- Pension Funding Index October 2018
By Charles J. Clark, Zorast Wadia | 12 October 2018
In September, the funded status of the 100 largest corporate defined benefit pension plans rose by $21 billion as measured by the Milliman 100 Pension Funding Index.
- Multiemployer Pension Funding Study: Fall 2018
By Kevin M. Campe, Rex Barker, Robert A. Behar, Timothy L. Connor, Stuart Kliternick, Nina M. Lantz, Joel E. Stewart | 11 October 2018
The Fall 2018 Multiemployer Pension Funding Study updates the estimated funded status of U.S. multiemployer plans as of June 30, 2018, showing the change in funding levels from December 31, 2017.
- Market commentary, 3rd Quarter 2018
11 October 2018
Markets were mostly positive over the quarter except for some non-U.S. markets and long-duration bonds.
- Investment strategy under Solvency II
By Kevin Manning, Eamon Comerford | 11 October 2018
Insurers should consider if their existing investment strategies remain optimal, or even appropriate, under Solvency II.
- Milliman Market Monitor London - 28 September 2018
By Neil Dissanayake, Peter Lin | 11 October 2018
European equity markets declined at the start of September on the back of trade tensions, but gradually recovered over the month.
- The cyber risk spend: How do you quantify the cost of cyber risk – and your return on investment?
By Neil Cantle, Chris Harner, Lisa Henderson | 09 October 2018
As cyber evolves as a threat, companies are facing an increasingly complex enterprise risk management process: the need to not only assess the risk associated with an attack, but also quantify the potential cost of this risk in order to make sure the exposure is both fully protected and efficiently and accurately budgeted.
- Joel Chansky: Captive Insurance Person of Interest
By Joel S. Chansky | 09 October 2018
Joel Chansky talks with the International Risk Management Institute about issues affecting captives and the broader insurance markets.
- Milliman FRM Insight: September 2018 Market Commentary
By Joe Becker | 08 October 2018
S&P posts its best quarterly return since 2013.
- A quantum leap in benchmarking P&C reserve ranges
By Mark R. Shapland | 05 October 2018
Traditional development pattern benchmarks have provided some support in estimating fundamental liabilities, but even here, the process has long been a one-dimensional exercise, at least until now.
- A quantum leap in benchmarking P&C unpaid claim distributions
By Mark R. Shapland | 05 October 2018
Much like the decisions about a central estimate, quantifying the uncertainty (i.e., determining a loss distribution) is prone to many of the same vulnerabilities of subjectivity and method/model error.