Helios Underwriting : MAPAs Forecast and Scenarios

NET REALISTIC DISASTER SCENARIOS FOR Helios MAPAs - 2021 PORTFOLIO

Loss as % of capacity

Helios Mapas

30.0%

25.0%

20.0%

15.0%

10.0%

5.0%

0.0%

AEP 1 in 30 - Whole World	AEP 1 in 30 - US / GOM	RDS Terrorism - Rockefeller	AEP 1 in 30 - US / Canadian	RDS Cyber - Major Data
Natural Cats	Windstorm				Center	Quake	Security Breach
				2020			2021

Source: Helios Underwriting PLC

Note: The chart above only shows the top net losses, not all catastrophe risk scenarios (CRSs). The AEP (Aggregate Exceedance Probability) 1 in 30 figure is the weighted average of each syndicates' 1 in 30 projections which serves as a guide to the portfolio aggregate though the correct approach would involve combining the underlying distribution curves which are not provided in the syndicate business forecasts (SBFs). The aggregate AEP also does not factor in diversification.

The figures above are for all capacity within the Helios MAPAs, disregarding any reinsurance arrangements under which quota shares are assumed by reinsurers.

.	Helios Underwriting Plc

1

Helios MAPAs FORECAST 2021 CLASSES OF BUSINESS

Helios Mapa Forecast 2021 Classes of Business

25.0%

20.9%

21.0%

20.0%

15.0%

13.0%

10.0%

10.0%

8.5%

5.2%

7.2%

5.0%

2.3%

1.7%

1.3%

1.4%

1.2%

2.1%

1.5%

1.0%

0.8%

0.9%

0.0%

Liability Damage Marine

Marine

Cargo Liability Damage

Motor

US$

in

in

US$

Guarantee)

Accident

Non

Reinsurance

US$

US$

Reinsurance

Aviation Physical

Energy

Loss

Marine

Marine

Physical

Excluding

Liability

Excluding

Pecuniary

Loss

Damage

Energy

Liability -Marine

Damage

Physical

(Financial Personalof

Aviation

of

Marine

Loss

Inwards

Excess

-Marine

Non

Physical -Marine

Pecuniary

Account

Excess

-Marine

Non

Non

Whole

Non

Helios Underwriting Plc

Source: Helios Underwriting plc

2