The Company endeavors to actively engage with every insured account posing significant potential asbestos exposure to Mt.
McKinley.
Such engagement can take the form of pursuing a final settlement, negotiation, litigation, or the monitoring of claim activity under Settlement in Place (“SIP”) agreements.
SIP agreements generally condition an insurer’s payment upon the actual claim experience of the insured and may have annual payment caps or other measures to control the insurer’s payments.
The Company’s Mt.
McKinley operation is currently managing four SIP agreements, one of which was executed prior to the acquisition of Mt.
McKinley in 2000.
The Company’s preference with respect to coverage settlements is to execute settlements that call for a fixed schedule of payments, because such settlements eliminate future uncertainty.
The Company has significantly enhanced its classification of insureds by exposure characteristics over time, as well as its analysis by insured for those it considers to be more exposed or active.
Those insureds identified as relatively less exposed or active are subject to less rigorous, but still active management, with an emphasis on monitoring those characteristics, which may indicate an increasing exposure or levels of activity.
The Company continually focuses on further enhancement of the detailed estimation processes used to evaluate potential exposure of policyholders.
Everest Re’s book of assumed A&E reinsurance is relatively concentrated within a limited number of contracts and for a limited period, from 1974 to 1984.
Because the book of business is relatively concentrated and the Company has been managing the A&E exposures for many years, its claim staff is familiar with the ceding companies that have generated most of these liabilities in the past and which are therefore most likely to generate future liabilities.
The Company’s claim staff has developed familiarity both with the nature of the business written by its ceding companies and the claims handling and reserving practices of those companies.
This level of familiarity enhances the quality of the Company’s analysis of its exposure through those companies.
As a result, the Company believes that it can identify those claims on which it has unusual exposure, such as non-products asbestos claims, for concentrated attention.
However, in setting reserves for its reinsurance liabilities, the Company relies on claims data supplied, both formally and informally by its ceding companies and brokers.
This furnished information is not always timely or accurate and can impact the accuracy and timeliness of the Company’s ultimate loss projections.
The following table summarizes the composition of the Company’s total reserves for A&E losses, gross and net of reinsurance, for the periods indicated:
## Table 0 ##
(1) Additional reserves are case specific reserves established by the Company in excess of those reported by the ceding company, based on the Company’s assessment of the covered loss.
(Some amounts may not reconcile due to rounding. )
Additional losses, including those relating to latent injuries and other exposures, which are as yet unrecognized, the type or magnitude of which cannot be foreseen by either the Company or the industry, may emerge in the future.
Such future emergence could have material adverse effects on the Company’s future financial condition, results of operations and cash flows.
Debt Ratings.
The following table shows the debt ratings by A. M.  Best, Standard & Poor’s and Moody’s of the Holdings’ senior notes due October 15, 2014, long term notes due May 1, 2067 and Everest Re Capital Trust II’s (“Capital Trust II”) trust preferred securities due March 29, 2034, all of which are considered investment grade.
Debt ratings are the rating agencies’ current assessment of the credit worthiness of an obligor with respect to a specific obligation.
## Table 1 ##
A debt rating of “a-” is assigned by A. M.  Best where the issuer, in A. M.  Best’s opinion, has a strong ability to meet the terms of the obligation.
A. M.  Best assigns a debt rating in the “bbb” range where the issuer, in A. M.  Best’s opinion, has adequate ability to meet the terms of the obligation.
Standard & Poor’s assigns a debt rating in the “A” range to issuers that exhibit strong capacity and willingness to meet its financial commitments on obligations as they come due.
A debt rating in the “BBB” range is assigned by Standard & Poor’s where the issuers exhibit adequate protection parameters although adverse economic conditions or changing circumstances are more likely to lead to a weakened capacity of the obligor to meet its financial commitment on the obligation.
According to Moody’s, a debt rating of “A3” is assigned to issues that are considered upper-medium-grade obligations and subject to low credit risk.
Obligations rated “Baa1” are subject to moderate credit risk and are considered medium-grade and as such may possess certain speculative characteristics.
On January 24, 2012, Moody’s affirmed the ratings of the Company’s operating subsidiaries but changed the outlook on the ratings from stable to negative reflecting their opinion of the potential direction of the ratings over the medium term (12 to 18 months).
The Company will continue to work with Moody’s over this time to address their concerns but it is not possible to predict the potential outcome.
The Company does not believe that a one notch downgrade would have a material adverse affect on the Company’s business.
Competition.
The worldwide reinsurance and insurance businesses are highly competitive, as well as cyclical by product and market.
As such, financial results tend to fluctuate with periods of constrained availability, high rates and strong profits followed by periods of abundant capacity, low rates and constrained profitability.
