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Tryg

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FY2002 Annual Report · Tryg
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stine engelsk  07/03/03  13:25  Side 1

TTrryygg VVeessttaa GGrroouupp                                AAnnnnuuaall RReeppoorrtt 22000022

Contents

Activities of the Tryg Vesta Group

The Group
Partnership with Nordea

External environment
Securities markets
Strategy and focus areas

Customers
Earnings
Synergies, employees and knowledge sharing
Investment policy

Business areas of the Tryg Vesta Group

Tryg including Dansk Kaution and Tryg Rejse og Sundhed
Vesta
Tryg-Baltica international
Other activities

Shareholder information

Allocation of loss and shareholders’  equity
Tryg i Danmark smba

Financial highlights and key ratios
Directors’  report

Tryg including Dansk Kaution and Tryg Rejse og Sundhed
Vesta
Tryg-Baltica international
Other activities
Investment activities
Post balance sheet events

Exposure
Outlook
Management’s signatures
Auditors’  report
Accounting policies
Financial statements of the parent company and the Tryg Vesta Group
Supervisory Board and Executive Management
Heads of business organisation
Group overview

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Information Department
Tel. +45 44 20 30 71
Fax +45 44 20 66 33

Annual general meeting
will be held on 21 March 2003 at 11 a.m.
at the company’s address:
Klausdalsbrovej 601, Ballerup, Denmark

Address
Tryg Vesta Group A/S
Klausdalsbrovej 601
DK-2750  Ballerup

CVR no.: 26 46 02 12

Tel. +45 44 20 20 20
Fax +45 44 20 66 00
www.trygvesta.com

Financial statements 2002

Tryg Vesta Group

Activities of the Tryg Vesta Group

Tryg  Vesta  Group  A/S  is  a  financial  holding  company  with  subsidiary  undertakings  operating  in  the
general insurance area. The Tryg Vesta Group was established on 28 June 2002 through a spin-off of all
general  insurance  activities  of  the  Nordea  AB  Group.  The  Group’s  legal  structure  is  illustrated  below
(simplified outline). Tryg Vesta Group A/S is owned by Tryg i Danmark smba, and Group Management
is anchored in Tryg Vesta Group A/S.

*

Vahinkovakuutus
(Finland)

Tryg Forsikring
(Danmark)

(Norge)

*

Nordea Kindlustuse
(Estland)

(Danmark)

(Danmark & UK)

95,32%

Tryg Polska
(Polen)

* Name change in process

The Group
Tryg  Vesta  Group  A/S  the  second-largest  general  insurance  group  in  the  Nordic  region  with
activities  in  a  number  of  Nordic  and  Baltic  countries.  The  Tryg  Vesta  Group  has  some  2  million
personal customers and 250,000 commercial customers. As at 31 December 2002, the Group had 4,373
employees.

Denmark and Norway are the Group’s primary markets. Tryg is Denmark’s largest general insurer with a
market share in excess of 22%, whereas Vesta is the third largest general insurer in Norway with a market
share of almost 22%.

In  Finland,  insurance  is  written  to  a  Finnish  branch  of  Tryg  Forsikring  in  a  close  bank  assurance
collaboration with Nordea AB. The Tryg Vesta Group has had a presence in Poland since 1998, and in Estonia
since  2002.  Moreover,  the  Group  carries  on  guarantee  insurance  operations  in  Dansk  Kaution  and
reinsurance operations through Tryg-Baltica internationalt forsikringsselskab.

In June 2002, Tryg and Vesta acquired the majority of Zurich’s general insurance activities in Denmark
and Norway.

Financial statements 2002

Tryg Vesta Group

1

Partnership with Nordea
In connection with the spin-off from Nordea, Nordea and the Tryg Vesta Group entered into a strategic
partnership agreement, among other things, with a view to continuing and expanding the already existing
bank assurance collaboration between Nordea’s  companies  and  the  Tryg  Vesta  Group  to  the  effect  that
Nordea’s banking companies are a sales channel for the Tryg Vesta Group’s general insurance products
and the Tryg Vesta Group sells Nordea’s life insurance and pension products.

The partnership is exclusive and covers Denmark, Norway, Finland, Sweden and Poland.

The  agreement  between  Nordea  and  the  Tryg  Vesta  Group  furthermore  covers  asset  management,
property management and IT production agreements.

Tryg and the IT company CSC Danmark have signed a letter of intent by which Tryg agrees to outsource
its IT operations in a partnership with CSC. The aim is to reach a final agreement by the end of March
2003. The business partnership between Tryg and Nordea will continue unchanged.

External environment

General insurance
The  general  insurance  markets  in  the  Nordic  and  Baltic  countries  have  undergone  a  process  of
restructuring  and  consolidation  in  recent  years.  Major  transnational  Nordic  insurance  groups  have  been
created, including the Tryg Vesta Group.

The  restructuring  of  the  Nordic  financial  markets  has  taken  place,  including  strategic  alliances  between
insurance companies and banks in the form of bank assurance partnerships with a view to broadening the
range of financial products and increasing distribution power.

Prices  in  the  reinsurance  market  have  shown  a  falling  trend  for  many  years,  but  developments  in  the
capital markets and recent years’  natural disasters have resulted in substantial losses. Combined with the
fear  of  terrorist  attacks  in  the  wake  of  the  11  September  2001  catastrophe  in  New  York  this  led  to
significantly higher prices of reinsurance which, in turn, is reflected in insurance premiums. Furthermore,
the  underlying  risk  inherent  in  industrial  and  large-scale  commercial  insurance  developed  adversely
during  the  period  of  low  reinsurance  prices  merely  as  a  consequence  of  globalisation  and  risk
concentration. Adding these events to the existing scenario caused premiums to increase to levels unseen
in the market for many years.

Recently,  the  attitude  to  welfare  society  maintenance  models  has  changed  to  the  extent  that  the
demarcation  line  between  private  and  public  providers  of  welfare  is  now  under  heavy  discussion.  New
markets for insurance and private schemes are likely to emerge.

Securities markets
The year 2002 was characterised by very bad economic news: Low consumer and business confidence,
mounting  corporate  losses,  disappointing  industrial  output,  low  investments  and  high  unemployment
rates.  The  poor  economic  indicators  caused  the  Fed  and  the  ECB,  albeit  to  a  lesser  extent,  to  continue
their expansive monetary policies.

Financial statements 2002

Tryg Vesta Group

2

As  the  year  progressed,  the  economic  recovery  expected  for  2002  was  gradually  postponed.  Private
investments in particular have been long in coming as a result of excess investments in the late 1990s and
weak  capital  markets.  The  lack  of  economic  growth  has  led  to  cost  savings  throughout  the  business
sector, resulting in increased unemployment in the USA, Europe and Asia.

Indexed movements in share indices in Denmark, 
Europe and the USA

  Interest rate movements for 5-year government bonds in 2002 
6 

100

90

80

70

60

2
0
0
2
-
1
0
-
1
0

2
0
0
2
-
2
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-
1
0

2
0
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2
-
3
0
-
1
0

2
0
0
2
-
4
0
-
1
0

2
0
0
2
-
5
0
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1
0

2
0
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2
-
6
0
-
1
0

2
0
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2
-
7
0
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1
0

2
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0
2
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8
0
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1
0

2
0
0
2
-
9
0
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1
0

2
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0
1
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1
0

2
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2
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1
1
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1
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1
0

5 

4 

3 

2 
31
-
12

31
-
01

28
-
02

Denmark, KBX

Europe, MSCI

USA, MSCI

-  

-  

-  

31
-
03

-  

30
-
04

31
-
05

30
-
06

31
-
07

31
-
08

30
-
09

-  
-  
Germany 

-  
-  
Denmark 

-  

-  
USA 

31
-
10

-  

30
-
11

-  

31
-
12

-  

The gloomy macroeconomic indicators in 2002 had a favourable impact on bond markets. Interest rates
fell steadily over the year to the current historic lows.

Despite expansive monetary and fiscal policies, share prices fell throughout the year. In the latter part of
2002,  the  risk  of  a  war  against  Iraq  was  very  much  in  focus.  The  likelihood  of  war  and  the  reduced
solvency of institutional investors led to lower risk tolerance in the financial markets, thereby contributing
to the flight from equity investments to the safe haven of short-term bonds.

Financial statements 2002

Tryg Vesta Group

3

Strategy and focus areas

The Group’s vision is to be the Nordic region’s most profitable provider of services that offer peace of
mind in markets and business areas in which the Tryg Vesta Group chooses to compete.

Based on a mission of offering a stable and qualitative supply of services that provide peace of mind to
private individuals and companies, the Tryg Vesta Group offers attractive insurance products and related
services.

The Tryg Vesta Group is stakeholder oriented, and to this end it has defined specific goals in relation to
its  shareholders,  customers  and  employees,  and  the  Group  takes  an  active  stand  on  the  surrounding
community.

The  Tryg  Vesta  Group  is  aware  of  its  social  responsibility  as  a  provider  of  products  to  the  Nordic
communities and as a major employer.

Based  on  the  new  ownership  structure,  capital  base  and  organisational  structure,  the  Tryg  Vesta  Group
has  defined  a  number  of  overall  strategic  focus  areas.  The  Tryg  Vesta  Group  intends  to  be  strongly
focused on the direct mass market and the business areas in which profitability is considered satisfactory
within an acceptable time horizon. The market segments and business areas which are not considered to
hold  profit  potential  will  be  divested,  or  underwriting  will  cease.  Similarly,  new  business  areas  will  be
required to generate profit within predefined periods of time.

Customers
The Tryg Vesta Group reaches its customers through a wide variety of distribution channels ranging from
personal  service  at  the  customer’s  home  to  service  in  connection  with  banking  transactions  at  Nordea.
Always  in  accordance  with  the  customer’s  choice  –  also  if  it  includes  a  mix  of  different  channels.  The
Group will be focused mainly on its existing customers, who will be served through concepts tailored to
each specific customer group.

The Tryg Vesta Group will build competences in the health area to be able to provide top quality health
schemes and hospital insurance for customers in the Nordic region. These efforts are based on Tryg Rejse
og Sundhed, which provides travel insurance to all of the Group’s  Nordic  customers  and  operates  a  24
hour manned control centre.

Earnings
The  Tryg  Vesta  Group  needs  to  demonstrate  strong  growth  in  earnings  and  consolidation  on  its  own
merits.  The  Group  aims  to  further  expand  its  expertise  within  underwriting,  risk  assessment  and  claims
handling.

A focus area is creating more efficient work processes, including IT work processes and implementation,
to reduce time to market and optimise investments in new technology.

With  a  view  to  creating  better  solutions  for  the  customers  and  generating  savings  in  the  administrative
areas,  web-based  self-service  facilities  will  be  key  to  future  work  process  developments.  Schemes  to
ensure good customer service and low claims expenses in connection with repair and redelivery will be
introduced.

Financial statements 2002

Tryg Vesta Group

4

Price and cost structure transparency, the right price per risk, balanced risk-taking and an optimum capital
structure  will  further  support  the  value  creation  and  maintain  the  Tryg  Vesta  Group’s  ability  to  attract
capital and pave the way for developing the Group’s companies.

Over  time,  each  individual  business  area  and  customer  segment  must  demonstrate  profitability  and
generate break-even results.

Synergies, employees and knowledge sharing
Respecting  both  markets  and  customers,  the  Tryg  Vesta  Group  plans  to  capitalise  on  a  number  of
synergies  based  on  IT  and  procurement.  In  addition,  reinsurance  procurement  will  be  optimised  and
adapted to capital allocation optimisation.

The  ability  to  build  core  competences  and  reapply  know-how  is  becoming  an  increasingly  obvious
competitive parameter, and the Tryg Vesta Group will exploit its potential in this area. The Group will
offer its employees opportunities to participate in local and Nordic training activities – naturally with a
global focus.

The  Tryg  Vesta  Group  will  set  up  a  common  management  training  programme  and  management
development model for the Group’s 500 Nordic managers and executives. The Group will also ensure the
continuous  training  of  insurance  professionals.  Efforts  will  be  made  to  set  up  local  and  trans-Nordic
forums for experience sharing and transfer of competences.

The Tryg Vesta Group aims to be an attractive workplace. An attractive workplace is an all-encompassing
organisation  leaving  room  for  differences  in  age,  gender,  ethnic  background,  education/training,
nationality, religion and stage in life.

