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Mensuel de juillet 2026 - Banques & Assurances

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Transfer pricing of captive reinsurance entities: A methodological perspective
By Iva GYUROVA, Partner, Transfer Pricing Luca DERQUI, Assistant Manager, Transfer Pricing, Deloitte   Luxembourg hosts around 200 captive reinsurance undertakings established by multinational groups, more than in any other Member State of the European Union (EU). The factors that underpin the Grand Duchy’s position as the EU’s leading captive reinsurance market were outlined in our previous article published in this magazine in 2025.(1)   Captives belong to non-insurance groups and exist to underwrite risks within the group. A typical captive arrangement involves a group entity insuring with a third-party fronting company, which then places the risk with the captive. Usually, the captive retains a portion of the risk and may also cede...
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