Insurance Solutions

Capital management

Establishing a strong foundation

In the rapidly changing arena of capital management, we offer objective insight. As insurers develop new products with complex risks, we help measure and manage related capital and reserve levels, with expertise in frameworks around the world. Our risk-management expertise positions us to provide strategic advice. As economic capital methodologies continue to evolve, with Milliman, you know you’ll have sound best practices on your side.

OVERVIEW

Milliman capital management solutions

Economic capital modeling

We can help you implement economic capital models aligned with business strategies, with realistic assessments for today and tomorrow. You can rely on our strong track record of tailoring internal capital models to satisfy specific needs. We provide the incisive analysis necessary to meet regulators' requirements and to conform to emerging industry standards in the United States, under Solvency II in Europe, and using the IAIS global framework.

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Actuarial transformation solutions

Milliman Integrate® is an actuarial platform with features that help companies stay more agile and responsive with advanced capital management capabilities. Although insurers need to meet quarterly requirements, market factors and other external pressures can affect the capital position every day. With Integrate, actuaries can evaluate real-time changes in market conditions on their capital position in just a few hours.

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Insight

Milliman capital management insight

white paper

Prepayment risk in a VM-22 world: Structural dynamics, scenario behavior, and portfolio implications for life insurers

We consider an insurer's $1 billion investment portfolio to show how the mechanics of prepayment behavior manifest under Virtual Manual (VM)-22.

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White paper

Bridging the private-credit modeling gap: A nearest-neighbor approach for insurers

As insurers boost their private credit allocations, we propose a method for projecting cash flows without bespoke modeling.

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Article

An introduction to stochastic solvency capital projections

We explore the added value to insurers of incorporating a stochastic modelling approach for conducting multiyear solvency projections.

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Article

Actuaries in a growing market for insurance-linked securities

Insurance-linked securities can broaden reinsurance capacity, but insurers need substantial modelling expertise in the absence of liquid secondary markets.

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Milliman capital management products

Financial modeling and industrialization

Financial modeling & industrialization

Integrate

Automate and accelerate actuarial modeling and reporting with a powerful, cloud-based solution.

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Solvency II reporting & compliance

VEGA

Streamline Solvency II compliance with a multi-user, multi-site tool for Standard Formula SCR and quantitative reporting templates.

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Reserve and liability modeling

NAVI

Dramatically reduce the time required for life insurance reserves and liabilities calculations with innovative modeling.

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Solvency II compliance

Solvency II Compliance Assessment Tool

Stay Solvency II compliant with our cloud-based tool, simplifying the latest regulations into straightforward self-assessments while tracking your compliance progress.

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Mortgage platform for investments & reinsurance

Milliman M-PIRe

A comprehensive platform to evaluate mortgage investment opportunities, trends in the market, and portfolio aggregation.

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Capital management