Investment policy
The investment policy aims to maximise the return, taking into account the composition and duration of
liabilities  and  the  company’s  solvency.  Overall,  the  Tryg  Vesta  Group’s  insurance  obligations  have  a
duration of less than three years, which dictates an asset mix focused on a high degree of security, that is,
limited fluctuations and strong liquidity. Therefore, bonds will continue to constitute the majority of total
investments with special focus on short-term bonds and low credit risk. Investments in shares, bonds and
property consist of well-diversified portfolios offering considerable risk diversification.

The  investment  policies  of  the  Tryg  Vesta  Group  are  coordinated,  but  they  are  not  identical,  as
investments are exclusively or to a large extent placed in the local capital markets in accordance with the
legislation of the country in which the company is based.

The  investment  strategies  defined  in  the  Group  are  primarily  carried  out  by  way  of  external  portfolio
management agreements with Nordea concerning bonds, shares, cash funds and to some extent property.
Based  on  the  investment  policies,  the  Tryg  Vesta  Group  handles  the  management  of  asset  mixes,
benchmark determination, duration limits, limits on the geographic distribution of assets, types and risk
profile  of  bonds,  shares  and  property,  respectively.  Investments  in  unlisted  securities  are  handled
exclusively by the Tryg Vesta Group.

Financial statements 2002

Tryg Vesta Group

5

Business areas of the Tryg Vesta Group

Each  individual  business  unit  is  responsible  for  customer  relationships,  employees  and  performance,
whereas common overall strategies, policies and financial targets are defined by the Group.

Most of the Tryg Vesta Group’s  business  is  gathered  in  Tryg  (Denmark)  and  Vesta  (Norway),  together
accounting for almost 86% of the Group’s total earned premiums.

Gross premiums H2 2002 – Percentage breakdown

Tryg
43.2%

Vesta
42.7%

Poland, Estonia 
and Finland
3.1%

Tryg-Baltica 
international
11.0%

Tryg including Dansk Kaution and Tryg Rejse og Sundhed
Tryg is Denmark’s largest general insurers with a market share in excess of 22%. At year-end 2002, Tryg
had  a  total  of  2,317  employees.  In  recent  years,  the  Danish  market  has  been  characterised  by
consolidation and by the withdrawal of international groups from the market. The total market share of
the  seven  largest  general  insurers  has  increased  from  66%  in  1997  to  73%  in  2001  with  a  further
consolidation  in  2002.  Effective  1  June  2002,  Tryg  acquired  Zurich’s  general  insurance  activities  in
Denmark.

Tryg’s Personal lines insurance area comprises individual insurance, group schemes and travel and health
insurance  in  the  company  Tryg  Rejse  og  Sundhed.  This  business  area  writes  all  types  of  ordinary
insurance for private individuals and customers at the low end of the commercial market.

The  personal  insurance  area  covers  around  730,000  private  households  and  1.1  million  individuals.
Distribution of insurance to the personal customer segment is primarily effected through Tryg’s  service
centres and Nordea’s Danish branches and by way of third-party distribution (group schemes, car dealers,
estate agents etc.).

Customer  concepts  are  developed  on  an  ongoing  basis  to  increase  the  share  of  full-service  customers
holding more than one insurance policy with the company. In addition, the range of insurance solutions
and related services is broadened through additional distribution channels, including bank assurance and
e-business. Tryg Rejse og Sundhed offers health products in a rapidly increasing market.

Financial statements 2002

Tryg Vesta Group

6

Commercial  provides  insurance  to  the  agricultural  and  marine  segments  and  medium-sized  and  large
commercial and industrial businesses. The business area, which also comprises Dansk Kaution (guarantee
insurance), offers commercial insurance to some 125,000 customers through Tryg’s customer centres and
key account managers or brokers.

Vesta
Vesta  is  Norway’s  third-largest  general  insurer  with  a  market  share  of  almost  22%.  At  year-end  2002,
Vesta  had  approximately  1,500  employees.  In  2002,  the  four  largest  general  insurers  in  Norway  wrote
93%  of  the  total  volume  of  general  insurance  premiums.  Vesta  Forsikring  acquired  Allianz  Forsikring
(Norwegian  branch  of  Forsikringsaktieselskabet  Allianz  Nordeuropa)  in  2001  and  Zurich  Forsikring’s
(Norwegian branch/general agency of Zurich Insurance Company in Switzerland) Norwegian activities in
2002.

Vesta offers both personal and commercial insurance through 40 service centres and 80 franchise offices
throughout  Norway  and  by  way  of  third-party  distribution  (car  dealers,  estate  agents,  insurance brokers
etc.). Compared with Tryg, the headcount and expense ratio  are  affected  by  the  use  of  franchising  as  a
means of distribution and by the increased number of captive schemes. In accordance with the Group’s
overall distribution strategy, and based on Tryg’s positive experience, distribution through banks is now
being introduced in Norway.

Tryg-Baltica international
Tryg-Baltica  international  (DK)  and  Tryg-Baltica  international  (UK)  are  responsible  for  the  Group’s
reinsurance  underwriting  activities  and  selected  niche  areas  in  the  London  market.  In  addition, TBi
manages the run-off of discontinued lines.

The  reinsurance  underwriting  consists  mainly  of  treaty  reinsurance  written  from  London  and
Copenhagen.  The  majority  is  proportional  business  in  which  premiums  and  claims  are  divided
proportionally  between  the  parties  to  the  treaty.  Business  is  written  with  a  substantial  geographical
spread, but no reinsurance business is written from the USA.

As a consequence of the very large losses in the London market and the future capital allocation model,
an analysis of the portfolio has resulted in a consolidation focusing on the continuing lines of business.

Other activities
The Tryg Vesta Group furthermore carries on general insurance activities in Poland, Estonia and Finland.
In  2002,  these  activities  accounted  for  approximately  3%  of  total  premium  earnings  in  the  Tryg  Vesta
Group.

The Group’s Polish company is the country’s seventh largest general insurer with a market share of 2%.
A  sizeable  share  of  the  company’s  portfolio  is  made  up  of  motor  insurance,  but  the  company  writes
insurance  for  all  types  of  direct  personal  and  commercial  customers  through  service  centres,  insurance
agents and brokers.

The Group’s Estonian company is the country’s fifth largest general insurer with a market share of 5%.
Acquired in 2002, the company has branch offices in all major cities and collaborates with Nordea Bank
in Estonia.

Financial statements 2002

Tryg Vesta Group

7

The branch office in Finland services Nordea Bank’s customers through the bank’s branches. The bank
assurance concept is expected to expand considerably in the years ahead. Nordea Bank Finland plc serves
40% of all Finnish bank customers, thereby offering the Finnish branch significant position in the Finnish
market.

Financial statements 2002

Tryg Vesta Group

8

Shareholder information

Established on 28 January 2002, Tryg Vesta Group A/S (formerly Tryg General Insurance Holding A/S)
was  dormant  from  the  date  of  formation  until  28  June  2002  when  an  Extraordinary  General  Meeting
resolved to provide the company, by way of a non-cash contribution, with all the shares in the following
companies:

•  Tryg Forsikring A/S, Denmark
•  Vesta Forsikring AS, Norway
•  Nordea Kindlustuse Eesti AS, Estonia

On 1 July 2002, Tryg i Danmark smba acquired all shares in Tryg Vesta Group A/S from Nordea.

Tryg  Forsikring  A/S  and  Vesta  Forsikring  AS  have  previously  carried  on  insurance  business  within
general  as  well  as  pension  and  life  insurance  lines.  Prior  to  transferring  the  shares  in  the  three  above-
mentioned companies to Tryg Vesta Group A/S, the life and pension activities, operated in separate life
insurance companies, were spun off to Nordea AB or companies of the Nordea Group.

Tryg  Forsikring  A/S,  Vesta  Forsikring  AS  and  Nordea Kindlustuse Eesti  emerged  from  the  spin-off  as
pure general insurance providers.

Allocation of loss and shareholders’  equity
The Supervisory Board proposes that the year’s loss of DKK 1,679m be covered through a transfer from
Share  premium  account.  No  dividend  will  be  paid  in  respect  of  the  2002  financial  year.  Shareholders’
equity stood at DKK 4,268m as at 31 December 2002.

In  2002,  Tryg  Vesta  Group  A/S  signed  a  loan  agreement  in  principle  with  a  banking  consortium
consisting of Nordea Bank Danmark A/S, Danske Bank A/S and Nykredit Bank A/S concerning further
capitalisation of the subsidiary undertakings.

The banks have extended a loan of DKK 1.1bn in total to be repaid by the end of September 2003. The
loan is expected to be replaced by DKK 1.1bn worth of bonds.

The  capital  base  of  Tryg  Forsikring  A/S  is
DKK  600m  and  NOK  100m 
in  Vesta
Forsikring AS.

Operational finance for Tryg Vesta Group A/S,
including  payment  of  interest,  is  provided  by
subsidiary
way  of  dividends 
undertakings.

from 

the 

Shareholders’  equity

Share capital upon formation
Non-cash contribution
Capital increase
Loss for the year

DKKm

1
5,646
300
-1,679
4,268

Financial statements 2002

Tryg Vesta Group

9

Tryg i Danmark smba
Tryg  i  Danmark  smba  (TiD),  a  limited  liability  company,  is  the  sole  shareholder  of  Tryg  Vesta  Group
A/S.  TiD  was  established  in  connection  with  the  conversion  of  the  then  mutual  Tryg  Forsikring
companies into public limited companies in 1991, on which occasion TiD became owner of the Danish
insurance activities.

According to the articles of association, the objects of the company are to carry on or support, directly or
indirectly,  activities  that  benefit  Danish  policyholders,  including  claims  prevention,  prophylaxis,
provision of safety and peace of mind, as well as activities that benefit the general public and activities
that  provide  quality  of  life.  In  addition,  the  company  may  hold  shares,  directly  or  indirectly,  in  one  or
more companies whose objects are to carry on financial activities in accordance with the legislative rules
in force from time to time.

The supreme authority of the company is the Board of Representatives comprising 70 members elected by
and from among the Danish policyholders.

Financial statements 2002

Tryg Vesta Group

10

Financial highlights and key ratios

DKKm

Income statement
Gross earned premiums

Earned premiums, net of reinsurance
Technical interest, net of reinsurance
Claims incurred, net of reinsurance
Insurance operating expenses, net of reinsurance
Change in equalisation provisions
Technical result
Proift/loss on investment activities after
transfer to insurance activities
Loss on ordinary activities before extraordinary expenses and tax
Extraordinary expenses
Tax
Loss for the year

Loss on business in run-off, net of reinsurance

Balance sheet
Technical provisions, net of reinsurance
Total shareholders' equity
Total assets

Key ratios
Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio, net of reinsurance 

Return on equity
Return on equity before extraordinary expenses
Solvency ratio

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Parent company

Group

28.01.-31.12.2002

28.01.-31.12.2002

*)

9,231

7,069
449
-5,862
-1,811
-181
-336

93
-243
-1,482
45
-1,679

-375

22,009
4,268
30,305

82.9
25.6
108.5

-52

-52

-445
-497
-1,182

-1,679

4,268
5,393

-38.4
-11.4
61

Financial statements 2002

Tryg Vesta Group

11

Directors’  report

The  initial  financial  year  of  the  Tryg  Vesta  Group  after  its  establishment  on  28  January  2002  was
characterised by the very substantial acquisitions of subsidiary undertakings on 28 June 2002 and by the
fact  that  goodwill  on  these  acquisitions  was  amortised  in  full  at  the  time  of  acquisition.  Furthermore,
results  were  impacted  by  the  still  unsatisfactory,  albeit  improved,  operating  results  of  the  acquired
subsidiary undertakings in the second half of 2002.

The Group posted a loss of DKK 243m before
extraordinary  expenses,  goodwill  amortisation
and  tax  for  the  period  28  January  to  31
December  2002.  Extraordinary 
expenses
amounted  to  DKK  1,482m,  of  which  DKK
1,182m  related  to  goodwill  on  the  parent
company’s  acquisition  of 
the  subsidiary
undertakings  Tryg  Forsikring  A/S,  Vesta
Forsikring  AS  and  Nordea  Kindlustuse  AS,
partly  DKK  300m  in  connection  with  the
phase-out  of  parts  of  the  Group’s  activities.
The  total  loss  for  the  year  amounted  to  DKK
1,679m.

