Without knowing what your model looks like, or any sample data, I can't say that the formulae below will work exactly as written, but these should at least point you in the right direction:

Premium Sum:= SUM( Policies[Premium] )
Brokered Premium Sum:=
CALCULATE( [Premium Sum]
, Policies[Policy Type] = "Brokered"
)
Direct Premium Sum:=
CALCULATE( [Premium Sum]
, Policies[Policy Type] = "Direct"
)
Brokered %:= [Brokered Premium Sum] / [Premium Sum]
Direct %:= [Direct Premium Sum] / [Premium Sum]