Insight
Life and Health Insurance M&A
We review the M&A worldwide for life and health insurers in 2021, and an outlook for 2022 and beyond.
Increased volume and sophistication have combined to make full Economic Scenario Generator (ESG) recalibrations increasingly onerous, highlighting the need for alternative approaches. This paper introduces ESG Rebase, a technology capable of accurately translating a baseline risk-neutral ESG file representing an entirely different set of market conditions, such as nominal yield curve, equity volatility vector or fixed interest volatility surface.
Explore more tags from this article
About the Author(s)
INSIGHT
Related Milliman Insight
Contact us
We’re here to help you break through complex challenges and achieve next-level success.
ESG Rebase
This paper introduces ESG Rebase, a technology capable of accurately translating a baseline risk-neutral Economic Scenario Generator file representing an entirely different set of market conditions, such as nominal yield curve, equity volatility vector or fixed interest volatility surface.
Charlie Howell, Michael Leitschkis, Russell Ward