The headaches as I understand it are mathematical really - without a limit to cap costs, outliers have the potential to completely mess up the pricing. Anything where one claim could destroy the predictability of results is hard. So only a few wildly inaccurately priced GRs can take down a whole book - hence capping. If you aren't likely to have outliers, you don't need limits, and some HNW insurers are removing limits entirely since they just price accordingly.