Financial  highlights  -  Tryg  Vesta  Group
(DKKm)

Gross earned premiums
Technical result
Investment income
Loss on ordinary activities before tax

Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio

H2 2002
9,231
-336
93
-243

82.9
25.6
108.5

Financial  highlights  -  Tryg  Vesta  Group
(DKKm)

For 
the  Group  as  a  whole,  premiums
performed  very  satisfactorily  in  2002  with
good customer retention, a good inflow of new
customers  and  significant  premium  increases.
Total gross premiums of DKK 9,231m written
in  the  second  half  of  2002  correspond  to
premium  growth  in  the  acquired  subsidiary
undertakings of 30% relative to the second half
of  2001.  Vesta  was  the  main  contributor  with
premium  growth  of  41%. 
for
exchange  rate  fluctuations,  the  growth  was
31%),  while  Tryg  recorded  21%  growth.
Premium growth was also affected favourably by portfolio acquisition.

(adjusted 

Loss on ordinary activities before tax
Extraordinary expenses
•  Goodwill DKK 1,182m
• 
Phase out DKK 300m
Tax
Loss for the year

H2 2002
-243
-1,482

45
-1,679

The Group’s claims performance in the second half of the year was not yet at a satisfactory level with a
claims ratio, net of reinsurance, of 82.9%. The premium increases, stricter terms and higher deductibles
that have been introduced will, however, enable the Tryg Vesta Group to improve its overall gross claims
ratio significantly.

Vesta’s  financial  statements  for  2002  are  impacted  by  high  reinsurance  costs,  including  non-recurring
costs  in  connection  with  parts  of  the  company’s  reinsurance  programme.  The  underlying  insurance
operations  are,  however,  showing  signs  of  improvement  for  most  lines.  A  few  lines  require  additional
premium increases for operations to become sufficiently profitable.

Financial statements 2002

Tryg Vesta Group

12

The Group’s expense ratio of 25.6%, net of reinsurance, in the second half of 2002 was in line with that
of the same period last year. However, underlying this figure are major falls in the expense levels of both
Tryg and Vesta, while Tryg-Baltica international, the wholly-owned subsidiary of Tryg Forsikring, saw
rising costs due to strengthened provisions for costs in connection with the portfolio of business in run-
off.

In the second half of the year, the Group increased its equalisation provisions in respect of windstorm and
large losses by DKK 180m, which naturally had a significant impact on the overall result.

The Group recorded a gain of DKK 93m on investment activities after transfer to insurance activities in
the second half of 2002. The gain was impacted by a negative return on equities of DKK 489m or minus
20% and a positive return on bonds of DKK 937m or 5.8%.

The performance of the Group’s primary business areas is reviewed below.

Tryg including Dansk Kaution and Tryg Rejse og Sundhed

For  the  second  half  of  2002,  the
technical result of Tryg amounted to
a loss of DKK 101m against a loss of
DKK  194m  in  the  same  period  last
year.

The loss was primarily attributable to
a  continuing  unsatisfactory  claims
performance,  particularly 
the
industrial segment.

in 

Financial highlights -Tryg (DKKm)

Gross earned premiums
Technical result
Loss on ordinary activities before tax

Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio
*Unaudited pro forma figures

H2 2002
3,976
-101
-137

83.2
21.5
104.7

H2 2001*
3,296
-194
-253

90.8
22.9
113.7

Premiums  performed  very  satisfactorily  in  the  second  half  of  the  year  with  21%  growth  in  gross
premiums  and  14%  growth  in  premiums,  net  of  reinsurance,  relative  to  the  same  period  last  year.  The
increase was due to premium increases, a positive portfolio growth and the effect of the new Danish act
on liability in damages.

Premiums  in  the  personal  market  were  generally  increased  by  from  5%  to  18%.  In  the  high  end  of  the
commercial  market,  general  premium  increases  of  from  16%  to  25%  were  effected,  and  premiums  for
certain  industrial  customers  were  increased  by  up  to  125%.  Customers  in  industrial  lines  with  a
particularly low profitability were in certain cases notified of even more significant premium increases in
order to ensure consistency between premium and risk.

Claims  performed  significantly  better  in  the  second  half  of  2002  than  in  the  year-earlier  period.  The
claims  ratio,  net  of  reinsurance,  was  83.2%,  which  was  7.6  percentage  points  lower  than  in  the  same
period of 2001.

Expenses performed satisfactorily. The expense ratio, net of reinsurance, of 21.5% in the second half of
2002 was 1.4 percentage points lower than in the same period of 2001, primarily because it was possible
to contain costs despite the rising volume of business by general cost constraints and a reduction in staff.

Financial statements 2002

Tryg Vesta Group

13

Equalisation provisions for windstorm and large losses were increased by DKK 93m in the second half of
the  year,  standing  at  DKK  245m  at  year-end  2002,  while  outstanding  claims  provisions  for  workers’
compensation insurance were increased by DKK 46m.

Vesta

Financial highlights - Vesta (DKKm)

For  the  second  half  of  2002,  the
technical  result  of  Vesta  amounted
to  a  loss  of  DKK  58m  against  a
profit  of  DKK  129m  in  the  same
period last year.

Gross premiums
Technical result
Profit on ordinary activities
before tax

Gross premiums increased by DKK
1,152m.  Adjusted  for  fluctuations
in  the  DKK/NOK  exchange  rate,
growth was 31%.

Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio
*Unaudited pro forma figures

H2 2002
3,930
-58

68

85.2
21.0
106.2

H2 2001*
2,778
129

161

77.0
23.9
100.9

Vesta  recorded  growth  in  the  personal  segment  of  2.9  percentage  points  in  2002,  increasing  its  market
share  from  16.3%  to  19.2%.  The  share  of  the  commercial  market  increased  from  22.5%  to  25.5%.  A
significant part of the increase was attributable to the acquisition of Zurich.

As  a  consequence  of  recent  years’  weak  profitability,  Vesta  introduces  premium  increases  to  enhance
profitability  again  in  2002.  In  the  personal  segment,  premiums  rose  by  9.9%  on  average  within  motor
insurance and by 21.7% on average within house insurance. In the commercial segment, premiums rose
by 13.3% on average distributed on 13.8% on property insurance, 10.3% on motor insurance, 17.2% on
personal insurance and 9.0% on marine insurance. The premium increases implemented are expected to
lay the groundwork for improved profitability in 2003.

The  weak  results  performance  was  due  to  a  major  run-off  loss  on  personal  accident  business  written  in
earlier  years  and  low  investment  income  due  to  negative  equity  market  trends.  The  2002  financial
statements  were  also  impacted  by  high  reinsurance  costs,  including  non-recurring  costs  in  connection
with  parts  of  the  company’s  reinsurance  programme  of  approximately  NOK  185m.  The  underlying
insurance  operations  are,  however,  showing  signs  of  improvement  for  most  lines.  A  few  lines  require
additional premium increases for operations to become sufficiently profitable.

The  Personal  business  area  performed  satisfactorily  in  2002,  and  the  combined  ratio  fell  to  99.2%.
Commercial recorded an increase in the combined ratio of 20.3 percentage points to 125.4%. A poor run-
off performance in the personal accident lines generally and health insurance, in particular, in the second
half of 2002 caused a run-off loss affecting the claims ratio, net of reinsurance, equal to 7.3 percentage
points.

A  number  of  measures  have  been  implemented  to  restore  profitability  in  the  commercial  segment,
including

•  Premium increases
•  Stricter terms and controls for underwriting
•  Individual  initiatives,  including  measures  to  improve  the  portfolio,  premium  increases,  stricter  terms

and higher deductibles for the least profitable customers

Financial statements 2002

Tryg Vesta Group

14

These  measures  are  expected  to  reduce  the  commercial  portfolio  to  some  extent,  while  the  personal
segment is still believed to present a potential for profitable growth.

Vesta has refocused on the small and medium-sized company segment, while also introducing measures
to follow up regularly on profitability.

Equalisation provisions for windstorm and large losses were increased by DKK 141m in the second half
of the year, standing at DKK 907m at year-end 2002.

Tryg-Baltica international

In connection with the establishment of the Tryg Vesta Group, the individual lines were analysed with a
view to focusing on the continuing lines of business. The Energy line, where major losses have developed
during  2002  was  discontinued  in  2001.  The  reserves  for  this  class  have  been  strengthened  to  cover  the
future anticipated detoriation of the account.

In  the  second  half  of  2002,  the
result  of  Tryg-Baltica
technical 
international  amounted  to  a  loss  of
DKK  73m.  The  loss  was  mainly
losses  and
to  run-off 
attributable 
strengthened  provisions  for  expenses
relating  to  the  lines  of  business  in
run-off.

Furthermore,  amounts  were  set  aside
to  cover  the  closing  down  of  the
Singapore office as the plans to set up
a branch there were abandoned.

Financial highlights - Tryg-Baltica international (DKKm)

Gross earned premiums
Technical result
Loss on ordinary activities before tax

Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio
*Unaudited pro forma figures

H2 2002
1,015
-73
-73

78.1
44.3
122.4

H2 2001*
772
-52
-43

79.5
36.1
115.6

Gross premiums for the second half of the year amounted to DKK 1,015m, of which some 60% related to
TBi UK and 40% to TBi DK.

The  claims  ratio,  net  of  reinsurance,  was  78.1%  for  the  second  half  of  2002.  The  claims  ratio  was
impacted by the floodings that affected Europe in the second half of the year.

The expense ratio, net of reinsurance, of 44.3% was affected by the provisions for expenses referred to
above.

Financial statements 2002

Tryg Vesta Group

15

Other activities

Financial highlights - Poland (DKKm)

In addition to the above, the Tryg Vesta
Group  operates  general 
insurance
activities 
in  Poland,  Estonia  and
Finland  with  gross  premiums  of  DKK
288m.

IT 

Considerable 
investments  were
initiated  in  Poland  in  2002  to  improve
business and enhance customer service.

Gross premiums
Technical result
Profit/loss on ordinary activities
before tax

Claims ratio, net of reinsurance
Expense ratio, net of reinsurance
Combined ratio
*Unaudited pro forma figures

H2 2002
248
-14

7

63.7
47.3
111.0

H2 2001*
238
-9

-21

66.4
43.0
109.4

The  Finnish  branch  did  not  perform  in  line  with  expectations,  and  measures  have  been  launched  to
reverse the trend.

The total technical result of these activities amounted to a loss of DKK 51m. The result was affected by
initial costs and IT investments.

Investment activities

For the six months, the Group recorded a gain of DKK 611m, or 2.8%, on investment activities before
transfer of technical interest. The investment return was affected by a negative return on shares of DKK
489m, equivalent to minus 20%, and a positive return on bonds (including money market placements and
similar investments) of DKK 937m, equivalent to 5.8%. The return on the property portfolio was DKK
162m or 5.2% for the six-month period. Returns are calculated inclusive of currency hedges. The Group’s
management of currency exposure is described under Exposure on page 21.

Interest etc.

Investment gains/losses etc.

Return before transfer of technical interest

Technical interest transferred

Investment return

DKKm

615

-4

611

-518

93

Asset allocation
At 31 December 2002, equities accounted for 8% of the Group’s investments compared with 13% at 30
June  2002.  The  equity  portfolio  was  reduced  both  due  to  falling  equity  prices  and  to  equity  sales.  The
proportion of bonds increased from around 70% to around 77% during the same period. The duration of
the bond portfolio, including money market placements, was 1.85 years at year-end 2002. The property
portfolio accounted for DKK 3.4bn or around 15%.

At  31  December  2002,  the  investment  portfolio  of  the  Tryg  Vesta  Group  was  distributed  on
approximately  DKK  10.4bn  in  the  Danish  companies,  approximately  DKK  10.6bn  in  the  Norwegian
companies,  and  small  amounts  in  the  other  companies  of  the  Tryg  Vesta  Group.  Net  investments
amounted to DKK 2.7bn, of which assets added on the acquisition of Zurich accounted for DKK 1.1bn.