Competition in the types of reinsurance and insurance business that the Company underwrites is based on many factors, including the perceived overall financial strength of the reinsurer or insurer, ratings of the reinsurer or insurer by A. M.  Best and/or Standard & Poor’s, underwriting expertise, the jurisdictions where the reinsurer or insurer is licensed or otherwise authorized, capacity and coverages offered, premiums charged, other terms and conditions of the reinsurance and insurance business offered, services offered, speed of claims payment and reputation and experience in lines written.
Furthermore, the market impact from these competitive factors related to reinsurance and insurance is generally not consistent across lines of business, domestic and international geographical areas and distribution channels.
The Company competes in the U. S. , Bermuda and international reinsurance and insurance markets with numerous global competitors.
The Company’s competitors include independent reinsurance and insurance companies, subsidiaries or affiliates of established worldwide insurance companies, reinsurance departments of certain insurance companies and domestic and international underwriting operations, including underwriting syndicates at Lloyd’s.
Some of these competitors have greater financial resources than the Company and have established long term and continuing business relationships, which can be a significant competitive advantage.
In addition, the lack of strong barriers to entry into the reinsurance business and the potential for securitization of reinsurance and insurance risks through capital markets provide additional sources of potential reinsurance and insurance capacity and competition.
Worldwide insurance and reinsurance market conditions continued to be very competitive, particularly in the casualty lines of business.
Generally, there was ample insurance and reinsurance capacity relative to demand.
Competition and its effect on rates, terms and conditions vary widely by market and coverage yet continued to be most prevalent in the U. S.  casualty insurance and reinsurance markets.
Incurred Losses and LAE.
The following table presents the incurred losses and LAE for the Bermuda segment for the periods indicated.
## Table 2 ##
Incurred losses and LAE decreased by 33.5% to $408.2 million in 2012 compared to $613.9 million in 2011.
The decrease was principally due to a $176.5 million (24.3 points) decrease in current year catastrophe losses.
The $14.1 million of current year catastrophe losses for 2012 related primarily to Superstorm Sandy ($14.0 million).
The $190.6 million of 2011 current year catastrophe losses related primarily to the Japanese earthquake and tsunami ($88.0 million), the 2011 New Zealand earthquake ($65.8 million) and the Thailand floods ($28.0 million).
The current year attritional losses also decreased by $17.1 million (1.2 points), which is primarily due to the decline in premiums earned.
Incurred losses and LAE increased 34.0% to $613.9 million in 2011 compared to $457.9 million in 2010.
The increase was principally due to a $96.1 million (13.6 points) increase in current year catastrophe losses and the absence of favorable reserve development in 2011 as occurred in 2010.
The $94.5 million of current year losses for 2010 related primarily to the Chile earthquake ($64.6 million) and the New Zealand earthquake ($25.0 million).
Segment Expenses.
Commission and brokerage increased by 5.9% to $184.4 million in 2012 compared to $174.0 million in 2011 reflecting higher contingent commissions in 2012.
Segment other underwriting expenses increased to $30.6 million in 2012 compared to $26.3 million for the same period in 2011.
The increases are primarily attributable to higher personnel benefit costs.
Commission and brokerage increased 1.7% to $174.0 million in 2011 compared to $171.1 million in 2010.
The commission variance differs from the premiums earned variance primarily due to changes in the mix of business.
Segment other underwriting expenses decreased slightly to $26.3 million in 2011 compared to $26.4 million in 2010.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>Years Ended December 31,</td></tr><tr><td>(Dollars in millions)</td><td>2012</td><td>2011</td><td>2010</td></tr><tr><td>Case reserves reported by ceding companies</td><td>$138.4</td><td>$145.6</td><td>$135.4</td></tr><tr><td>Additional case reserves established by the Company (assumed reinsurance)(1)</td><td>90.6</td><td>102.9</td><td>116.1</td></tr><tr><td>Case reserves established by the Company (direct insurance)</td><td>36.7</td><td>40.6</td><td>38.9</td></tr><tr><td>Incurred but not reported reserves</td><td>177.1</td><td>210.9</td><td>264.4</td></tr><tr><td>Gross reserves</td><td>442.8</td><td>499.9</td><td>554.8</td></tr><tr><td>Reinsurance receivable</td><td>-17.1</td><td>-19.8</td><td>-21.9</td></tr><tr><td>Net reserves</td><td>$425.7</td><td>$480.2</td><td>$532.9</td></tr></table>
