Research & development
Research & development
Overview
Moving the industry forward
Milliman research and development products
Integrate
Milliman Economic Scenario Generator
Milliman research and development insight
Setting discount rates under IFRS 17: Getting the job done
IFRS 17 requires preparers of accounts to derive discount rates for the valuation of the cash flows associated with their insurance contracts.
The cohort effects that never were
The analysis of cohort effects has long fascinated the actuarial community.
Living forever with Solvency II: A closer look at mortality stresses
This white paper proposes two alternative and complementary views to the EIOPA’s final technical set of advice on the mortality and longevity shock calibration: a prospective approach in the spirit of one-year calculations and a retrospective analysis based on historical data from corrected mortality tables.
Reliability issues in the construction of national mortality tables for the general population: What you should know
National mortality tables are crucial inputs to the quantification of mortality and longevity risks. Recent work by Milliman offers methodological improvements for their construction.
Individual claim reserving models: Adding value
Individual claim models (ICMs) are an emerging area of research and practice for estimating loss reserves. Learn how evolution in data collection, storage, and analysis have made ICMs more accessible.