Financial statements 2002

Tryg Vesta Group

16

Investment assets at 31 December 2002

Bonds etc. Property

Portfolio, DKKm
Shares

Return

Other

DKKm

%

Net investments
DKKm

Tryg
Vesta
TBi
Poland
Estonia

Tryg Vesta Group A/S

6,504
9,310
1,930
430
27
18,201
-298

2,606
762

3

1,269
568
1
2

3,371

1,840

10,379
10,640
1,931
435
27
23,412
-298

Total

17,903

3,371

1,840

23,114

Percentage distribution

Return, DKKm
Return, %

Net investments, DKKm

77.4

937
5.8

2,921

14.6

163
5.2

41

8.0

-489
-20.1

-217

100.0

611
2.8

2,745

164
406
36
24
1
631
-20

611

1.7
4.4
2.0
5.7
1.7
2.9

2.8

511
2,253
306
-8
-19
3,043
-298

2,745

Bonds
The Group invests in bonds in accordance with guidelines adapted to the various countries and companies
of the Group.

In  the  financial  year,  all  companies  in  the
Group  had  bond  portfolios  with  a  shorter-
than-benchmark  duration,  and  the  total
bond  portfolio,  including  cash  at  bank  and
in hand, generated a return of 5.8% for the
six  months.  The  return  on 
the  bond
portfolio  in  Tryg  was  5.7%,  and  5.8%  in
Vesta.  By  way  of  comparison,  a  Danish
government  bond  index  with  a  term  to
maturity  of  1-5  years  yielded  5.3%  in  the
same period.

Bonds, DKKm

Norwegian money market, cash etc.
Danish mortgage bonds
Other corporate bonds
Government bonds, excl. eastern Europe
Eastern Europe

Total

Total

%

26.0%
33.9%
10.6%
25.9%
3.7%

4,650
6,066
1,897
4,633
657

17,903

The  proportion  of  money  market  placements  increased  during  the  financial  year  as  Vesta  increased  its
proportion  of  such  investments.  The  Norwegian  money  market  was  attractive  throughout  the  financial
year, providing high interest rates. The key rate of the Norwegian central bank was 6.5% at 31 December
2002.

87% of the Tryg Vesta Group’s bond portfolio, equivalent to DKK 15.5bn, comprises Danish mortgage
bonds,  placements  in  the  Norwegian  money  market,  and  government  bonds,  excluding  eastern  Europe.
The  remainder  is  invested  in  other  corporate  bonds  and  eastern  European  bonds,  primarily  government
bonds.

The  option-adjusted  duration,  including  cash  at  bank  and  in  hand,  of  the  entire  Group’s  bond  portfolio
was  1.85  years  at  31  December  2002,  due  to,  among  other  things,  Vesta’s  strong  focus  on  the  money
market.

Financial statements 2002

Tryg Vesta Group

17

Property
The investment return on the property portfolio was DKK 162m, of which upward revaluations accounted
for DKK 51m. This corresponds to an overall return of 5.2% for the six months. The property portfolio
accounted for 14.6% of total investments.

The  Group’s  new  investments  in  property  amounted  to  DKK  45m  in  2002.  The  occupancy  rate  was
95.6%  in  Vesta  and  94.7%  in  Tryg  at  31  December  2002.  The  other  foreign  companies  have  no
appreciable property portfolios.

The  portfolio  is  well-diversified  and  consists  of  high-quality  buildings,  typically  in  prime  locations  in
major cities in Denmark and Norway. The portfolio mainly comprises office premises, but also a small
proportion of other commercial property and residential property.

Shares
Most  of  the  equities  are  in  the  Danish  and  Norwegian  portfolios,  while  the  Polish,  Estonian  and  TBi
portfolios contain almost no shares.

Both  Tryg  and  Vesta  have  relatively  large  proportions  of  domestic  equities  in  their  portfolios.  At  31
December  2002,  Danish  and  Norwegian  equities  accounted  for  45%  of  the  Tryg  Vesta  Group’s  total
equity  portfolio,  while  other  European  equities  accounted  for  just  under  40%  and  US  equities  for
approximately 15%.

The financial year was characterised by plunging prices in the
international equity markets. For the financial year, the return
on  investments  was  a  negative  DKK  489m,  equivalent  to
minus 20.1%.

Shares, geographical spread, DKKm

Total

%

Danish
Norwegian
Other European
North American
Other

601
236
696
271
37

32%
13%
38%
15%
2%

The  return  on  Danish  shares  was  minus  20.0%,  while
Norwegian  shares  generated  a  return  of  minus  23.7%
compared  with  minus  19.7%  for  the  Danish  KBX  index  and
minus  22.4%  for  the  Norwegian  OSEBX  index  in  the  same
period.  The  return  on  international  shares  was  minus  19.5%
compared with minus 20.0% and minus 10.9% for MSCI Europe and MSCI USA, respectively.

Total

1,840

The proportion of equities was reduced from 13% to 8% of the total investment portfolio in the six-month
period.

Post balance sheet events
The meeting of the Supervisory Board of Tryg Vesta Group A/S on 11 March 2003 resolved to transfer
Vesta  Forsikring  AS  in  Norway  to  Tryg  Forsikring  A/S.  The  transfer  will  take  the  form  of  a  non-cash
contribution against a capital increase in Tryg Forsikring A/S.

Apart from the events mentioned above, Management believes that no material events have occurred in
the  period  from  the  balance  sheet  date  until  the  date  of  these  financial statements  which  affect  the
assessment of the company’s financial position.

Financial statements 2002

Tryg Vesta Group

18

Exposure

Insurance risk
The  Tryg  Vesta  Group  primarily  focuses  on  profitability  when  assuming  customers’  insurance  risks.
Important  elements  are  risk  analyses  in  order  to  ensure  that  prices  are  set  correctly  through  tariffs  and
individual assessments.

In addition, the profitability of the portfolio at product, segment and customer level is monitored on an
ongoing basis.

Furthermore, in managing insurance operations, the Group uses acceptance rules that define limits for the
risks the Group is prepared to assume and in connection with reinsurance.

The  Group  intends  to  leverage  its  high  diversification  both  in  terms  of  risk  and  geography  as  much  as
possible, and to optimise the relationship between the Tryg Vesta Group’s capital base and reinsurance.
This  will  be  done  by  analysing  the  Group’s  exposure  and  as  far  as  possible  optimising  the  Group’s
reinsurance programme.

Such  analyses  for  2003  have  caused  a  change  of  the  previous  proportional  cover  of  property  damage
insurance in Denmark to a non-proportional cover with a retention of DKK 50m (DKK 100m in respect
of the first event). However, risks with an EML (Estimated Maximum Loss) exceeding DKK 800m are
primarily covered on a proportional facultative basis.

Natural disasters
The  reinsurance  contract  for  natural  disasters  covers  accumulated  losses  up  to  DKK  3.5bn  with  a
retention in Denmark of DKK 100m, in Norway of NOK 60m and in Poland of DKK 75m per event. In
addition, the 2003 catastrophe programme covers Vesta’s commitment with Norsk Naturskadepool in an
amount of some NOK 1.0bn with a DKK 100m retention for the Group.

The  maximum  cover  under  the  catastrophe  programme  has  been  determined  based  on  analyses  of  the
portfolio risk exposure and on the assumption that a loss of this size occurs less often than once every one
hundred years.

Terrorism
Prior to 2002, terrorism cover was included in the reinsurance cover. However, the terrorist attacks in the
USA  on  11  September  2001  changed  market  conditions,  and  terrorism  cover  is  now  to  a  higher  degree
subject to negotiation.

Generally,  terrorism  as  a  single  event  is  covered  by  the  Tryg  Vesta  Group’s  reinsurance  contracts  for
2003. However, the retention for personal lines (personal accident and workers’  compensation) is DKK
43m in respect of biological and chemical losses resulting from a terrorist attack. Motor losses resulting
from terrorist attacks are only covered if insurance cover is provided within the compulsory liability sums
for personal injury and property damage.

The  catastrophe  programme  only  covers  losses  resulting  from  terrorism  in  respect  of  detached  houses,
holiday homes and residential property, and only up to DKK 1.5bn with the exception of losses caused by
the use of biological and chemical weapons.

Financial statements 2002

Tryg Vesta Group

19

Equalisation provisions
Several  companies  of  the  Tryg  Vesta  Group  have  equalisation  provisions  to  equalise  claims,  net  of
reinsurance.

Tryg  has  equalisation  provisions  of  DKK  245m  to  equalise  the  retention  on  windstorm,  workers’
compensation  and  other  large  losses.  The  DKK  907m  equalisation  provisions  in  Vesta  comprise
accumulated  funds  to  cover  the  commitment  in  relation  to Norsk  Naturskadepool  and  to  equalise  large
losses.  Furthermore,  Dansk  Kaution  has  equalisation  provisions  of  DKK  270m  in  accordance  with  the
guidelines issued by the Danish Financial Supervisory Authority for credit and guarantee insurance, while
Tryg-Baltica international DK and UK have equalisation provisions totalling DKK 15m.

Reinsurers
The  Group  pursues  a  policy  of  cooperating  with  a  broad  range  of  international  reinsurers  in  order  to
control  and  diversify  the  credit  risk  involved  in  the  reinsurance  programme  and  to  avoid  becoming
dependent  on  individual  reinsurers.  This  is  ensured  through  regular  monitoring  of  and  follow-up  on
developments in the international reinsurance market.

Market risk
The  results  and  shareholders’  equity  of  the  Tryg  Vesta  Group  are  impacted  by  developments  in  the
financial  markets  as  assets  are  marked-to-market  on  an  ongoing  basis.  Market  risk  includes  changes  in
interest  rates,  equity  prices,  exchange  rates  and  property  prices  and  the  credit  risk  on  bonds,  money
market  investments,  mortgage  deeds  and  similar  instruments.  The  provisions  are  not  subject  to  any
appreciable interest-rate sensitivity.

The table shows the total market risk exposure of the Tryg Vesta Group as at 31 December 2002.

Parameter

Change

Result impact
DKKm

Property
Shares
Bonds
Currency, euro
Currency, non-euro
Credit risk, mortgage bonds, cash
Credit risk, other

Price fall
Price fall
Int. rate increase
Exch. rate fall
Exch. rate fall
Average loss
Average loss

8%
12%
0.7%
1%
3%
0.7%
3%

270
221
242
1
97
76
58

As developments in the financial markets are beyond the control of the Tryg Vesta Group, such risks are
managed  for  each  company  in  the  Group  and  for  the  entire  Group  in  accordance  with  an  investment
policy, which defines the risk limits the companies and the Group have to comply with. The investment
policies  define,  among  other  things,  limits  for  duration,  asset  mix,  including  the  proportion  of  shares,
currency exposure, single risk limits and limits for net investments.

Financial statements 2002

Tryg Vesta Group

20

Credit risk
The  Tryg  Vesta  Group  is  exposed  to  credit  risk  on  bonds  and  money  market  placements.  The  bond
portfolio  primarily  comprises  mortgage  bonds  and  government  bonds  (investment  grade).  A  smaller
proportion is made up of corporate bonds.

Bonds as well as money market placements are spread on a large number of issuers in order to minimise
credit risk.

Currency risk
Basically, the Group hedges all currency risks relating to investments in shares and bonds denominated in
foreign currency. However, Tryg’s investments in eastern European bonds are unhedged in order to gain
the full benefit on convergence to the euro economy. Investments in foreign subsidiary undertakings have
been partly hedged. The currency exposure relating to Vesta’s shareholders’  equity was unhedged at 31
December 2002, but has been hedged early in 2003.

Operational risk
Operational risk is the risk of loss due to the failure of internal routines, procedures and IT systems or due
to other internal or external causes, such as negative press coverage.

The  Tryg  Vesta  Group  pursues  a  policy  of  seeking  to  limit  operational  risk  by  such  means  as  internal
controlling  and  efficient  IT  security  systems,  and  by  continuing  to  develop  employee  know-how,  for
example,  by  using  the  intranet  as  a  knowledge  data  base  for  processes,  routines  and  techniques.
Furthermore, the Group seeks to strengthen its operational risk management through experience sharing
between the Tryg Vesta Group companies.

Financial statements 2002

Tryg Vesta Group

21

Outlook

With  due  consideration  for  earnings,  markets  and  employees,  the  Tryg  Vesta  Group’s  vision  is  to  be
transformed from a conglomerate of companies to be perceived as a single Group, both within the Group
and externally.

