EXHIBIT 23.1 CONSENT OF INDEPENDENT ACCOUNTANTS We hereby consent to the incorporation by reference in this Registration Statement on Form S-8 of our reports dated February 13, 1997 appearing on pages F-1 and F-29 of the Annual Report on Form 10-K of PXRE Corporation for the year ended December 31, 1996. PRICE WATERHOUSE LLP New York, New York July 22, 1997