Form: 8-K

Current report filing

February 23, 2009

RenaissanceRe
Holdings Ltd.
Merrill Lynch Insurance Investor Conference
February 2009
Exhibit 99.2


2
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, 2008.
This
presentation includes certain non-GAAP financial measures within the meaning of Regulation
G
including
"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
February
11,
2009
Earnings
Release
and
Financial
Supplement
which
are
located
on
the
Company's
website
www.renre.com
under
“Investor
Information/Current
News”
and
“Investor
Information/Financial
Reports”
respectively.


Table of Contents
Holdings Overview:  A Consistent Strategy
Reinsurance: Market Leading Franchise
Individual Risk: Building Out Our Platform
Ventures: Leveraging and Expanding Our Franchise
Hurricane Science: Extending Scientific Leadership
Financial Profile: Strong Capital and Liquidity Position
Summary: Well-Positioned for the Future


We have generated superior shareholder value
across market cycles
4
Legend: Green =TBVPS; Yellow = accumulated dividends
*Information concerning the reconciliation of Non-GAAP measures can be found at the beginning of this presentation. 
$0
$5
$10
$15
$20
$25
$30
$35
$40
$45
$50
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
Tangible Book Value Per Common Share plus Accumulated
Dividends*


5
Our focus remains the same
•We focus on four key business areas
Property Cat Reinsurance
Specialty Reinsurance
Individual Risk
Joint Ventures and Strategic Investments


6
Our consistent strategy provides us with important
competitive advantages
•
Confidence to quote risks in
changing environment
•
Long term outperformance
•
Normal “open market”
position
-
Plus preferred signings on open market
transactions
-
Plus private market transactions
•
Higher market share of attractive business
•
Focus on underwriting
•
Ability to expand and contract capital
in innovative ways
•
Creates opportunities for capital
providers and capital available to clients
•
Optimize return to investors
•Consistent exposure based pricing
•Quick response
•Customized products
•Capacity for large lines
•Advice on cat risk management
•Superior credit quality and willingness to pay
•
Excellent financial rating
•
Multiple channels of access to capita
•
Innovation
•
Matching capital to risk
•
Joint ventures
•
Underwriting excellence
•
Premiere risk modeling
capabilities and technology


7
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


8
We screen new opportunities with a consistent framework
We look for new business opportunities that meet our return hurdles and fit our
business model.
Credible Data/
Decision Support
Tools
Market
Opportunity
Cultural Fit


9
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


10
Our expansion strategy has been key to our growth
0
400
800
1,200
1,600
2,000
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
(proj. 1)
RenRe Cat
RenRe Specialty
Joint Venture*
Individual Risk
*Information concerning the reconciliation of Non-GAAP measures and cautionary information with respect to the 2009 projections can be found at the beginning of this
presentation.
(1) 2009 projected premiums are managed catastrophe premiums up 15%, Individual Risk premiums are flat, and Specialty reinsurance premiums up 20%. These
estimates
were
originally
disclosed
on
the
Company’s
February
12,
2009
earnings
call
for
the
quarter
and
year
ended
December
31,
2008.
Gross Written Premium


11
Reinsurance: 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


12
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
2009
(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 2009 projections can be found at the beginning of this
presentation.
(1)
2009
projected
premiums
are
managed
catastrophe
premiums
up
15%
and
Specialty
reinsurance
premiums
up
20%.
These
estimates
were
originally
disclosed
on
the
Company’s
February
12,
2009
earnings
call
for
the
quarter
and
year
ended
December
31,
2008.
Managed Catastrophe and Specialty Premiums


13
Individual Risk: Building out our platform
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


14
14
Market conditions dictate writings –
we will decrease when
conditions soften and grow when pricing improves
Individual Risk Premiums
(1) 2009 projected Individual Risk premiums are flat. These estimates were originally disclosed on the Company’s February 12, 2009 earnings call for the
quarter and year ended December 31, 2008.
0
200
400
600
800
2002
2003
2004
2005
2006
2007
2008
2009 (proj. 1)
$MM
Commercial Property
Personal Lines Property
Commercial Multi
-line
Multi Peril Crop


Extending into attractive markets and expanding
our operational capabilities
15
Agro
National
Claims
Management
Services
•
Agro National: a managing general underwriter of crop
insurance
•
We partnered with Agro National over the past four years to
write multi-peril crop insurance policies
•
Acquisition provides means to expand in growing agricultural
market
•
CMS: a privately-held provider of claims administration,
adjustment and consulting services
•
Provided third party administrative services to our subsidiaries
on an outsourced basis since 2005
•
CMS has important operational capabilities and gives us
greater control of a core function key to our plans for U.S.
growth


Renaissance
Investment Managers
(“R.I.M.”)
Ventures: Leveraging and expanding our franchise
16
Joint Ventures (“J.V.”)
•
permanent vehicles that augment RenRe’s offering to
clients and brokers –
Top Layer Re & DaVinci Re
Packaging & Selling
•
limited-life vehicles to provide incremental capital to
clients and brokers including side cars and cat bonds,
Starbound
I (2006) & II (2007). Timicuan Re (2006)
Venture Capital
•
capital solutions to clients as well as strategic investing
–
Tower Hill, Platinum warrants
•
risk mitigation services/products to the natural gas,
heating oil, and energy industry; also includes trading
of weather derivatives
Weather Predict
Consulting (“W.P.C.”)
•
weather forecasting, modeling, advisory services and
outreach
in
support
of
RenRe’s
businesses
–
WindX,
Wall of Wind


Hurricane Science: Extending our scientific leadership
through our current hurricane risk mitigation efforts
StormStruck™
The Hurricane Risk Mitigation Leadership Forum series
The RenaissanceRe
Wall of Wind
17


18
Financial Profile: Strong capital and liquidity position,
our balance sheet and capital base remain strong
$0
$1
$2
$3
$4
$5
$6
Common
Preferred
Funded debt
Undrawn debt
JV capital*
* excluding $3.9 billion of capacity at Top Layer Re
**Reflects the redemption of ~$250 million of preference shares and funded debt, which were redeemed during Q1 2007


19
RenaissanceRe
is well-positioned
Balance sheet and capital base are strong, we are focused on managing our
assets optimally
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 to continue to serve our customers in timely,
innovative ways, to seize attractive opportunities when they arise and to build
shareholder value in the years ahead


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