Tryg Vesta Group A/S 

Tryg Forsikring A/S

Tryg 

Nordea 
Vahinkovakuutus 

Vesta 

TBi (DK) 

Tryg Polska

Dansk Kaution

Nordea 
Kindlustuse

TBi (UK) 

The future Group Executive Management of the Tryg Vesta Group will comprise:

Group CEO: 
Member of the Group Executive Management Erik Gjellestad
Group CFO

Stine Bosse

The future Group Executive Management of Tryg Forsikring will comprise:

Stine Bosse

Group CEO
Member of the Group Executive Management Erik Gjellestad
Group CFO
Member of the Group Executive Management Peter Falkenham
Member of the Group Executive Management Stig Ellkier-Petersen
Member of the Group Executive Management Bjørn Thømt

The new structure1 and management composition will ensure:

•  Optimisation of capital employed
•  Efficient decision-making processes
•  Focus on business
•  Relevant sharing of knowledge and know-how
•  Ability to capitalise on synergy opportunities

1 Subject to final approval by the Financial Supervisory Authorities in Denmark, Norway and Estonia

Financial statements 2002

Tryg Vesta Group

22

                    
Specific focus areas for the Tryg Vesta Group in 2003 comprise:

•  Outsourcing of IT production
•  Cost savings
•  Procurement in relation to claims
•  A new Nordic partnership outside banking and finance
•  Underwriting guidelines and control environment

The  term  procurement  in  relation  to  claims  covers  claims  payment  systems  that  provide  savings  for
customers  as  well  as  the  Group.  For  example,  Tryg  has  developed  a  new  service  offering  customers  a
replacement car and an additional repair guarantee if they have their car repaired at one of a number of
selected garages.

The  Group  expects  to  implement  the  planned  cost  savings  without  massive  layoffs  and  quality
impairments.

Tryg including Dansk Kaution and Tryg Rejse og Sundhed
For 2003, Tryg projects a net combined ratio of 102, equivalent to a marked improvement on 2002. The
projection is primarily based on the premium increases introduced and measures implemented to improve
the  portfolio,  and  on  the  full  effect  of  the  initiatives  taken  in  2002  feeding  through  to  the  financial
statements. Furthermore, the continued focus on expenses and the acquisition of the Zurich portfolio will
contribute to reducing the expense ratio in 2003.

The  enhanced  quality  of  the  portfolio  underlies  the  switch  to  non-proportional  reinsurance,  which  is
expected to make a positive contribution to earnings.

Vesta
For 2003, Vesta projects an improvement of its net combined ratio to 105. The projected improvement is
based on the substantial increase in the company’s share of both the personal and the commercial market.
In  the  years  ahead,  the  company  expects  to  consolidate  its  market  share  while  focusing  strongly  on
profitability. This implies, among other things, premium increases, measures to improve the portfolio, and
a  reduced  commercial  portfolio.  Furthermore,  the  introduction  of  bank  assurance  through  Nordea’s
branch network in Norway is expected to make a positive contribution.

TBi
As a consequence of the very large losses in the London market and the going forward capital allocation
model,  Tryg-Baltica  international  has  initiated  an  analysis  of  the  individual  lines  in  order  to  focus  on
forward-looking activities. Tryg-Baltica international have therefore decided consolidate the business and
consequently the premium income in 2003 will be reduced compared to 2002.

The claims ratio is expected to normalise in 2003, as the provisions made in 2002 in respect of the Energy
business and other lines in run-off are considered adequate to cover losses in future years.

Other activities
The Group’s other activities (Poland, Estonia and Finland) are projected to post results that are impacted
by large IT investments. The Group expects positive technical results within a two-year horizon.

Financial statements 2002

Tryg Vesta Group

23

In addition to the above, results for 2003 are dependent on developments in the financial markets. As the
Group  has  a  low  proportion  of  equities,  a  bond  portfolio  with  a  short  duration,  and  a  high  degree  of
currency  hedging,  its  exposure  to  developments  in  the  financial  markets  is,  however,  relatively  low.
Exposure describes the Group’s sensitivity to various scenarios in the financial markets.

The Group thus expects a technical result in the region of DKK 300m in 2003.

Key ratio projections for 2004

•  We want to make money:

•  Combined ratio of 102 for the Group
•  Return on shareholders’  equity of 17% for the Group

•  We want to provide peace of mind to our customers

•  >90% of our customers return to buy insurance products from the Tryg Vesta Group
•  Customer satisfaction >80%

•  We want to be an attractive place to work

•  HR development costs to increase by 5% per employee
• 
•  All managers to be assessed and remunerated based on BSC

In-house recruitment for management positions possible for 70% of specific vacancies

The  targets  are  reflected  in  the  Tryg  Vesta  Group’s  application  of  the  balanced  scorecard  and  are
operationalised through this management tool.

In  terms  of  combined  ratio,  which  expresses  the  sum  of  claims  and  expenses  relative  to  premiums,  the
Group’s target is a combined ratio, net of reinsurance, of just under 100. The Group expects to meet this
target within the next three years.

Financial statements 2002

Tryg Vesta Group

24

Management’s signatures

The  Supervisory  Board  and  the  Executive  Management  have  today  considered  and  adopted  the
consolidated and parent company financial statements and directors’  report.

The  consolidated  and  parent  company  financial  statements  have  been  prepared  in  accordance  with  the
accounting provisions in force. We consider the accounting policies adopted appropriate to the effect that
the consolidated and parent company financial statements give a true and fair view.

We  propose  to  the  Annual  General  Meeting  that  the  consolidated  and  parent  company  financial
statements be adopted.

Ballerup, 11 March 2003

Executive Management

Stine Bosse

Erik Gjellestad

Supervisory Board

/Morten Hübbe

Mikael Olufsen
Chairman

Per Skov
Deputy Chairman

Jørn Wendel Andersen

John Frederiksen

Mogens Jakobsen

Niels Erik Schultz-Petersen

Adopted by the Annual General Meeting of the company on 21 March 2003.

Chairman of the Annual General Meeting:

Financial statements 2002

Tryg Vesta Group

25

Auditors’  report

Internal Audit
We have audited the consolidated annual report and the annual report of Tryg Vesta Group for 2002.

The  consolidated annual  report  and the  annual  report  is  the  responsibility of  the  Company's  Board of
Directors and Board of Executives. Our responsibility is to express an opinion on the consolidated annual
report and the annual report based on our audit.

Basis of Opinion
We  conducted our  audit  on  the  basis  of  the  Statutory  Order  from  the  Danish  Financial  Supervisory
Authority  on  Auditing  Financial  Enterprises  and  Financial  Groups  and  in  accordance  with  Danish
Auditing  Standards.  Based  on  materiality  and  risk  we  have  evaluated  the  business  procedures,  the
accounting  policies  used  and  the  significant  estimates  made  and verified  the  basis  for  amounts  and
disclosures in the consolidated annual report and the annual report. We believe that our audit provides a
reasonable basis for our opinion.

Our audit has not resulted in any qualification.

Opinion
In  our  opinion, the consolidated annual  report  and the  annual  report  gives  a  true  and  fair view of  the
Group´s and the Company's financial position at 31 December 2002 and of the results of the Group´s and
the Company's  operations  and the Group´s cash  flows  for  2002  in accordance with Danish Accounting
Standards.

Ballerup, 11 March 2003

Gert Stubkjær
Chief Auditor

Financial statements 2002

Tryg Vesta Group

26

Auditors’  report

To the shareholders of Tryg Vesta Group A/S
We have audited the consolidates accounts and annual report of Tryg Vesta Group A/S for the financial
year 2002.

The  consolidates  accounts  and  annual  report  is  the  responsibility  of  the  Company’s  Management.  Our
responsibility is to express an opinion on the annual report based on our audit.

Basis of opinion
We conducted our audit in accordance with Danish Auditing Standards. Those standards require that we
plan and perform the audit to obtain reasonable assurance that the consolidates accounts and annual report
is  free  of  material  misstatement.  An  audit  included  examining,  on  a  test  basis,  evidence  supporting  the
amounts and disclosures in the consolidates accounts and annual report. An audit also included assessing
the accounting policies used and significant estimates made by the Management, as well as evaluating the
overall  consolidates  accounts  and  annual  report  representation.  We  believe  that  our  audit  provides  a
reasonable basis for our opinion.

Our audit has not resulted in any qualifications.

Opinion
In our opinion, the consolidates accounts and annual report gives a true and fair view of the Group’s and
the  Parent  Company’s  financial  position  at  31.12.2002  as  well  as  of  the  results  of  the  Group’s  and  the
Parent  Company’s  operations  for  the  financial  year  2002  in  accordance  with  the  Danish  legal
requirements to the financial reporting.

Ballerup, 11 March 2003

Deloitte & Touche
Statsautoriseret Revisionsaktieselskab

KPMG C. Jespersen

Bent Hansen
State-Authorised 
Public Accountant

Lone Møller Olsen
State-Authorised 
Public Accountant

Finn L. Meyer
State-Authorised 
Public Accountant

Mona Blønd
State-Authorised
Public Accountant

Financial statements 2002

Tryg Vesta Group

27

Accounting policies

Basis of preparation
The  consolidated  financial  statements  and  financial  statements  of  Tryg  Vesta  Group  A/S  have  been
prepared  in  accordance  with  the  Danish  Consolidated  Insurance  Business  Act  and  the  Danish  Financial
Supervisory  Authority’s  executive  orders  on  the  presentation  of  consolidated  financial  statements  by
insurance companies.

In  principle,  the  parent  company,  Tryg  Vesta  Group  A/S,  is  subject  to  the  provisions  of  the  Danish
Financial Statements Act. As the object of the parent company is to own subsidiary undertakings whose
activities are primarily focused on insurance business, the parent company financial statements have been
presented  in  accordance  with  the  Danish  Consolidated  Insurance  Business  Act  which  contains  the
provisions to which the consolidated financial statements are subject.

Consolidation principles
The  consolidated  financial  statements  comprise  the  financial  statements  of  Tryg  Vesta  Group  A/S  (the
parent company) and undertakings (group undertakings) controlled by the parent company. See the Group
overview  on  page  51.  Control  is  achieved  where  the  parent  company  directly  or  indirectly  holds  more
than 50% of the voting rights or is otherwise able to exercise or actually exercises a controlling influence.

Basis of consolidation
The consolidated financial statements are prepared on the basis of the financial statements of the parent
company and its subsidiary undertakings by adding items of a uniform nature.

The financial statements of undertakings that present financial statements under other legislative rules are
restated  to  the  accounting  policies  applied  by  the  Group  unless  the  result  of  such  restatement  is
immaterial to the true and fair view.

On  consolidation,  intragroup  income  and  expenses,  intragroup  accounts  and  dividends,  and  gains  and
losses arising on transactions between the consolidated undertakings are eliminated.

Shares in subsidiary undertakings are set off against the proportionate share of the shareholders’  equity of
the subsidiary undertakings.

Goodwill  arising  on  acquisitions  represents  the  difference  at  the  time  of  acquisition  between  the
acquisition price and the proportionate share of the shareholders’  equity of the acquired undertaking made
up  in  accordance  with  the  accounting  policies  applied  by  Tryg  Vesta  Group  A/S.  The  full  amount  of
goodwill  is  amortised  through  the  income  statement  in  the  year  of  acquisition.  Newly  acquired
undertakings are included in the consolidated financial statements as from the date of acquisition.

Currency translation
The  results  of  foreign  subsidiary  undertakings  are  based  on  translation  of  the  items  in  the  income
statement  at  average  exchange  rates.  For  domestic  undertakings,  income  and  expenses  denominated  in
foreign  currency  are  translated  at  the  exchange  rate  ruling  on  the  date  of  the  transaction  as  are  other
income  and  expenses  denominated  in  foreign  currency.  Assets  and  liabilities  are  translated  at  the
exchange rate ruling at year-end.

Financial statements 2002

Tryg Vesta Group

28

All currency translation gains and losses are included in the income statement under the item “Currency
translation adjustment”.

Intragroup transactions
Intragroup services are settled on a cost-covering basis or on market terms.

Intragroup transactions in securities and other investment assets are settled at market value.

Financial statements 2002

Tryg Vesta Group

29

Income statement
Premiums
Earned  premiums,  net  of  reinsurance,  represent  gross  premiums  during  the  year,  net  of  outward
reinsurance  premiums  and  changes  in  unearned  premiums  provisions,  corresponding  to  an  accrual  of
premiums to the period of coverage of the policy.

Technical interest, net of reinsurance
Technical interest, net of reinsurance, represents a calculated return on the average technical provisions,
net of reinsurance. The interest rate applied is the year’s average yield to maturity on bonds with a term to
maturity of less than three years.

