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Helios Re

Helios Re is a fictional specialty reinsurer that serves as the running example throughout this site. Every contract structure, every metric calculation, every code example, and every interactive visualization uses Helios Re’s portfolio. If you see a number on this site, it traces back to the data on this page.

AttributeValue
NameHelios Re Ltd.
HeadquartersZurich, Switzerland
Founded2008
SpecialtyProperty catastrophe reinsurance
GeographiesNorth America, Europe, Japan
Perils coveredHurricane, earthquake, European windstorm
Business modelTraditional reinsurer with some ILS participation
Annual premium income~$250M (modelled portfolio)
Capital base~$800M
Employees~120

Helios Re is a mid-sized reinsurer — large enough to maintain a diversified multi-peril, multi-geography portfolio, but small enough that every contract matters to the aggregate risk profile. This makes it ideal for demonstrating portfolio-level analytics where individual contracts have visible marginal impact.

EntityRoleRelationship
SunCoast InsuranceCedentFlorida-based insurer; largest single cedent
Pacific MutualCedentCalifornia-based insurer; earthquake exposure
NorthStar ReRetro providerProvides retrocession protection to Helios Re
Meridian BrokersBrokerPrimary broker relationship
Atlas Cat FundILS fundAlternative capital partner for sidecars

Helios Re’s portfolio consists of five contracts chosen to illustrate different contract structures, perils, and geographies. The portfolio is intentionally small — five contracts rather than thousands — so that every calculation can be verified by hand.

ContractTypeCedentPerilGeographyTermsPremium
C1CatXoLSunCoast Ins.HurricaneFL, USA$30M xs $20M, 1 reinst$8.5M
C2CatXoLPacific MutualEarthquakeCA, USA$25M xs $15M, 1 reinst$6.2M
C3Quota Share(syndicated)WindstormEU25% cession$4.8M
C4CatXoL(syndicated)EarthquakeJapan$50M xs $25M, 2 reinst$9.1M
C5AggXoLSunCoast Ins.Multi (US)USA$35M xs $40M aggregate$5.4M
Total$34.0M

The five contracts are designed to demonstrate:

  1. Geographic diversification — US, Europe, Japan (low cross-region correlation)
  2. Peril diversification — hurricane, earthquake, windstorm
  3. Structure diversity — excess-of-loss (per-occurrence), quota share (proportional), AggXoL (per-scenario)
  4. Non-trivial interactions — Contract 5 aggregates across the same US perils as Contracts 1 and 2, creating portfolio dynamics that are invisible in standalone analysis
  5. Hand-computable numbers — all parameters are round numbers for easy mental arithmetic
ChapterWhat’s introduced
FoundationsCompany profile, market position, business relationships
QuantificationScenario data, contract application, risk metrics, pricing
EngineeringOperator compositions, code implementations, verified outputs
PracticeFull portfolio pricing, marginal analysis, application outputs