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Martijn Fonville, MSC, AAG

Consulting Actuary
Amsterdam, NL

Tel: +31 20 7601801

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Professional Designations

  • Fellow, Actuarieel Genootschap (Dutch Society of Actuaries)


  • Post Master to Actuary AG, Amsterdam Business School
  • Master's degree, Actuarial Science, University of Amsterdam

Current Responsibility

Martijn is a consulting actuary in the Amsterdam office of Milliman. He joined the firm in 2009 and mainly worked on Solvency II related projects since then.

Currently, he is involved in the development of an internal market risk model. This includes:

  • Performing research on the available models for modelling the dynamics of market risks
  • Implementing the chosen models into a software environment
  • Performing the validation tools required by Solvency II (such as testing against experience and sensitivity testing)
  • Documenting the model.

Prior to this, he developed and validated internal premium and reserve risk models and models to determine the risk on disability insurance products (incidence and recovery risk). Besides, he has extensive experience in the area of longevity risk modelling.


Before joining Milliman he worked as an Analyst in J.P. Morgan's London office for 2.5 years. He was based in the insurance structured finance team and within this team he worked on the development of structured securities for insurance companies for the purpose of capital raising and risk management.

He modeled the milestone insurer to capital markets longevity risk transaction. Under this long duration swap Canada Life will pay to J.P. Morgan a series of fixed payments and will receive floating payments that reference the actual benefit payments made by Canada Life on a closed portfolio of retirement pensions.

  • Work at Milliman

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