Claims incurred
Claims  incurred,  net  of  reinsurance,  represent  claims  paid  during  the  year  adjusted  for  changes  in
outstanding  claims  provisions  and  provisions  for  annuities  less  reinsurers’  share.  Amounts  to  cover
expenses incurred to combat and contain losses and to survey and assess claims are included in the item.
In  addition,  the  item  includes  run-off  results  regarding  previous  years.  The  part  of  the  increase  in
technical  provisions  which  can  be  ascribed  to  discounting  is  transferred  to  technical  interest,  net  of
reinsurance.

Bonus and premium rebates
Bonus  and  premium  rebates  represent  reimbursements  where  the  amount  reimbursed  depends  on  the
claims record, and for which the criteria for payment have been laid down prior to the financial year or
when the business was written.

Insurance operating expenses
Insurance operating expenses, net of reinsurance, represent acquisition costs and administrative expenses
less  reinsurance  commissions  received.  Expenses  relating  to  acquiring  and  renewing  the  insurance
portfolio  are  charged  to  the  income  statement  at  the  time  of  writing  the  business.  Administrative
expenses,  including  salaries,  wages,  taxes  etc.  are  accounted  for  on  an  accruals  basis  to  match  the
financial  year.  Group  undertakings  pay  shares  of  joint  expenses  according  to  their  consumption  of
resources, which are settled on cost-covering terms.

Depreciation  is  charged  on  a  straight-line  basis  over  four  to  five  years.  Furniture  and  equipment  etc.
costing less than DKK 100,000 are written off fully in the year of acquisition, except for assets acquired
as part of a specific project. Computer equipment held under finance leases is capitalised and depreciated
as if purchased by the company.

Reinsurance accepted
Premiums, claims and commissions relating to reinsurance accepted are generally included in the income
statement on an estimated and assessed basis. Commissions relating to unearned premium provisions are
included under “Prepayments and accrued income”.

Investment activities
Profit from group undertakings includes a part of the total profit and revaluation of shares in subsidiary
and  associated  undertakings.  Exchange  differences  arising  on  the  translation  of  the  net  asset  value  of
foreign  subsidiary  undertakings  at  the  beginning  of  the  year  are  included  under  the  item  “Currency
translation adjustment”.

Financial statements 2002

Tryg Vesta Group

30

Income  from  land  and  buildings  before  value  adjustment  represents  the  profit  from  property  operations
less property management expenses.

Interest,  dividends  etc.  represent  interest  earned,  dividends  received  etc.  during  the  financial  year.  In
addition, the item includes realised gains on bonds drawn for redemption and repayments of loans as well
as realised gains on the sale of bonds drawn for redemption.

Realised investment gains/losses represent realised net gains/losses on the sale of investments, including
financial  instruments,  calculated  in  proportion  to  the  value  at  the  beginning  of  the  financial  year  or  the
cost of acquisition during the year.

Unrealised investment gains/losses represent unrealised net gains/losses on investments when marked to
market  at  the  end  of  the  financial  year,  calculated  in  proportion  to  the  value  at  the  beginning  of  the
financial year or the acquisition value during the year.

Investment  administrative  expenses  represent  all  expenses  relating  to  the  management  of  investments.
Brokerage and commission are included in the purchase and sales prices of investments.

Extraordinary items
Extraordinary items include amounts which by their nature are unusual for the company and which are
clearly different from the ordinary operations.

Tax
Tryg  Forsikring  A/S  is  jointly  taxed  with  the  majority  of  the  company’s  subsidiary  undertakings.  The
item  “Tax”  represents  estimated  Danish  and  foreign  corporation  taxes  for  the  year  and  movements  in
deferred tax or tax asset. Tax relating to the jointly taxed income is charged proportionately to the jointly
taxed  companies  generating  a  profit.  Changes  in  deferred  taxes  or  deferred  tax  assets  are  posted  in  the
companies having the liability or the claim.

Balance sheet

Investments
Land and buildings
Land and buildings are stated at estimated market value in accordance with the guidelines issued by the
Danish Financial Supervisory Authority. The market value is determined based on a capitalisation of the
future operating return of the property. The capitalisation factor depends on the type and location of the
property. New developments and property under construction are stated at the cost of acquisition or the
cost of production.

Shares in group undertakings
Shares  in  group  undertakings  are  stated  at  the  proportionate  interest  in  the  shareholders’  equity  of  the
undertakings.

Listed shares and bonds etc.
Listed shares and bonds are stated at officially quoted year-end prices. Unlisted shares and fixed-interest
loans  etc.  are  stated  at  a  conservatively  estimated  market  value  based  on  the  net  asset  value  of  the
companies as stated in the most recent financial statements available.

Financial statements 2002

Tryg Vesta Group

31

Derivative financial instruments
Derivative financial instruments, including forward contracts and open securities transactions, are stated
at the market value on the balance sheet date. The gross amounts are disclosed in a note to the financial
statements.

Deposits received from reinsurers
Deposits  with  ceding  undertakings  comprise  amounts  owed  to  the  company  in  respect  of  reinsurance
business accepted, and retained by the ceding undertaking pursuant to the reinsurance contract.

Debtors
Debtors are stated at nominal value less a provision to cover anticipated losses.

Other assets
Furniture  and  equipment,  computer  hardware  and  software,  cars  etc.  are  valued  at  historic  cost  less
accumulated depreciation.

Computer equipment held under finance leases is treated as if purchased by the company.

Tax asset comprises deferred net tax assets calculated as 30% of the present value of net positive timing
differences between accounting and taxable profits, plus tax losses to the extent they are expected to be
offset against future taxable income.

Prepayments and accrued income
Prepaid  acquisition  costs  comprise  the  part  of  commission  expenses  to  other  insurance  companies  etc.
relating to unearned premiums provisions.

Other prepayments and accrued income comprise prepaid expenses and claims expenses paid in respect of
future settlements with cedants.

Technical provisions
Unearned premiums provisions, net of reinsurance, represent the proportion of premiums and reinsurance
premiums collected which relates to subsequent financial years.

Outstanding  claims  provisions,  net  of  reinsurance,  represent  amounts  to  cover  claims  incurred  but  not
settled at the end of the year, less reinsurers’  share. Outstanding claims provisions are calculated on the
basis  of  information  available  concerning  the  extent  of  the  losses  plus  an  amount  based  on  past
experience  to  cover  claims  incurred  but  not  reported.  The  provisions  include  amounts  to  combat  and
contain losses and to survey and assess claims.

Provisions  for  annuities,  net  of  reinsurance,  relate  to  compulsory  workers’  compensation  insurance  in
Denmark,  which  is  settled  by  payment  of  annuities.  The  provisions  are  calculated  using  actuarial
principles  at  the  present  value  by  discounting  expected  future  payments.  Other  long-tail  provisions
calculated using statistical methods are discounted.

Provisions  for  bonus  and  premium  rebates  represent  amounts  expected  to  be  repaid  to  policyholders  in
view of the claims experience during the financial year.

Financial statements 2002

Tryg Vesta Group

32

Equalisation provisions represent amounts provided to equalise future claims in areas where experience
has shown that claims vary from year to year. Equalisation provisions in credit and guarantee insurance
are  calculated  in  accordance  with  rules  laid  down  by  the  Danish  Financial  Supervisory  Authority.  For
workers’  compensation  insurance  in  Denmark,  equalisation  provisions  are  calculated  as  the  difference
between  the  technical  provisions  made  up  at  basic  interest  rates  of  2.00%  and  2.75%,  respectively.  In
addition, equalisation provisions comprise the compulsory natural disaster fund in Vesta, Norway, which
is calculated and adjusted in accordance with rules laid down by Norwegian law.

Other technical provisions, net of reinsurance, represent provisions for risk not yet run off. The provisions
represent  the  amounts  deemed  necessary,  in  addition  to  unearned  premiums  provisions  and  future
premium  rates,  to  cover  claims  and  expenses  in  later  accounting  periods  for  policies  in  force  on  the
balance sheet date.

Provisions for other risks and expenses
Provisions  for  other  risks  and  expenses  comprise  amounts  intended  to  cover  liabilities  or  expenses
attributable  to  the  past  financial  year  or  prior  financial  years,  and  which  on  the  balance  sheet  date  are
likely or certain, but uncertain in respect of size or time of payment.

Provisions  for  tax  comprise  deferred  net  tax  amounts  calculated  as  30%  of  the  present  value  of  net
positive timing differences between accounting and taxable profits less tax losses to the extent that they
are expected to be offset against future positive taxable income.

Deferred tax is not provided on the untaxed part of the Danish contingency reserve. It is not expected that
future movements in technical provisions will result in a crystallisation of tax on the contingency reserve.
The  untaxed  contingency  reserves  are  disclosed  in  the  notes  to  the  financial  statements  under
shareholders’  equity.

Deposits received from reinsurers
Deposits received from reinsurers comprise amounts due in respect of reinsurance business accepted and
retained pursuant to the reinsurance contract.

Liabilities
Liabilities are generally stated at nominal value.

Financial statements 2002

Tryg Vesta Group

33

Financial statements of the parent company and the
Tryg Vesta Group
Income statement

DKKm

Note

General insurance

Earned premiums
Gross premiums written
Outward reinsurance premiums
Change in gross unearned premiums provisions
Change in unearned premiums provisions, reinsurers' share

1

2

Earned premiums, net of reinsurance

Technical interest, net of reinsurance

Claims incurred
Gross claims paid
Reinsurers' share
Change in gross outstanding claims provisions
Change in outstanding claims provisions, reinsurers' share

3

Claims incurred, net of reinsurance

Change in other technical provisions, net of reinsurance

Bonus and premium rebates

Insurance operating expenses
Acquisition costs
Administrative expenses
Reinsurance commissions and profit participation

4

Total insurance operating expenses, net of reinsurance

Change in equalisation provisions

5

Technical result

Parent company
28.01.-31.12.2002

Group
28.01.-31.12.2002*)

0
0
0
0

0

0

0
0
0
0

0

0

0

0
-52
0

-52

0

-52

7,230
-1,771
2,001
-357

7,103

449

-5,769
1,194
-1,029
-269

-5,874

12

-34

-1,037
-1,096
322

-1,811

-181

-336

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Financial statements 2002

Tryg Vesta Group

34

Income statement

DKKm

Note

6

7
8

8

2

Investment activities

Investment income
Loss from group undertakings
Income from land and buildings
Interest, dividends etc.
Realised investment gains

Total investment income

Investment expenses
Investment administrative expenses
Interest expenses

Total investment expenses

Unrealised investment losses
Currency translation adjustment

Profit/loss on investment activities before
transfer to insurance activities

Technical interest transferred to
insurance activities

Total profit/loss on investment activities

Loss on ordinary activities before tax

9

Extraordinary expenses

Loss before tax

10

Tax

Loss for the year

Parent company
28.01.-31.12.2002

Group
28.01.-31.12.2002*)

-425
0
4
0

-421

-3
-4

-7

0
-16

-445

0

-445

-497

-1,182

-1,679

0

-1,679

0
111
541
60

713

-18
-19

-37

-3
-62

611

-518

93

-243

-1,482

-1,725

45

-1,679

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Financial statements 2002

Tryg Vesta Group

35

Balance sheet at 31 December

DKKm

Note

Assets

11

12
12

13

Investments
Land and buildings

Investments in group and associated undertakings
Shares in group undertakings
Loans to group undertakings

Total investments in
group undertakings

Other financial investments
Shares
Units in unit trusts
Bonds
Loans secured by mortgages
Other loans
Deposits with credit institutions

14

Total other financial investments

Deposits with ceding undertakings

Total investments

Debtors
Debtors arising out of direct insurance operations
Policyholders
Insurance brokers
Total debtors arising out of
direct insurance operations
Amounts owed by insurance companies
Amounts owed by group undertakings
Other debtors

Total debtors

Other assets
Furniture, computers, other equipment, motor cars etc.
Cash at bank and in hand
Tax asset
Other

15

Total other assets

Prepayments and accrued income
Accrued interest and rent
Prepaid acquisition costs
Other prepayments and accrued income

Total prepayments and accrued income

Parent company
2002

0

4,584
702

5,286

0
0
0
0
0
0

0

0

5,286

0
0

0
0
92
1

93

0
14
0
0

14

0
0
0

0

Group
2002

3,371

0
0

0

1,825
14
17,784
200
73
291

20,188

146

23,706

1,655
679

2,334
1,357
0
484

4,176

468
735
495
3

1,701

282
86
355

723

Total assets

5,393

30,305

Financial statements 2002

Tryg Vesta Group

36

Balance sheet at 31 December 

DKKm

Note

16

Liabilities

Shareholders' equity
Share capital
Share premium account
Retained earnings

Total shareholders' equity

Minority interests

Technical provisions
Unearned premiums provisions
Gross provisions
Reinsurers' share
Unearned premiums provisions, net of reinsurance

Outstanding claims provisions

17 Gross provisions
Reinsurers' share
Outstanding claims provisions, net of reinsurance

Provisions for annuities for workers' compensation insurance
Gross provisions
Provisions for annuities, net of reinsurance

18

Provisions for bonus and premium rebates
Equalisation provisions

19
20 Other technical provisions, net of reinsurance

Total technical provisions, net of reinsurance

Provisions for other risks and expenses
Provisions for pensions and similar obligations

21 Other provisions

Total provisions for other risks and expenses

Deposits received from reinsurers

Creditors
Creditors arising out of direct insurance operations
Creditors arising out of reinsurance operations
Amounts owed to credit institutions
Amounts owed to group undertakings
Corporation tax
Other creditors

22

Total creditors

Accruals and deferred income

Total liabilities

Parent company
2002

1,300
2,968
0

4,268

0

0
0
0

0
0
0

0
0

0
0
0

0

0
0

0

0

0
0
1,100
0
0
25

1,125

0

5,393

Group
2002

1,300
2,968
0

4,268

10

6,114
-667
5,447

17,837
-3,965
13,871

1,139
1,139

64
1,438
50

22,009

185
352

537

6

495
580
1,249
3
3
950

3,280

196

30,305

Forward transactions etc.

