Form: 8-K

Current report filing

September 8, 2008

RenaissanceRe
Holdings Ltd.
Creating value
across market cycles
Investor Presentation
September 2008
Exhibit 99.2


Table of Contents
Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


3
Maintaining discipline through a soft market –
growing tangible book value per common share
In millions except per share
amounts and percentages
December 31, 2007
June 30, 2008
Gross Premiums Written
$1,810
$1,335
Operating Income*
735
308
Net Income
570
273
Common Equity
2,827
2,723
Operating Return on Common
Equity*
27.0%
22.3%
Combined Ratio
59.3%
52.5%
Tangible Book Value Per
Common Share*
$ 40.94
$ 42.14
*Information concerning the reconciliation of Non-GAAP measures can be found at the end of this presentation. 


4
We have generated superior value across market cycles
Legend: Green =TBVPS; Yellow = accumulated dividends
*Information concerning the reconciliation of Non-GAAP measures can be found at the end of this presentation. 


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


6
We have maintained our unique culture and discipline…
Discipline
-
Disciplined underwriting team with a proven track record in hard and
soft markets; history of identifying market inefficiencies
Talent & Culture
-
Experienced management team; risk management culture;
shared strategic vision
Use Of Technology
–
Proprietary models to analyze and aggregate risk; large
databases to support decision making; recognize limits of modeling
Relationships
-
Excellent customer and broker relationships; recognized market
leader; focus on adding value
Capital
-
Strong capitalization; strong loss reserves; multiple channels by which to
access capital; disciplined capital management


7
…which provides us with important competitive advantages.
Superior Risk
Selection
•
Underwriting excellence
•
Premier risk modeling capabilities
•
Confidence to quote risks in changing
environment
•
Long term outperformance
Superior
Relationships
•
Consistent exposure based pricing
•
Quick response
•
Customized products
•
Capacity for large lines
•
Advice on cat risk management
•Superior credit quality and willingness to
pay claims
•
Normal “open market”
position
-
Plus preferred signings on open                   
market transactions
-
Plus private market transactions
•Higher market share of attractive
business
Superior
Capital/Joint
Venture
Management
•
Excellent financial rating
•
Innovation
•
Matching capital to risk
•
Joint ventures
•
Focus on underwriting
•Ability to expand and contrast capacity
in innovative ways
•Creates opportunities for clients &
capital providers
•
Optimize return to investors


8
Multiple channels of access to capital is a competitive advantage
RNR
Long-term
JV Capital
(e.g. DaVinci)
Public
Equity
Reinsurance
Public
Debt
Short-term or
Soft Capital
(e.g.
Starbound I
& II)
Private/
Bank Debt


9
Our strategy: expand existing lines where attractive;
leverage our strengths in new areas
Credible Data/
Decision Support
Tools
Market
Opportunity
Cultural Fit


10
Our expansion strategy has been key to our growth
*Information concerning the reconciliation of Non-GAAP measures and cautionary information with respect to the 2008 projections can be found at the end of this
presentation.
(1) 2008 projected premiums are based on July 2008 premium estimates of managed catastrophe premiums down 10%, individual risk premiums down 5%, and specialty
reinsurance premiums written down 50%. These estimates were originally disclosed in the Company’s Annual Report on From 10-K for the year ended December 31,
2007 and were updated on the Company’s earnings call for the quarter ended June 30, 2008.
Gross Written Premium*


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


12
Leveraging off of our market leading franchise
•
Exposure based pricing that
meets our portfolio return
hurdles
•
Quick response
•
Customized products
•
Capacity for large lines
•
Advice on cat risk management
•
Superior credit quality and
willingness to pay
•
Normal “open market”
position
•
Plus preferred signings on open
market transactions
•
Plus private market transactions
•
Option to renew business
written for fully collateralized
vehicles
RNR delivers value
RNR gets preferred status


