In the first nine months of 2015, gross written premiums rose 2 percent to 1.068 billion euros (0.76 billion pounds) and its solvency ratio fell to 181 percent at the end September, from 183 pct at the end of 2014, due to a recalculation of financial assumptions, it said.

Premium income in the nine month period rose to 342 million euros from 324 million a year earlier.

But Delta Lloyd said it would not provide details about its capital position under new Solvency II European guidelines until Dec. 2. Analysts believe the insurer will need to raise at least 1 billion euros.

Delta Lloyd's share price has more than halved since August, when it missed a target on a closely watched solvency ratio..

The stock fell 11.50 percent to 6.6 euros in afternoon trading in Amsterdam after Rabobank lowered its price target to 7.50 euros from 8.

JP Morgan said the latest figures were in-line to slightly better than expected. "However the key concern on Delta Lloyd is capital."

Delta Lloyd will need to raise 1.2 billion euros to take its standard model-based Solvency II ratio to around 155 percent, JP Morgan said.

(Reporting By Anthony Deutsch; editing by Susan Thomas)