23 Capital adequacy
24
25 Contingent liabilities
26

Intragroup transactions

Financial statements 2002

Tryg Vesta Group

37

Notes

DKKm

1

Earned premiums, net of reinsurance
Direct insurance
Reinsurance

Outward reinsurance premiums

Direct insurance by location of risk
Denmark
Other EU countries
Other countries

2

3

Technical interest, net of reinsurance
Transferred from investment activities
Discounting

Claims incurred, net of reinsurance
Direct insurance
Reinsurance

Reinsurers' share

Run-off result regarding previous years, net of reinsurance
Gross run-off result regarding previous years
Run-off result regarding previous years, reinsurers' share

Parent company
28.01.-31.12.2002

Group
28.01.-31.12.2002*)

0
0
0
0
0

0
0
0
0

0
0
0

0
0
0
0
0

0
0
0

8,671
561
9,231
-2,129
7,103

3,920
155
4,596
8,671

518
-69
449

-6,382
-417
-6,799
925
-5,874

-270
-105
-375

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Financial statements 2002

Tryg Vesta Group

38

Notes

DKKm

4

Insurance operating expenses, net of reinsurance
Commissions relating to direct insurance
Other acquisition costs
Total acquisition costs
Administrative expenses
Gross insurance operating expenses
Reinsurance commissions etc.

Gross insurance operating expenses
include the following staff costs:
Salaries
Commissions
Pension costs
Other social security costs
Payroll taxes etc.

Average number of employees (full-time equivalents) during the year

Remuneration to the Executive Management has been paid and disclosed in
Tryg Forsikring A/S and Vesta Forsikring A/S and is charged to
Tryg Vesta Group A/S through cost allocation.

Administrative expenses include fees to the auditors
appointed by the General Meeting:
Deloitte & Touche
KPMG 

Of which remuneration for non-audit services:
Deloitte & Touche
KPMG 

In addition, costs were incurred in the Group's internal audit.

Parent company
28.01.-31.12.2002

Group
28.01.-31.12.2002*)

0
0
0
-52
-52
0
-52

0
0
0
0
0
0

0

-1.2
-0.6
-1.8

-0.9
-0.5
-1.3

-219
-818
-1,037
-1,096
-2,133
322
-1,811

-940
-3
-37
-97
-55
-1,131

4,437

-3.6
-0.6
-4.2

-2.8
-0.4
-3.2

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Financial statements 2002

Tryg Vesta Group

39

DKKm

5

Technical result, net of reinsurance, by line of insurance

Personal accident
and health
insurance

Workers'
compensation
insurance

Motor, third- 
party liability

Motor, 
comprehensive

2002

684

1,062
-1,072

0
0
-222
44
0
71

-117

100.9

20.9

2002

258

437
-529

0
0
-65
-58
-6
23

-198

121.3

14.8

2002

1,259

1,373
-1,099

7
0
-316
-36
-13
97

13

79.5

23.0

2002

1,423

1,573
-1,086

0
-27
-310
-46
1
45

151

70.2

20.0

Fire and
contents
(personal)

Fire and
contents
(commercial)

2002

1,322

1,374
-1,016

0
-1
-294
-115
-38
71

-19

74.0

21.4

2002

1,162

1,401
-993

0
-2
-292
-116
-197
71

-129

71.0

20.9

Liability
insurance

Other
insurance

2002

2002

298

429
-214

0
0
-99
-144
1
33

7

49.8

23.1

257

873
-507

5
0
-322
-138
-3
11

-82

57.6

37.0

Marine,
aviation and
cargo

2002

567

710
-283

0
-4
-213
-273
74
27

38

40.0

30.2

Total

2002

7,230

9,231
-6,798

12
-34
-2,133
-882
-181
449

-336

73.8

23.2

Gross premiums written

Gross earned premiums
Gross claims incurred
Change in other
technical provisions
Bonus and premium rebates
Gross operating expenses
Profit/loss on business ceded
Change in equalisation provisions
Technical interest, net of reinsurance

Technical result

Gross claims ratio

Gross expense ratio

Gross premiums written

Gross earned premiums
Gross claims incurred
Change in other
technical provisions
Bonus and premium rebates
Gross operating expenses
Profit/loss on business ceded
Change in equalisation provisions
Technical interest, net of reinsurance

Technical result

Gross claims ratio

Gross expense ratio

Financial statements 2002

Tryg Vesta Group

40

Notes

DKKm

6

7

8

Profit from group undertakings
Tryg Forsikring A/S
Vesta Forsikring AS
Nordea Kindlustuse Eesti AS

Interest, dividends etc.
Dividend on shares
Interest on securities etc.
Capital gains on drawing of and 
repayments on securities etc.

Realised and unrealised investment
gains and losses
Land and buildings
Other shares
Listed bonds, excluding index-linked bonds
Other loans

Which have been allocated to the following items in the accounts:
Net realised investment gains/losses
Net unrealised investment gains/losses

9 Net extraordinary expenses

Goodwill arising on the acquisition of subsidiary undertakings
Restructuring and phase-out costs

10 Tax

Tax relating to previous years
Tax on the year's income
Withholding tax, foreign shares
Change in deferred tax asset

Parent company
28.01.-31.12.2002

Group
28.01.-31.12.2002*)

-524
101
-2
-425

0
4

0
4

0
0
0
0
0

0
0
0

-1,182
0
-1,182

0
0
0
0
0

9
542

-10
541

51
-447
455
-2
57

60
-3
57

-1,182
-300
-1,482

9
57
-1
-21
45

*) Subsidiary undertakings are consolidated as from 28 June 2002.

Financial statements 2002

Tryg Vesta Group

41

Notes

DKKm

11

Land and buildings
Cost of acquisition
Addition on acquisition of subsidiary undertakings
Currency translation adjustment during the year
Addition during the year
Balance at 31 December

Upward revaluation
Addition on acquisition of subsidiary undertakings
Upward revaluation during the year
Reversed upward revaluation
Balance at 31 December

Downward revaluation
Addition on acquisition of subsidiary undertakings
Downward revaluation during the year
Reversed downward revaluation
Balance at 31 December

Book value by type of property
Retail property
Office property
Production and warehouse property
Residential property

Of which properties held for the companies' own use

Most recent property value (property valuation)
Property not subject to public valuation

Mortgage debt amounts to DKK  67m
on land and buildings with a book value of DKK 206m

In the determination of the market value of properties
the following rates of return have been used:

Retail property
Office property
Production and warehouse property
Residential property

Parent company
2002

Group
2002

0
0
0
0

0
0
0
0

0
0
0
0

0

0
0
0
0
0

0

0
0

3,085
13
45
3,144

320
50
-7
363

143
1
-9
135

3,371

314
2,798
44
215
3,371

409

2,276
94

Lowest
(%)
2002

Average
(%)
2002

Highest
(%)
2002

     Tryg/Vesta
7,5/ -
    6,5/ 2,2 
9,0/ -
5,5/ -

     Tryg/Vesta
7,7/ -
    7,4/ 8,4 
9,0/ -
6,1/ -

      Tryg/Vesta
8,0/ -
      8,5/ 10,5 
9,0/ -
6,8/ -

All property

    5,5/ 2,2

    7,3/ 8,4

     9,0/ 10,5

Financial statements 2002

Tryg Vesta Group

42

Parent company
2002

Group
2002

Notes

DKKm

12

Shares in group undertakings
Cost of acquisition
Addition on non-cash contributions
Currency translation adjustment during the year
Capital increase during the year
Balance at 31 December

Downward revaluation
Downward revaluation on non-cash contributions
Downward revaluation during the year
Balance at 31 December

Book value at 31 December

5,647
44
500
6,190

-1,182
-425
-1,606

4,584

0
0
0
0

0
0
0

0

Share-
holders'
equity at 31 
December 2002

2,037
2,539
8

1,825

2,113

0

0

Shareholding

Profit/loss
for

Name and registered office

(%)

the year

Tryg Forsikring A/S, Ballerup
Vesta Forsikring AS, Bergen
Nordea Kindlustuse Eesti AS, Tallinn

100
100
100

-1,059
-202
-30

The company has extended subordinated loan capital of DKK 600m to
Tryg Forsikring A/S and of NOK 100m to Vesta Forsikring A/S 

13

Shares
Book value

Cost of acquisition

Shareholdings exceeding 5% of the companies' share
capital according to the latest annual accounts:

Account Data A/S, Copenhagen
A/S Forsikringens hus, Copenhagen
Rungstedgaard A/S, Rungsted Kyst

14 Other financial investments

Book value
Shares
Units in unit trusts
Ordinary bonds
International bonds
Loans secured by mortgages
Other loans
Deposits with credit institutions

Cost of acquisition
Shares
Units in unit trusts
Bonds
Loans secured by mortgages
Other loans
Deposits with credit institutions

0

0

0
0
0
0
0
0
0
0

0
0
0
0
0
0
0

Shareholders'
equity

Shareholding
(%)

2002

2002

1
44
29

14
12
13

1,825
14
6,935
10,849
200
73
291
20,188

2,113
27
17,584
199
73
291
20,285

Financial statements 2002

Tryg Vesta Group

43

Notes

DKKm

15

Tax asset
Land and buildings
Bonds and loans secured by mortgages
Operating equipment and provisions etc. 
Other assets
Debt
Tax loss carryforwards

Parent company
2002

0
0
0
0
0
0
0

1
1,000
300
1,300

4,647
-1,679
2,968

-1,679
1,679
0

4,268

16

Shareholders' equity
Share capital
Share capital on incorporation
Capital contribution by way of non-cash contributions
Capital increase
Balance at 31 December
The share capital is divided into shares of DKK 100 each or multiples thereof.

Share premium account
Share premium account on non-cash contributions
Transferred to Retained earnings
Balance at 31 December

Retained earnings
Transferred loss for the year
Transferred from share premium account
Balance at 31 December

Total shareholders' equity

The shareholders' equity of Vesta Forsikring AS and Dansk Kautionsforsikrings-Aktieselskab includes untaxed 
contingency reserves of NOK 1,920m and and DKK 139m, respectively. 