13
Reinsurance Strategy
•
Maintain strong relationships with brokers to see business on a “first
call”
basis
•
Use sophisticated analytical tools for superior risk selection
•
Cultivate risk management culture to monitor aggregation of risk
•
Strive for fast claims response to emphasize ability and willingness
to pay
•
Continue to look for new lines of business
•
Continually compare deals, renew the best and get off the rest
•
Optimize the portfolio through inwards and outwards contracts


14
Extending our industry leadership:
different approaches to different cycles
•
“Pedal to the metal”
in existing
business
•
Innovate to create capacity /  
opportunity, working with
Ventures business:
-
Sidecars
-
Parametric solutions
•
Maintain discipline around
exposure-based pricing
•
Define value proposition for
brokers / buyers
•
Strengthen existing business
operations
•
Maintain discipline around
exposure based pricing
-
“Deal we will do”
versus
offered terms
•
Cautiously pursue new
opportunities
•
Return capital to
shareholders
Hard Market Strategies
Soft Market Strategies


15
Discipline requires knowing when to grow
and when to shrink
•
Market conditions matter –
we decrease when conditions soften
(e.g. late 1990’s and 2008), and grow when pricing improves (e.g. 2002)
•
Specialty premium can be lumpy due to our willingness to participate on large
lines; we remain disciplined in a more competitive market
0
500
1000
1500
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
proj.
(1)
Specialty
Managed Cat ceded to fully-collateralized J.V.'s*
Managed Cat*
*Information concerning the reconciliation of Non-GAAP measures and cautionary information with respect to the 2008 projections can be found at the end of this
presentation.
(1) 2008 projected premiums are based on July 2008 premium estimates of managed catastrophe premiums down 10% and specialty reinsurance premiums written
down 50%. These estimates were originally disclosed in the Company’s Annual Report on From 10-K for the year ended December 31, 2007 and were updated on the
Company’s earnings call for the quarter ended June 30, 2008.
Managed Catastrophe and Specialty Premiums


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


17
17
Market conditions dictate writings –
we will decrease when
conditions soften and grow when pricing improves
0
200
400
600
800
2002
2003
2004
2005
2006
2007
2008 Proj. (1)
$MM
Commercial Property
Personal Lines Property
Commercial Multi-line
Multi Peril Crop
Individual Risk Premiums
(1) 2008 projected individual risk premiums are based on July 2008 premium estimates of  premiums down 5%. These estimates were originally disclosed in
the Company’s Annual Report on From 10-K for the year ended December 31, 2007 and were updated on the Company’s earnings call for the quarter ended
June 30, 2008.


18
Individual Risk Strategy
Our focus is on high margin primary insurance and quota share reinsurance
We partner with other insurance companies and program managers
(intermediaries) who source the risk and provide back office support
We target a small number of partners with the following characteristics:
–
Leaders in their classes of risk
–
Large premium volume
–
Efficient back offices
–
Focused on data, systems and rigorous risk analytics
We are developing proprietary risk modeling tools to track and evaluate exposures


Extending into attractive markets and expanding
our operational capabilities
19


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


21
Ventures has supported business growth in three key areas
•
Catastrophe Portfolio
Participation CPPs -
Participation in the results
of our property cat book
•
Starbound
I
& II (Florida)
•
Timicuan Re (Florida)
•
Cat Bonds
•
Other
•
Platinum (2002) –
IPO spin-off
of St. Paul’s reinsurance
operations 
•
ChannelRe Holdings Ltd.
(2004) –
Financial guarantee
reinsurer in partnership with
MBIA, Partner Re and Koch
Financial
•
Tower Hill (2005) -
Recapitalization of Florida
primary insurance companies
•
Top Layer Re
•
DaVinci Re
•
OPCat
Examples
•
Custom packaging
and selling of risk
•
Strategic investments to
capitalize upon market
dislocations
•
Attractive businesses that we
prefer to invest in rather than
operate
•
Continue to selectively
consider large deals or other
classes of business
•
Leveraging RenRe’s
capabilities and reputation
as a leading property cat
reinsurer
•
Very active role in the
management, oversight
and corporate governance
of the entities
Business
3) Customized Reinsurance
2) Strategic Investments
1) Property Cat Joint Ventures


