It's is actually false, interesting that he brought this up. I consulted my reinsurance contacts and have several links that indicate the opposite view, that they are very concerned about mounting climate-related losses.
Renaissance Re 2015 SEC document: "We believe, and believe the consensus view of current scientific studies substantiates, that changes in climate conditions, primarily global temperatures and expected sea levels are likely to increase the severity, and possibly the frequency, of weather related natural disasters and catastrophes relative to the historical experience over the past 100 years. Coupled with currently projected demographic trends in catastrophe-exposed regions, we currently estimate that this expected increase in severe weather, such as tropical cyclone intensity, over coming periods will increase the average economic value of expected losses, increase the number of people exposed per year to natural disasters and in general exacerbate disaster risk, including risks to infrastructure, global supply chains and agricultural production."
http://www.sec.gov/Archives/edgar/data/913144/000162828015000861/rnr201410-k.htm
also this: "No climate-change deniers to be found in the reinsurance business": "In Munich Re’s offices, there wasn’t much debate as the claims cheques flew out the door: The higher frequency of extreme weather events is influenced by climate change; and recent climate change is largely due to burning hydrocarbons. “I’m quite convinced that most climate change is caused by human activity,” says Peter Höppe, head of geo-risks research at Munich Re."
http://www.theglobeandmail.com/report-on-business/rob-magazine/an-industry-that-has-woken-up-to-climate-change-no-deniers-at-global-resinsurance-giant/article15635331/?page=all
lastly this:
https://www.munichre.com/site/mram/get/documents_E1449378742/mram/assetpool.mr_america/PDFs/3_Publications/ks_severe_weather_na_exec_summary.pdf