17 Gross provisions

(outstanding claims provisions)
Of which provisions calculated in view of
discounting:
Workers' compensation insurance (Denmark)
Reduction due to discounting

Running-off period
Discount rate
Inflation

Workers' compensation insurance (Norway)
Reduction due to discounting

Running-off period
Discount rate
Inflation

18

Provisions for annuities
Workers' compensation insurance

Running-off period
Discount rate
Inflation

0

0

Group
2002

69
-2
240
24
15
149
495

1
1,000
300
1,300

4,647
-1,679
2,968

-1,679
1,679
0

4,268

17,837

575
46

4,3 år
3.5%
3.5%

2,355
407

4,8 år
3.5%
3.5%

1,139

12 år
2,75%
0%

Financial statements 2002

Tryg Vesta Group

44

Notes

DKKm

19

Equalisation provisions
Guarantee insurance
Workers' compensation insurance
Windstorm and large risks
Equalisation provisions concerning Norwegian general insurance
Other insurance

20 Other technical provisions, net of reinsurance

Life insurance provisions concerning reinsurance
Provisions for open financial year
Provisions for risk not yet run off

21 Other provisions

Restructuring and phase-out costs

22 Creditors

Of which amounts falling due after 5 years

23 Capital adequacy

Shareholders' equity
Solvency requirement in group undertakings

Weighted assets

Solvency ratio

24

Forward transactions etc.
Forward transactions
Market values
Purchase of interest rate derivatives
Sale of interest rate derivatives
Forward currency purchased
Forward currency sold
Unsettled transactions

Cost of acquisition
Purchase of interest rate derivatives
Sale of interest rate derivatives
Forward currency purchased
Forward currency sold
Unsettled transactions

25 Contingent liabilities

Non-insurance guarantee and lease commitments etc.
do not exceed

Parent company
2002

0
0
0
0
0
0

0
0
0
0

0
0

1,125

0

4,268
-2,561
1,707

2,818

61

0
0
0
0
0

0
0
0
0
0

0

Tryg Forsikring A/S has an annual liability towards Danica Pension to pay rent for the head 
office at Ballerup. The annual rent and taxes etc. currently amount to DKK 72m.
The remaining term of the lease is 23 years.

The majority of the companies of the Tryg Vesta Group are jointly taxed
and jointly and severally liable for payment of corporation tax.

In terms of payroll tax and VAT, the Company is jointly registered with the majority of
the companies of the Tryg Vesta Group, and is jointly and severally liable with these
companies for the payment of such taxes.

The Group is party to a number of lawsuits, the outcomes of which

Group
2002

270
79
166
907
16
1,438

1
7
41
50

352
352

3,280

67

3,307
715
110
3,455
130

3,309
713
109
3,400
130

375

Financial statements 2002

Tryg Vesta Group

45

Supervisory Board and Executive Management

Supervisory Board

Mikael Olufsen
Deputy  chairman  of  the  Supervisory  Board  of  Tryg  i  Danmark  smba,  member  of  the  Board  of
Representatives of Tryg i Danmark smba, chairman of the Supervisory Board of Tryg Vesta Group A/S,
deputy chairman of the Supervisory Board of Egmont Fonden, deputy chairman of the Supervisory Board
of  Egmont  International  Holding  A/S,  deputy  chairman  of  the  Supervisory  Board  of  Gigtforeningen  i
Danmark, member of the Supervisory Board of Britisk Import Union, member of the Supervisory Board
of Danish Cereal Holding A/S, member of the Supervisory Board of Danmark-Amerika Fondet, member
of  the  Supervisory  Board  of  Toptex  PLC  Borino,  chairman  of  the  Supervisory  Board  of  Malaplast  Co.
Ltd. Samutprakarn.

Per Skov
Member of the Supervisory Board of Tryg i Danmark smba, member of the Board of Representatives of
Tryg i Danmark smba, deputy chairman of the Supervisory Board of Tryg Vesta Group A/S, chairman of
the Supervisory Board of Tryg Forsikring A/S, member of the Supervisory Board of Vesta Forsikring AS,
chairman  of  the  Supervisory  Board  of  VT-Holding  A/S,  member  of  the  Supervisory  Board  of  A/S  De
Smithske, member of the Supervisory Board of DAC Smba, member of the Supervisory Board of Dagrofa
A/S, member of the Supervisory Board of Denerco Oil A/S, member of the Supervisory Board of DSV,
De  Sammensluttede  Vognmænd  af  13.7.1976  A/S,  member  of  the  Supervisory  Board  of  Kemp  &
Lauritzen  A/S,  member  of  the  Supervisory  Board  of  Privathospitalet  Hamlet  A/S,  member  of  the
Supervisory Board of Superfos A/S, member of the Supervisory Board of Norlex A/S.

Jørn Wendel Andersen
Member of the Supervisory Board of Tryg i Danmark smba, member of the Board of Representatives of
Tryg i Danmark smba, member of the Supervisory Board of Tryg Vesta Group A/S, managing director of
Arla  Foods  amba,  member  of  the  Supervisory  Board  of  Arla  Foods  AB,  member  of  the  Supervisory
Board of Neoplex A/S.

John Frederiksen
Member of the Supervisory Board of Tryg i Danmark smba, member of the Board of Representatives of
Tryg  i  Danmark  smba,  member  of  the  Supervisory  Board  of  Tryg  Vesta  Group  A/S,  chairman  of  the
Supervisory Board of A/S Kollektivhuset Hellebo, chairman of the Supervisory Board of Dandrit Biotech
A/S, chairman of the Supervisory Board of Ejendomsselskabet Norden A/S, chairman of the Supervisory
Board  of  Ejendomsselskabet  Uglen  A/S,  chairman  of  the  Supervisory  Board  of  Jacob  Holm  &  Sønner
A/S,  chairman  of  the  Supervisory  Board  of  Tema  Kapital  I  K/S,  chairman  of  the  Supervisory  Board  of
Tema Kapital Management A/S, member of the Supervisory Board of Danarota Technic A/S, member of
the Supervisory Board of Dønnerup A/S, member of the Supervisory Board of Fortunen A/S, member of
the Supervisory Board of Freja Ejendomme A/S (Statens Ejendomssalg A/S), member of the Supervisory
Board of Oak Property A/S, member of the Supervisory Board of Renholdingsselskabet af 1898, member
of the Supervisory Board of Råstof og Genanvendelse Selskabet af 1990 A/S, member of the Supervisory
Board of Sjælsø Gruppen A/S, member of the Executive Management of Fortunen A/S, member of the
Executive Management of Oak Property A/S.

Financial statements 2002

Tryg Vesta Group

46

Mogens Jacobsen
Chairman of the Supervisory Board of Tryg i Danmark smba, member of the Board of Representatives of
Tryg i Danmark smba, member of the Supervisory Board of Tryg Vesta Group A/S, deputy chairman of
the  Supervisory  Board  of  Tryg  Forsikring  A/S,  deputy  chairman  of  the  Supervisory  Board  of  Vesta
Forsikring  AS,  member  of  the  Supervisory  Board  of  Nordea  Pension  Danmark,  livsforsikringsselskab
A/S, chairman of the Supervisory Board of Rodskovgård Aps, member of the Executive Management of
Rodskov Svineproduktion Aps.

Niels Erik Schultz-Petersen
Member of the Supervisory Board of Tryg i Danmark smba, member of the Board of Representatives of
Tryg i Danmark smba, member of the Supervisory Board of Tryg Vesta Group A/S, deputy chairman of
the Supervisory Board of H.A.G. A/S.

Executive Management

Stine Bosse
Group  CEO  of  Tryg  Vesta  Group  A/S,  CEO  of  Tryg  Forsikring  A/S,  CEO  of  Tryg  Forsikring  II  A/S,
member  of  the  Supervisory  Board  of  Vesta  Forsikring  AS,  chairman  of  the  Supervisory  Board  of  Tryg
Forsikring,  Rejse  og  Forsikring  A/S,  member  of  the  Supervisory  Board  of  ApS  KBIL  9  NR.  2032,
chairman  of  the  Supervisory  Board  of  Dansk  Kautionsforsikrings-Aktieselskab,  member  of  the
Supervisory  Board  of  Tryg  Ejendomme  I  A/S,  chairman  of  the  Supervisory  Board  of  Tryg-Baltica
Forsikring,  internationalt  forsikringsselskab  A/S,  member  of  the  Supervisory  Board  of  Aktiv  24
Forsikring  AS,  member  of  the  Supervisory  Board  of  Enter  Forsikring  AS,  member  of  the  Supervisory
Board  of  Forsikring  og  Pension,  member  of  the  Supervisory  Board  of  Flügger  A/S,  member  of  the
Supervisory Board of Dansk Management Forum.

Erik Gjellestad
Member of the Group Executive Management of Tryg Vesta Group A/S, CEO of Vesta Forsikring AS,
member of the Supervisory Board of Tryg Forsikring A/S, alternate member of the Supervisory Board of
Bergen Nordhordaland Rutelag ASA.

Financial statements 2002

Tryg Vesta Group

47

Changes to the Supervisory Board and the Executive Management
The  Tryg  Vesta  Group  was  established  on  28  January  2002  under  the  name  “Tryg  General  Insurance
Holding  A/S”.  Its  Supervisory  Board  consisted  of  Thorleif  Krarup  (Chairman),  Lars-Göran  Nordström
and  Erik  Arne  Liljedahl.  The  Executive  Management  consisted  of  Hugo  Andersen.  The  composition  of
the  Supervisory  Board  was  changed  on  30  September  2002  to  comprise  the  members  listed  in  these
financial statements.

On  1  September  2002,  the  Executive  Management  was  enlarged  to  comprise  Hugo  Andersen  (Group
CEO),  Stine  Bosse  (CEO  of  Tryg)  and  Erik  Gjellestad  (CEO  of  Vesta).  On  10  January  2003,  Mr
Andersen resigned and was replaced by Ms Bosse as Group CEO.

Heads of business organisation

Tryg Forsikring A/S
Dansk Kaution
Vesta Forsikring AS
Nordea Ubezpieczenia, Poland
Tryg-Baltica international
Nordea Vahinkovakuutus, Finland
Nordea Kindlustus, Estonia

Stine Bosse (CEO)
Flemming Christiansen (CEO)
Erik Gjellestad (CEO)
Otto Groegler (CEO)
Flemming Christiansen (CEO)
Kimmo Kilpinen (branch manager)
Mikko Saario (CEO)

Financial statements 2002

Tryg Vesta Group

48

Group overview

Tryg Vesta Group A/S has the following subsidiary undertakings:

Tryg Forsikring A/S, CVR-No. 24260666 (100%)

- Tryg Forsikring II A/S, CVR-No. 24260569 (100%)

(with Tryg Forsikring II A/S Filial Finland, Suomen sivuliike,
Branch name; Nordea Vahinkovakuutus)

- Tryg Polska Towarzystwo Ubezpieczen S.A. (95.32%)
- Dansk Kautionsforsikrings-Aktieselskab, CVR-No. 10163714 (100%)

- ApS SMBK nr. 98, CVR-NR 66326810 (100%) (dormant)

- Tryg-Baltica Forsikring, Internationalt Forsikringsselskab A/S, CVR-No. 10430615 (100%)

- Tryg-Baltica International (UK) Ltd (100%)

- Tryg Forsikring, Rejse og Sundhed A/S, CVR-No. 19998916 (100%)
- Tryg Ejendomme I A/S, CVR-No. 12601840 (100%)
- Aps KBIL 9 nr. 2032, CVR-No. 18251728

Vesta Forsikring AS, org. No. 9178128790 (100%)
- Enter Forsikring AS, 913 782 453 (100%)
- Aktiv Forsikring AS, 913 713 265 (100%)
- Forsikringsselsk. Vesta Garanti AS, 929 248 767 (100%)
- Respons Inkasso AS, 956 331 013 (100%)
- Salgssenter I Forsikring, 980 078 124 (100%)
- Thunesvei 2 AS, 946 919 845 (100%)
- AS Slettebakksvei nr. 80, 933 088 413 (100%)
- ANS Grensen 3, 848 383 082 (99%, 1% owned by AS Slettebakksvei nr. 80)
- ANS Nesøyveien 4, 951 130 532 (99%, 1% owned by AS Slettebakksvei nr. 80)
- ANS Nesøyveien 6, 957 929 532 (99%, 1% owned by AS Slettebakksvei nr. 80)
- ANS Nye Vakåsvei 80, 948 011 220 (99%, 1% owned by AS Slettebakksvei nr. 80)
- Vesta Multifond AS, 982 489 465 ("discontinuing") (100%)
- Investeringstorget AS, 981 525 582 ("discontinuing") (100%)
- Fondstorget AS, 981 525 620 ("discontinuing") (100%)
- Aktiv 24 Forsikring AS ("discontinuing") (100%)

Nordea Kindlustuse Eesti AS, reg. no. 10811194 (100%)

Financial statements 2002

Tryg Vesta Group

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