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Research & development
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Vers une modélisation jointe de l’impact de plusieurs facteurs climatiques sur la mortalité
Application: modélisation jointe des températures et de la pollution de l’air
Barometer of generative AI adoption in the European insurance industry
Milliman has analyzed adoption and use of generative artificial intelligence (AI) by insurers in the European market.
Climate-driven mortality projections under different scenarios
Application: Forecasting the impact of high temperatures on mortality in the Netherlands
Climate stress tests on corporate bonds
The effects of climate change are increasingly noticeable, particularly those affecting economic activity.
Backtesting of dynamic hedging of RILA
Comparing static vs. dynamic hedging with a Monte Carlo perspective for decision making
The impact of climate change on winter mortality: A complex phenomenon with an uncertain future
In this study, we detail the mechanisms of the impact of changing winter weather conditions on the human body, define the climatic variables of interest, and present appropriate models.
Etude de la mortalité par causes et par facteurs socio-économiques en France
La modélisation de la mortalité par causes de décès permet en effet de repérer les maladies qui bénéficient le plus des avancées médicales, ainsi que celles qui au contraire se généralisent au cours des dernières années.
Individual claim reserving: A complementary approach to aggregated methods
Consistent equity risk-neutral valuation under climate stress tests
This paper proposes a methodology for simulating proper risk-neutral scenarios used to perform best-estimate calculations that integrate some climate transition risk, analyzing their impact on a virtual insurer's balance sheet.
Modeling financial losses from a ransomware attack using a causal approach
With ransomware attacks on the rise all over the world, regulators are keeping a close eye on the reimbursement of ransoms by insurers.