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


23
Extending scientific leadership:
hurricane risk mitigation
RenaissanceRe
has been investigating the damage patterns and economic impact of
catastrophic storms for many years.
By contributing to hurricane risk mitigation efforts, we are seeking to:
–
Learn
new
information
about
behavior
and
frequency
of
forces
for
underwriting
–
Increase the resiliency of storm-exposed communities by contributing to the
development of effective mitigation techniques and products
–
Reduce the frequency of claims and the severity of the financial
impact of
storms to the (re)insurance
industry


Our current hurricane risk mitigation efforts include
StormStruck™
The RenaissanceRe
Wall of Wind
The Hurricane Risk Mitigation Leadership Forum series


Results
Strategic Overview
Reinsurance
Individual Risk
Ventures
Hurricane Science
Outlook


26
$0
$5
$10
$15
$20
$25
$30
$35
$40
$45
$50
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
Our goal remains long-term growth in tangible book
value per common share plus accumulated dividends
-20%
-10%
0%
10%
20%
30%
40%
50%
Operating ROE*
Tangible Book Value Per Common Share plus
Accumulated Dividends*
* Information concerning the reconciliation of Non-GAAP measures can be found at the end of this presentation.
Tangible book value per common share plus accumulated dividends has grown at an
annualized rate of 17.5% from 1998 through 2007 –
driven by a track record of strong
Operating Return on Equity


27
RenaissanceRe
is well-positioned
Balance
sheet
and
capital
base
are
stronger
than
at
any
point
in
our
15
year
history
Our
organization
is
strengthened
by
new
talent,
widening
our
breadth
of
expertise
Our distinctive corporate culture remains a key competitive advantage
We continue to strengthen our position as a leader in property cat reinsurance
with superior risk analytics
We view ourselves as a capital provider to our clients and provide capital
principally in the form of reinsurance, alternative forms of capital are provided
to meet clients’
evolving needs
We are well positioned for 2008, remaining disciplined and focused on growth
where we see attractive opportunities


28
Safe Harbor Statement
Cautionary
Statement
under
"Safe
Harbor”
Provisions
of
the
Private
Securities
Litigation
Reform
Act of 1995:
Statements made in this presentation contain information about the Company's future business
prospects.
These statements may be considered "forward-looking."
These statements are subject
to risks and uncertainties that could cause actual results to differ materially from those set forth in
or
implied
by
such
forward-looking
statements.
Forward-looking
statements
are
only
as
of
the
date
they are made and we do not undertake any obligation to update or revise publicly any forward-
looking statements, whether as a result of new information, future events or otherwise. For further
information regarding cautionary statements and factors affecting future results, please refer to
RenaissanceRe
Holdings
Ltd.’s
filings
with
the
Securities
and
Exchange
Commission,
including
its
Annual
Report
on
Form
10-K
for
the
year
ended
December
31,
2007
and
its
Quarterly
Reports
on
Form 10-Q for the quarters ended March 31, 2008, and June 30, 2008.
This
presentation includes certain non-GAAP financial measures within the meaning of Regulation
G including "operating return on equity", “operating income”, “tangible book value per common
share”, "tangible book value per common share plus accumulated dividends”
and
“managed
catastrophe
premium”.
A
definition
of
such
measures
and
a
reconciliation
of
these
measures
to
the
most
comparable
GAAP
figures
in
accordance
with
Regulation
G
is
available
in
the
Company's
2007 Annual Reports and the February 5, 2008, April 29, 2008, and July 29, 2008 Press Releases
which
are
located
on
the
Company's
website
www.renre.com
under
“Investor
Information/Current
News”.


RenaissanceRe Holdings Ltd.
Renaissance House
8–20 East Broadway
Pembroke, HM 19
Bermuda
Tel: (441) 295-4513
www.renre.com