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Milliman Derivatives Survey 201729 January 2018 - By Neil Dissanayake and Victor Huang and Ram Kelkar and Peter Lin and Chunpu Song and David Schreiner and Marcus Ochmann - Article

This report summarizes key findings from the 2017 update to Milliman’s survey of derivative usage by the global insurance industry.

How effective is variable annuity guarantee hedging?08 December 2016 - By Peter H. Sun and Ram Kelkar and Victor Huang - Article

This paper examines the effectiveness of the hedging programs for a wide variety of Variable Annuity writers.

Milliman Derivatives Survey 201431 March 2015 - By Krupal Rachh and Chunpu Song and Neil Dissanayake and Ram Kelkar and Victor Huang - Article

Our annual global survey of life insurance companies explores trends in risk management practices and derivatives usage within the insurance industry.

OIS discounting for life insurance hedging16 December 2014 - By Fredrik Ehn and Krupal Rachh and Jeff Greco and Neil Dissanayake and Ram Kelkar and Victor Huang - Article

The consequences of a shift towards an OIS-based valuation framework are likely to be wide-reaching.

Milliman Derivatives Survey 201307 April 2014 - By Krupal Rachh and Chunpu Song and Neil Dissanayake and Ram Kelkar and Victor Huang - Article

Our survey explores hedging strategies, which are a major area of concern for insurers due to the risk of sharp increases in life insurance premium rates, declines in the equity markets around the world, and concerns about a deflationary spiral.

Overnight trading strategies07 February 2014 - By Neil Dissanayake and Victor Huang - Article

The impact and potential benefits of expanding futures-based real-time risk management to hours where the cash markets are closed but the futures markets remain open.


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