<table><tr><td></td><td colspan="2">A.M. Best</td><td colspan="2">Standard & Poor's</td><td colspan="2">Moody's</td></tr><tr><td>Senior Notes</td><td>a-</td><td>(Strong)</td><td>A-</td><td>(Strong)</td><td>A3</td><td>(Good)</td></tr><tr><td>Trust Preferred Securities</td><td>bbb+</td><td>(Adequate)</td><td>BBB</td><td>(Adequate)</td><td>Baa1</td><td>(Adequate)</td></tr><tr><td>Long Term Notes</td><td>bbb</td><td>(Adequate)</td><td>BBB</td><td>(Adequate)</td><td>Baa1</td><td>(Adequate)</td></tr></table>
<table><tr><td></td><td colspan="9">Years Ended December 31,</td></tr><tr><td>(Dollars in millions)</td><td>Current Year</td><td colspan="2">Ratio %/ Pt Change</td><td>Prior Years</td><td colspan="2">Ratio %/ Pt Change</td><td>Total Incurred</td><td colspan="2">Ratio %/ Pt Change</td></tr><tr><td>2012</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Attritional</td><td>$403.0</td><td>59.2%</td><td></td><td>$-17.8</td><td>-2.6%</td><td></td><td>$385.2</td><td>56.6%</td><td></td></tr><tr><td>Catastrophes</td><td>14.1</td><td>2.1%</td><td></td><td>8.9</td><td>1.3%</td><td></td><td>23.0</td><td>3.4%</td><td></td></tr><tr><td>A&E</td><td>-</td><td>0.0%</td><td></td><td>-</td><td>0.0%</td><td></td><td>-</td><td>0.0%</td><td></td></tr><tr><td>Total segment</td><td>$417.1</td><td>61.3%</td><td></td><td>$-8.9</td><td>-1.3%</td><td></td><td>$408.2</td><td>60.0%</td><td></td></tr><tr><td>2011</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Attritional</td><td>$420.1</td><td>58.0%</td><td></td><td>$8.4</td><td>1.2%</td><td></td><td>$428.6</td><td>59.2%</td><td></td></tr><tr><td>Catastrophes</td><td>190.6</td><td>26.4%</td><td></td><td>-6.1</td><td>-0.8%</td><td></td><td>184.5</td><td>25.6%</td><td></td></tr><tr><td>A&E</td><td>-</td><td>0.0%</td><td></td><td>0.8</td><td>0.1%</td><td></td><td>0.8</td><td>0.1%</td><td></td></tr><tr><td>Total segment</td><td>$610.7</td><td>84.4%</td><td></td><td>$3.1</td><td>0.5%</td><td></td><td>$613.9</td><td>84.9%</td><td></td></tr><tr><td>2010</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Attritional</td><td>$445.9</td><td>60.3%</td><td></td><td>$-74.0</td><td>-10.0%</td><td></td><td>$371.9</td><td>50.3%</td><td></td></tr><tr><td>Catastrophes</td><td>94.5</td><td>12.8%</td><td></td><td>-8.4</td><td>-1.1%</td><td></td><td>86.1</td><td>11.7%</td><td></td></tr><tr><td>A&E</td><td>-</td><td>0.0%</td><td></td><td>-</td><td>0.0%</td><td></td><td>-</td><td>0.0%</td><td></td></tr><tr><td>Total segment</td><td>$540.4</td><td>73.1%</td><td></td><td>$-82.4</td><td>-11.1%</td><td></td><td>$457.9</td><td>62.0%</td><td></td></tr><tr><td>Variance 2012/2011</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Attritional</td><td>$-17.1</td><td>1.2</td><td>pts</td><td>$-26.2</td><td>-3.8</td><td>pts</td><td>$-43.4</td><td>-2.6</td><td>pts</td></tr><tr><td>Catastrophes</td><td>-176.5</td><td>-24.3</td><td>pts</td><td>15.0</td><td>2.1</td><td>pts</td><td>-161.5</td><td>-22.2</td><td>pts</td></tr><tr><td>A&E</td><td>-</td><td>-</td><td>pts</td><td>-0.8</td><td>-0.1</td><td>pts</td><td>-0.8</td><td>-0.1</td><td>pts</td></tr><tr><td>Total segment</td><td>$-193.6</td><td>-23.1</td><td>pts</td><td>$-12.0</td><td>-1.8</td><td>pts</td><td>$-205.6</td><td>-24.9</td><td>pts</td></tr><tr><td>Variance 2011/2010</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Attritional</td><td>$-25.8</td><td>-2.3</td><td>pts</td><td>$82.4</td><td>11.2</td><td>pts</td><td>$56.7</td><td>8.9</td><td>pts</td></tr><tr><td>Catastrophes</td><td>96.1</td><td>13.6</td><td>pts</td><td>2.3</td><td>0.3</td><td>pts</td><td>98.4</td><td>13.9</td><td>pts</td></tr><tr><td>A&E</td><td>-</td><td>-</td><td>pts</td><td>0.8</td><td>0.1</td><td>pts</td><td>0.8</td><td>0.1</td><td>pts</td></tr><tr><td>Total segment</td><td>$70.3</td><td>11.3</td><td>pts</td><td>$85.5</td><td>11.6</td><td>pts</td><td>$156.0</td><td>22.9</td><td>pts</td></tr><tr><td colspan="2">(Some amounts may not reconcile due to rounding.)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

Question: What's the total amount of the prior years in the years where Catastrophes for current year is greater than 100? (in million)
Answer: 3.1
Reasoning program: subtract(8.4,6.1), add(#0,0.8)