Investment management and actuarial consulting services to life insurers and financial institutions
Milliman FRM offers an end-to-end annuity risk management solution. We start with each client’s seriatim inforce data, calculate liability risk exposures, execute derivatives transactions and provide performance attribution.
Expertise spans a range of products, including variable annuities, fixed indexed annuities, registered index linked annuities, as well as variable and indexed universal life.
Extensive experience designing and implementing strategies, ranging from daily intensive dynamic hedging strategies to fully static strategies, and hybrids of the two.
Strategies developed are built to account for key economic, GAAP, and statutory frameworks.
This paper discusses risk-free curve selection and setting of the discounting spread (over the risk-free rate) for variable annuity fair valuation.
This paper examines the hedge effectiveness of a wide range of Variable Annuity carriers.
This paper examines the hedge effectiveness of a wide range of Variable Annuity carriers.
We're passionate about partnering with people to solve complex problems and develop innovative and disruptive investment solutions.
We're passionate about partnering with people to solve complex problems and develop innovative and disruptive investment solutions.