Welcome to Milliman France

IFRS 17

The new IFRS standard for insurance contracts promises to have a transformative effect on insurers’ financial reporting. Milliman has unparalleled experience with Solvency II and other regulatory regimes, coupled with groundbreaking systems implementation and industrialisation capabilities.

Learn more

Solvency II

Milliman is ideally placed to help your business successfully manage Solvency II implementation.

Learn more

Predictive Analytics

A solution for the new needs of predictive analytics.

Learn more

Research & Development

Providing thorough, innovative research using sophisticated actuarial techniques to propel our clients into the future.

Learn more

MILLIMAN ANNUAL REPORT

Extreme Weather Events in Europe

Our extensive research helps European insurers understand the scale of last year's drought, heat waves, and floods —and anticipate what business decisions could lie ahead.

Read the report

We're driving the future with our analytics and modelling technologies

Financial Modeling Platform with Excel language

Milliman MIND

Milliman Mind is a flexible and easy-to-use web-based platform which automatically converts Excel spreadsheets into more powerful models.

Learn more

Solvency II reporting & compliance

VEGA

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

Learn more

Economic Scenarios Generation

Milliman Economic Scenario Generator

The Milliman Economic Scenario Generator is a cloud-native economic scenarios generator that provides advanced modelling capabilities for both risk-neutral and real-world applications. The Milliman Economic Scenario Generator delivers secured regulatory compliance as well as production efficiency through its reactive web interface and integration-ready API.

Learn more

Explore more Insight from Milliman experts across Europe

Insight

Insight from Milliman

Modeles Predictifs et Projections Climatiques pour le risque de subsidence RGA

Article

Estimating long-term implied volatility for the valuation of insurance liabilities

This paper explores options available to address the challenge of deriving market-consistent but stable long-term volatility assumptions for valuation of liabilities.

Read the article

Article