the basis of observable market information not covered by level 1

This category encompasses financial instruments that are valued on the basis of market information that can be directly observable or indirectly observable. Market information that is indirectly observable means that the prices can be derived from observable related markets. Level 2 includes shares or equivalent equity instruments for which market prices are available, but where the volume of transactions is too limited to fulfil the criteria in level 1. Shares in this level will normally have been traded during the last month. Bonds and equivalent instruments are generally classified in this level. Foreign exchange derivatives are classified as level 2. Fund investments are generally classified as level 2.

Level 3: Financial instruments valued on the basis of information that is not observable in accordance with level 2

If one or more of the key parameters in a valuation model is not based on observable market data,

Solvency Margin

(NOKm) 30.06.2019 30.06.2018 31.12.2018
Total solvency capital requirement 1 741 1 885 1 659
Total eligible own funds to meet SCR 2 856 3 704 2 910
Ratio of eligible own funds to SCR 164 % 196 % 175 %
Totalt minimum capital requirement 784 848 747
Ratio of eligible own funds to MCR 273 % 346 % 299 %

Quarterly outline continued business

[NOKm] Q2 2019 Q1 2019 Q4 2018 Q3 2018 Q2 2018 Q1 2018 Q4 2017 Q3 2017 Q2 2017
Gross premiums written 1 105,9 2 713,4 475,1 624,3 838,3 2 348,4 424,5 486,1 739,0
Gross premiums earned 1 241,9 1 146,9 1 123,2 1 042,4 1 015,7 958,3 881,7 863,3 775,8
Gross claims incurred (1 150,0) (1 071,7) (1 161,7) (937,1) (889,3) (871,2) (799,6) (943,2) (1 167,9)
Earned premiums, net of reinsurance 1 011,9 890,6 759,0 689,7 699,8 669,4 604,1 606,5 606,3
Other insurance related income 3,2 3,1 12,0 9,5 2,9 1,2 0,8 2,3 0,8
Claims incurred, net of reinsurance (999,8) (884,4) (739,3) (613,2) (670,5) (635,3) (575,9) (498,9) (581,6)
Sales cost (65,6) (48,9) (49,4) (55,4) (49,3) (51,6) (45,0) (35,1) (41,6)
Administration cost (42,9) (38,0) (46,1) (28,9) (35,0) (33,2) (21,5) (29,7) (30,6)
Commission from reinsurer 23,1 28,0 31,1 37,7 61,0 99,4 22,7 21,8 58,3
Other insurance related expenses (1,9) (5,2) (2,1) (10,8) (6,0) (1,3) (1,3) (1,7) (1,6)
Technical result (72,0) (54,7) (34,8) 28,6 2,8 48,5 (16,2) 65,3 10,1
Other income/costs (13,2) (14,0) (12,3) (12,5) (12,6) (12,0) (12,0) (13,7) (13,6)
Net financial income (31,7) 81,2 (141,9) 35,5 78,7 8,0 124,9 100,0 101,2
Profit before tax (116,9) 12,5 (189,1) 51,7 68,9 44,6 96,7 151,6 97,7
Claims ratio, net of ceded business
(1)
98,8 % 99,3 % 97,4 % 88,9 % 95,8 % 94,9 % 95,3 % 82,3 % 95,9 %
Expense ratio, net of ceded business
(2)
8,4 % 6,6 % 8,5 % 6,7 % 3,3 % -2,2 % 7,3 % 7,1 % 2,3 %
Combined ratio, net of ceded business
(3)
107,2 % 105,9 % 105,9 % 95,7 % 99,2 % 92,7 % 102,6 % 89,3 % 98,2 %
Gross claims ratio
(4)
92,6 % 93,4 % 103,4 % 89,9 % 87,5 % 90,9 % 90,7 % 109,3 % 150,5 %
Gross expense ratio
(5)
8,7 % 7,6 % 8,5 % 8,1 % 8,3 % 8,8 % 7,5 % 7,5 % 9,3 %
Gross combined ratio
(6)
101,3 % 101,0 % 111,9 % 98,0 % 95,8 % 99,8 % 98,2 % 116,8 % 159,8 %

(1) Claims incurred, net of reinsurance in % of earned premiums, net of reinsurance

(2) Operating expenses in % of earned premiums, net of reinsurance

(3) Net claims ratio + net expense ratio

(4) Gross claims incurred in % of gross premiums earned

(5) Sales and administration costs in % of gross premiums earned

(6) Gross claims ratio + gross expense ratio

The Board of Directors and the CEO's statement

We confirm, to the best of our knowledge, that the condensed set of financial statements for the period 1 January to 30 June 2019 has been prepared in accordance with Norwegian Accounting Act, financial statement regulations for insurance companies, IAS 34 – Interim Financial Reporting and generally accepted accounting principles, and gives a true and fair view of the Company's assets, liabilities, financial position and profit and loss as a whole.

We also confirm, to the best of our knowledge, that the interim management report includes a fair review of important events that have occurred during the first six months of the financial year and their impact on the condensed set of financial statements, a description of the principal risks and uncertainties for the remaining six months of the financial year, and major related parties transactions.

Oslo, 11th July 2019

The Board of Directors of Protector Forsikring ASA

Jostein Sørvoll
(Chair)
Anders J. Lenborg
(Deputy Chair)
Adele Bugge Norman Pran Else Bugge Fougner
Jørgen Stenshagen Randi Helene Røed Line Engelmann-Kokkim Mathews V. Ambalathil

Sverre Bjerkeli (CEO)

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