Our Company

1-3 of 3

Using leakage as a control variate09 December 2013 - By Andreas Meister and Marcel Ambrus and Urs Burri and Tigran Kalberer - Article

A new control variate approach that works within existing simulation frameworks to reduce the variance in valuations of insurance liabilities.

Searching for the right proxy approaches to life30 January 2013 - By Zeljko Strkalj and Tigran Kalberer - Article
Selecting and implementing a proxy approach to calculate the solvency capital requirement under Solvency II.Is Life really difficult?06 December 2012 - By Zeljko Strkalj and Tigran Kalberer - Article
How to ensure an adequate proxy approach to Solvency Capital Requirement Calculations.
  • Work at Milliman

    • “I was offered a chance to come in, shake things up, create something."
    Work at Milliman