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'Busy year' expected for European, US life run-off deals

The market for selling and reinsuring closed blocks of life insurance in Europe is heating up, but the complicated nature of the deals is likely to keep the temperature from rising too much.

Some of the biggest names in European insurance, notably Axa SA, Assicurazioni Generali SpA and Zurich Insurance Group AG, have indicated that they intend to offload old businesses to free up capital. Axa in late December 2021 agreed to sell a €2.6 Belgian life run-off portfolio to Monument Re, while Zurich announced Jan. 3 that it was selling its $9.5 billion Italian life and pensions back book to Portuguese consolidator GamaLife – Companhia de Seguros de Vida SA.

"We expect 2022 to be a busy year in Europe, as well as in the U.S.," Simon Woods, group CFO of Resolution Life Group Holdings LP, said in an interview.

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Europe's potential

Thus far, life back book deal values in Europe have paled in comparison to those on the other side of the Atlantic. U.S. deal activity wound up in 2021 with Allianz agreeing to reinsure $35 billion of fixed index annuity liabilities with Resolution Re and Talcott Resolution Life Insurance Co., while this year started with Principal Financial reinsuring $16 billion of retail fixed annuity reserves and $9 billion of universal life secondary guarantee reserves with Talcott.

Only a small portion of Europe's $6 trillion to $7 trillion life and annuity assets have been suitable for closed-block reinsurers "but things are changing quickly," according to James Bracken, CEO of Fortitude Reinsurance Co. Ltd. There is no reason why the European closed-block market should not, over the next decade, look much like the U.S., Bracken said in emailed comments.

Roughly one-third of Germany's €90 billion life insurance gross written premium is in closed books, suggesting closed business accounts for 20% to 30% of the European market, said Johannes-Tobias Lorenz, senior partner at McKinsey.

Germany is an obvious place to look for large closed life deals, according to Woods. The region has seen some big transactions with Athora Holding Ltd. in 2015 acquiring Delta Lloyd Germany and Viridium Group GmbH & Co. KG purchasing Generali's German business in 2019.

"You can look across continental Europe and there wouldn't be any market I would exclude from it," Lorenz said, adding, France, Italy, Benelux and Spain to the list of the most relevant markets given the size of their life insurance markets and the potential books of business for transaction.

Steady growth

A flurry of big deals is not expected, however, given the amount of work that goes into each transaction. Exiting old life businesses also means losing a source of earnings, Lorenz noted.

"These deals are not like buying and selling houses, they are complex transactions with multiple stakeholders," Woods said. Outsize closed life deals can also attract scrutiny from lawmakers, politicians and regulators, he added.

The regulatory process could become smoother as more deals are done. The process is likely to move along faster in jurisdictions that have done deals in the past year, such as the Netherlands, Belgium, Spain and Portugal, Hugo Laing, a partner at Eversheds Sutherland, said in an interview.

A number of international reinsurers appear to be interested in taking on European business, according to Laing. But given the amount of business up for grabs in the U.S., it will be "interesting" to see if market players are able to keep their attention on Europe, he said.

Instead of a rush of new prospective buyers, Lorenz expects existing players to grow.

"I would rather expect those who have put a foot on the ground to get the lion's share of the business over the next three to four years," he said.