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Sijbo Holtman

PhD
Consultant
1101 BE, NL
31 6 23 02 15 06

Sijbo Holtman is a consultant in the Amsterdam office of Milliman. His main areas of expertise are related to balance sheet management, risk management, and risk and capital modelling.

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Experience

Sijbo joined Milliman in 2024 and has more than 13 years of experience in the financial industry.

Before joining Milliman, Sijbo had various roles at large Dutch insurance companies. He worked in both risk and finance departments. His latest role was manager, Balance Sheet Management.

Throughout his career, Sijbo has worked on a range of balance sheet management topics such as asset-liability management, hedging, liquidity management, and capital initiatives. His experience also includes internal model development, capital modelling, valuation, and reporting.

Publications

Read their latest work

Article

確率論的ソルベンシー資本プロジェクションの紹介

18 December 2025 - by Yohav Touitou, Sijbo Holtman, David Harris
本稿では、確率的モデリング手法を導入して複数年にわたるソルベンシー予測を行うことが、保険会社にもたらす付加価値について考察します。
Article

An introduction to stochastic solvency capital projections

18 December 2025 - by Yohav Touitou, Sijbo Holtman, David Harris
We explore the added value to insurers of incorporating a stochastic modelling approach for conducting multiyear solvency projections.
Article

クラスタリング技術：イノベーションと実践的実装

29 October 2025 - by Aatman Dattani, Avi Freedman, Corey Grigg, Jan Thiemen Postema, Karol Maciejewski, Sijbo Holtman
本稿では、保険会社の計算効率を大幅に向上させるのに役立つ進化するモデル圧縮技術を取り上げます。
Article

Clustering techniques: Innovations and practical implementation

29 October 2025 - by Aatman Dattani, Avi Freedman, Corey Grigg, Jan Thiemen Postema, Karol Maciejewski, Sijbo Holtman
We explore evolving model compression techniques that can help insurers achieve significant computational efficiency gains.
Article

新たなボラティリティ調整フレームワーク

10 March 2025 - by Seán McCaw, Sijbo Holtman, Joost Broens
ソルベンシーII指令の改正後、移行によるソルベンシーII比率の水準に対する即時的影響は管理可能であると思われます。
Article

Navigating the new volatility adjustment framework

10 March 2025 - by Seán McCaw, Sijbo Holtman, Joost Broens
After the amendments to the Solvency II Directive, we expect the immediate transitional impact on Solvency II ratio levels to be manageable.
Article

Analysing 2023 Solvency and Financial Condition Reports (SFCR) of life, non-life and composite insurers in Belgium

19 December 2024 - by Rik van Beers, Sijbo Holtman, Rens IJsendijk
We give an overview of our main observations resulting from analysing the 2023 SFCRs of 45 Belgian insurers, selected based on their total assets.
Article

ベルギーの生命保険、損害保険、および生損保兼営保険会社のソルベンシーおよび財務状況報告書の分析：2023年

19 December 2024 - by Rik van Beers, Sijbo Holtman, Rens IJsendijk
総資産に基づいて選定されたベルギーの保険会社45社の2023年のソルベンシーおよび財務状況報告書を分析した結果から得られた主な考察結果についてお伝えします。
Article

株式投資、対称調整の更新、ソルベンシーII比率の安定性

21 October 2024 - by Charly Hunsicker, Sijbo Holtman, Joost Broens
ソルベンシーII：本稿では、標準フォーミュラの株式リスクモジュールに対する対称調整の改正についてまとめ、またそれ以外の知見についてもお伝えします。
Article

Equity investments, symmetric adjustment updates, and Solvency II ratio stability

21 October 2024 - by Charly Hunsicker, Sijbo Holtman, Joost Broens
Solvency II: We summarize the amendment to the symmetric adjustment of the standard-formula equity-risk module, and provide some other insights.