Sijbo Holtman
PhD
Consultant
1101 BE, NL
Sijbo Holtman is a consultant in the Amsterdam office of Milliman. His main areas of expertise are related to balance sheet management, risk management, and risk and capital modelling.
Experience
Sijbo joined Milliman in 2024 and has more than 13 years of experience in the financial industry.
Before joining Milliman, Sijbo had various roles at large Dutch insurance companies. He worked in both risk and finance departments. His latest role was manager, Balance Sheet Management.
Throughout his career, Sijbo has worked on a range of balance sheet management topics such as asset-liability management, hedging, liquidity management, and capital initiatives. His experience also includes internal model development, capital modelling, valuation, and reporting.
Education
- PhD, Mathematics, University of Groningen
- MsC, Physics, University of Groningen
Publications
Read their latest work
Article
新たなボラティリティ調整フレームワーク
10 March 2025 - by Seán McCaw, Sijbo Holtman, Joost Broens
ソルベンシーII指令の改正後、移行によるソルベンシーII比率の水準に対する即時的影響は管理可能であると思われます。
Article
Navigating the new volatility adjustment framework
10 March 2025 - by Seán McCaw, Sijbo Holtman, Joost Broens
After the amendments to the Solvency II Directive, we expect the immediate transitional impact on Solvency II ratio levels to be manageable.
Article
Analysing 2023 Solvency and Financial Condition Reports (SFCR) of life, non-life and composite insurers in Belgium
19 December 2024 - by Rik van Beers, Sijbo Holtman, Rens IJsendijk
We give an overview of our main observations resulting from analysing the 2023 SFCRs of 45 Belgian insurers, selected based on their total assets.
Article
ベルギーの生命保険、損害保険、および生損保兼営保険会社のソルベンシーおよび財務状況報告書の分析：2023年
19 December 2024 - by Rik van Beers, Sijbo Holtman, Rens IJsendijk
総資産に基づいて選定されたベルギーの保険会社45社の2023年のソルベンシーおよび財務状況報告書を分析した結果から得られた主な考察結果についてお伝えします。
Article
株式投資、対称調整の更新、ソルベンシーII比率の安定性
21 October 2024 - by Charly Hunsicker, Sijbo Holtman, Joost Broens
ソルベンシーII：本稿では、標準フォーミュラの株式リスクモジュールに対する対称調整の改正についてまとめ、またそれ以外の知見についてもお伝えします。
Article
Equity investments, symmetric adjustment updates, and Solvency II ratio stability
21 October 2024 - by Charly Hunsicker, Sijbo Holtman, Joost Broens
Solvency II: We summarize the amendment to the symmetric adjustment of the standard-formula equity-risk module, and provide some other insights.
Article
Analysing 2023 Solvency and Financial Condition Reports (SFCR) of life insurers in The Netherlands
23 September 2024 - by Cornelis Slagmolen, Sijbo Holtman, Koen Zomerdijk, Rens IJsendijk
We analyse the SFCRs of eight entities of Dutch life insurers, representing about 98% of the total assets of the Netherlands market.
Article
オランダの生命保険会社のソルベンシーおよび財務状況報告書の分析：2023年
23 September 2024 - by Cornelis Slagmolen, Sijbo Holtman, Koen Zomerdijk, Rens IJsendijk
ミリマンでは、オランダの生命保険市場の総資産の98%を占める生命保険会社8社のSFCRsについて分析しました。
Article
Consequences of Solvency II extrapolation methods in the higher interest rate environment
24 April 2024 - by Floris Brull, Joost Broens, Sijbo Holtman, Tarik Aouragh
We examine a key question with higher interest rates: How do variations in Solvency II extrapolation methods influence the valuation of insurance liabilities?
Article
高金利環境におけるソルベンシーII補外手法の影響
24 April 2024 - by Floris Brull, Joost Broens, Sijbo Holtman, Tarik Aouragh
ソルベンシーⅡで認められている様々な補外手法が、保険負債の評価にどのような影響を与えるのかという、金利上昇に伴う重要な疑問について検証しました。