Publications
Read their latest work
Article
Process automation in actuarial modelling: A PRT pricing case study
17 February 2026 - by Claire Booth, Sam Burgess, Adel Cherchali, Maxence Colin, Jessica Crowson, Céline Francony, Mirakh Modasia, Russell Osman
Pricing bulk purchase annuities: We show how AI tools can automate data checks, extract key information, and reformat data for model input.
Article
監督声明5/25:気候関連リスク管理に関する銀行および保険会社のアプローチ強化
29 January 2026 - by Claire Booth, Monique Mahabir, Amy Nicholson, Nick Spencer
SS5/25は、より明確で比例的な気候関連リスクに関する期待事項を導入し、英国の保険会社に対してガバナンス、リスク管理、データ対応力の強化を求めています。
Article
Supervisory Statement 5/25: Enhancing banks’ and insurers’ approaches to managing climate-related risks
29 January 2026 - by Claire Booth, Monique Mahabir, Amy Nicholson, Nick Spencer
SS5/25 introduces clearer, more proportionate climate-risk expectations, calling on UK insurers to strengthen governance, risk and data capabilities.
Article
Shareholder value reporting in Europe: Solvency based metrics
11 November 2025 - by Claire Booth, David Burston, Monique Mahabir, Chew Hou Ng, Subadra Raman, Stuart Reynolds, Isabel Stansfield, Kelly Yang
We review the value and capital generation metrics for Solvency II, Solvency UK and Swiss Solvency Test as of year-end 2024.
Article
欧州における株主価値の報告:ソルベンシーIIに基づく指標
11 November 2025 - by Claire Booth, David Burston, Monique Mahabir, Chew Hou Ng, Subadra Raman, Stuart Reynolds, Isabel Stansfield, Kelly Yang
本稿では、ミリマンの2024年末時点のソルベンシーII、ソルベンシーUK、スイス・ソルベンシーテストに基づく価値および資本生成の指標について考察します。
Article
英国の年金リスク移転(PRT)の注目トピック
25 July 2025 - by Claire Booth, Jessica Crowson, Matthew Ford, Florin Ginghina
本稿では、英国の年金リスク移転(PRT)市場の現状、料率やスプレッド、イノベーション、規制動向、また保険会社に関連するその他の課題について論じます。
Article
Pension risk transfer (PRT) hot topics
25 July 2025 - by Claire Booth, Jessica Crowson, Matthew Ford, Florin Ginghina
We discuss the state of the UK PRT market, rates and spreads, innovation, regulatory developments, and other issues for insurers.
Article
コンサルテーションペーパーCP10/25まとめ:銀行および保険会社の気候関連リスク管理手法の強化について
18 July 2025 - by Claire Booth, Monique Mahabir, Amy Nicholson, Nick Spencer
気候リスク管理の強化を目的とするPRAのコンサルテーションペーパー10/25を受けて、本稿では、その提案内容および保険会社特有の論点について解説します。
Article
Summarising Consultation Paper 10/25: Enhancing banks’ and insurers’ approaches to managing climate-related risks
18 July 2025 - by Claire Booth, Monique Mahabir, Amy Nicholson, Nick Spencer
In the wake of the PRA’s Consultation Paper 10/25, which aims at enhancing the management of climate risks, we cover its proposals and insurance-specific issues.
Article
Climate forecast: Looking beyond net-zero mortality predictions
27 February 2025 - by Adél Drew, Alan McDonagh, Arushi Mittal, Charlie Howell, Claire Booth, Gaël Neuhaus, Nick Spencer, Tatiana Egoshina
Our prototype climate mortality model explores on a high level the interactions of various climate and socio-economic factors on excess mortality.
