GIM1140 - Economic basis of insurance: spread of business
The essential point is that the risk borne by the insurer is not
the sum of the risks transferred but the possibility of an adverse
deviation from the desired outcome.
This is significant when considering captive insurance
(see
GIM11000) and financial insurance and
reinsurance (
GIM8000).
It is also worth noting that the law of large numbers only
works when the risks are independent of one another. The risk of my
car being stolen is largely independent of the risk that my
neighbour’s car will be stolen; but if my house is damaged by
a storm it is quite likely that the same will happen to my
neighbour’s house.
An insurer writing property insurance therefore needs to
ensure that it has a good geographical spread of business.
In the past some UK insurance companies suffered large losses
on mortgage indemnity business, which protects lenders against the
risk that the sale of a repossessed property will not provide
sufficient money to pay off the outstanding debt. Such risks were
not independent, as insurers discovered when an economic downturn
simultaneously threw people out of work and depressed house
prices.
