Publications
Read their latest work
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.
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
16 September 2024 - by Sam Burgess, David Burston, Tatiana Egoshina, Andrew Kirk, Chew Hou Ng, Stuart Reynolds, Isabel Stansfield, Lyndsay Wrobel
ミリマンの2024年サマリー版年次報告では、ソルベンシーIIに基づく指標の昨年の結果について詳述し、報告における主要なテーマについて考察します。
Article
ソルベンシーIIレビューのアップデート:PS2/24およびPS3/24
06 March 2024 - by Tatiana Egoshina, Florin Ginghina
2024年2月、英国の健全性規制機構(Prudential Regulation Authority、PRA)は、現在実施しているソルベンシーIIレビューの一環として、2024年中に公表予定の最初の2つの規則を公表しました。
Article
Shareholder value reporting in Europe: Solvency II based metrics
13 November 2023 - by Sam Burgess, Tatiana Egoshina, Stuart Reynolds, Isabel Stansfield, Lyndsay Wrobel
This report summarises the annual research performed by Milliman which looks at Solvency II based metrics for a sample of over 20 firms in Europe based on disclosures at year-end 2022.
Article
因果モデル:気候リスクおよび資産リターンを考慮したモデル適用の可能性
18 October 2022 - by Chris Beck, Adél Drew, Lewis Duffy, Tatiana Egoshina, Russell Ward
将来の資産リターンに対する気候リスクの潜在的影響を探るために役立つツールとなるモデリングのアプローチを例示します。
Article
Operational risk modelling
18 January 2022 - by Adél Drew, Tatiana Egoshina, Jack Huffer
The simplistic nature of the standard formula for operational risk under Solvency II can lead to excessive capital requirements, so we offer another approach.
Article
Solvency II own funds approach to shareholder value reporting
01 June 2017 - by Tatiana Egoshina, Stuart Reynolds, Philip Simpson
This note proposes a reporting approach that links back to the Solvency II balance sheet and makes an allowance for items of value that may not be included within Solvency II calculations and disclosures.