Nicholas Batens
Consultant
Brussels, BE
Nicholas Batens is a consulting actuary in the Belgian office. He joined Milliman in 2018. Previously, since 2002, he worked as an actuarial risk professional and spent more than 10 years as an actuarial consultant.
He is involved in several projects related to IFRS17 and the modelling of insurance liabilities.
Experience
Nicholas is primarily a life actuary with strong expertise in the fields of modeling, valuation, and risk management, which have been the focus of much of his career. Previous experiences includes:
- Stochastic and deterministic liability and asset projections for SII, MCEV, LAT, SAA reporting
- Arbitrage-free pricing and economic scenario generation to value embedded options
- ALM modeling: bonus rules, dynamic credit spread models, cash flow matching, dynamic lapse
- LSMC in the context of an internal SII models
- Process automation and optimisation
Education
- Phd in Mathematics, Ghent University, Belgium
- MSc Actuarial Sciences, KU Leuven, Belgium
- MSc Mathematics, Ghent University, Belgium
Affiliations
- Nicholas is an approved member of the Institute of Actuaries in Belgium (IABE).
Publications
Read their latest work
Article
Analysis of Belgian insurers’ Solvency and Financial Condition Reports: Year-end 2017
11 February 2019 - by Nicholas Batens, Peter Franken, Rens IJsendijk, Kurt Lambrechts
This report provides a summary of Solvency and Financial Condition Reports and the main players in the Belgian market for both life and non-life undertakings.
Article
Analysis of Luxembourg insurers’ Solvency and Financial Condition Reports: Year-end 2017
11 February 2018 - by Nicholas Batens, Peter Franken, Olivier Mahieux
This report provides a summary of the key solvency information on the main life and non-life insurance entities in Luxembourg based on Solvency and Financial Condition Reports as per year-end 2017.