Yujiro Otsuka

FIAJ, CPA

Consultant

Tokyo, JP

Yujiro Otsuka joined Milliman in October 2008. He consults with Japanese financial institutions on financial risk management and other key strategic issues. He has supported clients in variable and foreign currency annuity design, with a focus on risk management issues, especially the implementation of hedge programs and reinsurance. Otsuka’s work has included the development of various software tools, including Milliman’s Valuation of Variable Annuity (VoVA) and its economic scenario generator. In addition, he has helped clients with economic capital reporting, including internal model development and market consistent EV analyses. Recently, he has developed innovative techniques to support healthcare analytics, including multilayer neural networks, risk adjustment techniques in real world data analysis, and hierarchical Bayesian models in network meta-analysis.

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Experience

Prior to joining Milliman, he worked for financial department, Ernst & Young Shin-Nihon LLC, from December 2007, where he engaged in audit task support for securities firms.

Publications and Presentations

Yujiro presented papers at the IAJ annual meeting and other conferences, including:

“Implementation of the BGM model—comparison of volatility functions—”
“Calibration method of the Vasicek/CIR Model and VaR99.5% of the Japanese interest rate”
“A new variance reduction method”
“An Empirical Study of Multi-objective optimization in the Multi-currency Hull-White Two-Factor model”
“A Phase Diagram and Critical Phenomena of the Statistical Market Competition Model with Variable Risk Appetite Groups”

Professional Designations

Fellow, Institute of Actuaries of Japan
Fellow, The Japanese Institute of Certified Public Accountants

Education

Department of Mechanical Engineering, University of Tokyo
Department of Applied Physics, Graduate School of Engineering, University of Tokyo

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Publications

Read their latest work

Article

Some uses of generative AI in healthcare and implications for health insurers

09 February 2024 - by Joanne Buckle, Yujiro Otsuka, Diana Dodu, Nathan Smith

Generative AI has the potential to transform healthcare, so insurers need to understand the risks in order to determine how to use the tool for claims, products, and pricing.

Article

Analysis of second- and third-line antihypertensive treatments after initial therapy with an angiotensin II receptor blocker using real-world Japanese data

01 August 2016 - by Kosuke Iwasaki, Yujiro Otsuka

This study examines combination therapies administered following initial therapy with an angiotensin II receptor blocker in hyperintensive Japanese patients.

Article

Current treatment status and medical cost for multiple sclerosis based on analysis of a Japanese claims database

04 April 2016 - by Kosuke Iwasaki, Yujiro Otsuka

This study provides up-to-date information on the demographics, medical treatment and cost status of multiple sclerosis treatment in Japan in almost real-time by using a claims database.

Yujiro Otsuka

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Experience

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Read their latest work

Some uses of generative AI in healthcare and implications for health insurers

Analysis of second- and third-line antihypertensive treatments after initial therapy with an angiotensin II receptor blocker using real-world Japanese data

Current treatment status and medical cost for multiple sclerosis based on analysis of a Japanese claims database

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Yujiro Otsuka

Experience

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