Glossary/Macro & Banks

Pojišťovací metriky

Insurance Metrics · Combined Ratio · Loss Ratio · Solvency · Underwriting

Key indicators for evaluating insurance companies — underwriting profitability, quality of the insurance portfolio, and regulatory capital adequacy.

Macro & Banks

What it is

Insurance companies have a different business model than banks or industrial companies — they earn on premiums, managing "float," and investment returns. They are evaluated using specific metrics:

Combined Ratio: (Loss Ratio + Expense Ratio) × 100%

  • Below 100% = the insurer earns on underwriting (underwriting profit)
  • Above 100% = the insurer loses on underwriting — it must earn on investment returns

Loss Ratio: Claims paid / Premiums earned. Measures how much of the premium is returned to clients as claims settlements. Typically 55–75% for non-life insurance.

Expense Ratio: Operating costs / Premiums earned. Includes administration, commissions, marketing. Typically 25–35%.

Float (insurance float): Premiums collected from clients that the insurer holds until it must pay claims. Buffett's favorite concept — if float is "free" (combined ratio ≤ 100%), the insurer essentially gets an interest-free loan to invest.

Not to be confused with free float in stocks — the same English word but an entirely different concept: there it refers to the share of shares freely tradable on the exchange, here it refers to insurance reserves available for investment.

Solvency Ratio: Regulatory capital / Capital requirement (SCR — Solvency Capital Requirement). Under Solvency II must be above 100%; in practice insurers target 150–200%+.

Why track it

Combined ratio is the "P&L of underwriting" — it says whether the core business (insuring risks) is profitable or loss-making. An insurer can mask poor underwriting with high investment returns, but this is not sustainable long-term.

Reserve Development: Monitor whether the insurer repeatedly releases reserves (reserve releases) or strengthens them. Aggressive reserve releases boost short-term earnings — but signal under-provisioning of future liabilities.

Pricing Cycle: Insurance markets are cyclical — after a major catastrophe, premium rates rise (hard market), then gradually fall (soft market). The position in the cycle determines future combined ratio and profitability.

Real-world example

Allianz 2024 (non-life insurance):

  • Combined Ratio: 93% → underwriting profit 7%
  • Loss Ratio: 64%, Expense Ratio: 29%
  • Solvency II ratio: 208% — significantly above the minimum

Sector comparison:

  • Excellent insurer: combined ratio below 90%
  • Average: 95–100%
  • Problematic: persistently above 100% (loss-making on underwriting)

Watch out for

Combined ratio varies significantly by segment: catastrophe insurance (cat reinsurance) can have a volatile combined ratio above 120% in a year of a major catastrophe but be profitable on average. Never assess a single year in isolation — monitor the 5–10 year average.

Insurers with a large "float" (life insurers, reinsurers) can be profitable even with a combined ratio slightly above 100% if investment returns from float compensate. Always assess total economic profit, not just the underwriting result.