Insight

Milliman risk-related insight

22 January 2020

10 January 2020 - By Christine Jello, Suzanne Norman, Patricia L. Renzi

Women face unique obstacles in securing the necessary roadmap for retirement.

07 January 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 182 bps as of the end of December 2019, down 10 basis point from the previous month, driven by an increase in long-term interest rates.

11 December 2019 - By Neil Dissanayake, Peter Lin, Nima Shahroozi

European equity markets had a solid performance in November as optimism grew that a “phase one” trade deal agreement may be reached between the US and China.

11 December 2019 - By Joe Becker

The global equity market in November posted its third consecutive monthly return of more than 2% and its ninth positive monthly return for 2019.

03 December 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 192 bps as of the end of November 2019, up 1 basis point from the previous month, driven by a slight decrease in long-term interest rates.

19 November 2019 - By Heerak Basu, Richard W. Holloway, Philip Jackson, Sanket Kawatkar

In recent years, capital has become more of a constraint for Indian life insurers. This survey of a majority of Indian insurers asks how they're managing risk.

19 November 2019 - By Neil Dissanayake, Peter Lin, Nima Shahroozi

European equity markets had a mixed performance in October.

11 November 2019 - By Joe Becker

The global equity market in October notched its second consecutive monthly return of more than 2% and its eighth positive monthly return for 2019.

11 November 2019 - By Eamon Comerford, Cormac Gleeson, Eoin King, Kevin Manning, Daniel McAleese, Matthew McIlvanna

The potential role of pooled investment funds in helping alleviate Ireland’s affordable housing crisis.

01 November 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 191 bps as of the end of October 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.

25 October 2019 - By Josh Dobiac, Ram Kelkar, Jeanne Russo , David Schreiner

Major initiatives are under way to reform interest rate benchmarks and move away from Interbank Offered Rates (IBOR) to overnight near risk-free rates.

17 October 2019 - By Neil Dissanayake, Peter Lin

European equity markets made a strong recovery in September as the ECB cut the benchmark rate by 10 basis points and restarted its asset purchase programme in response to a weaker economic outlook.

15 October 2019 - By Joe Becker

Global equities rallied in September, recovering all of their losses from August and notching their third consecutive quarter of positive returns.

10 October 2019 - By Claire Booth, Emma Hutchinson

This paper discusses the key findings of the European Insurance and Occupational Pensions Authority’s report titled ‘Cyber Risk for Insurers- Challenges and Opportunities’ with respect to cyber risk as an element of an insurer’s own operational risk profile.

09 October 2019

Markets were mixed for the quarter as investors digested potential risks and opportunities in the market.

03 October 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 201 bps as of the end of September 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.

16 September 2019 - By Molly Barth, John W. Rollins

The visibility of climate’s impact on property hazard is increasingly leading individuals and their chosen leaders to ask: how might an increase in hazard affect the desirability of living in various communities, and how do we manage the socioeconomic impacts?

10 September 2019 - By Joe Becker

Global equities notched their worst month of the summer amidst heightened volatility.

05 September 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 211 bps as of the end of August 2019, up 38 basis points from the previous month, driven by a decrease in long-term interest rates.

03 September 2019 - By Joe Becker

Market observers have posited in recent years that Volatility Control funds represent a focal point of instability for financial markets.

30 August 2019 - By Rachel Soich

Due to the growing instability of directors and officers coverage, insurers have their eyes on three rising risks: increased securities action lawsuits, heightened awareness to social issues, and growing cyber risks and data protection laws.

23 August 2019 - By Neil Dissanayake, Peter Lin

Equity markets had a modest performance in July as the US Federal Reserve lowered interest rates by 25 points for the first time in 11 years.

21 August 2019 - By Chris Beck, Chris Harner

There is a significant need in the market to transform cyber assessments, information technology metrics, and information security into the common language of risk management.

26 July 2019 - By Charlie Howell, Michael Leitschkis, Russell Ward

This paper introduces ESG Rebase, a technology capable of accurately translating a baseline risk-neutral Economic Scenario Generator file representing an entirely different set of market conditions, such as nominal yield curve, equity volatility vector or fixed interest volatility surface.

03 July 2019 - By Claire Booth, Paul Fulcher, Fred Vosvenieks, Russell Ward

This paper provides some context for a discussion of insurer liquidity risk, exploring sources of that risk and providing some examples of where it has challenged insurers in the past.

19 March 2019 - By Joy A. Schwartzman

As corporate officers reevaluate their current directors and officers coverage, it is important to thoroughly understand the type of coverage purchased and to quantify a board’s potential risk or “claim severity.”

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