Articles - Milliman Protection Strategy


Since the early 1950s, most attempts at managing portfolio risk have relied heavily on asset allocation—diversifying exposure among asset classes that have exhibited historically low correlation to one another. This approach has proven to be less effective during major downturns. In 2008, for example, nearly every major asset class was affected by the global economic downturn.

The high correlation among many of the world's major asset classes was likely not a black swan event, but rather the inherent reaction of ever-more-connected global economies.

The declining effectiveness of conventional risk management and the introduction of new risk management strategies have the potential to transform the way people manage risk and save for retirement.

The Milliman Protection Strategy aims to stabilize the volatility of an investment portfolio during periods of significant and sustained market declines, providing investors with the same risk management techniques used by major financial institutions around the world.

 

Back to Index


Similar News to this Story

Changing internal models in a controlled environment
Capital models have advanced significantly since the early 2000s, but the increased complexity can slow decision-making and raise operational risks. T
MGAs, Market Cycles and Lloyd’s
In this episode of MGAA Conversations, host Mike Keating is joined by Rachel Turk, Chief of Market Performance at Lloyd’s of London, for an in-depth d
The actuarial profession stands at an inflection point
The past year has been a truly fascinating one for insurance actuarial professionals. Actuaries around the world have spent much of 2025 navigating co

Site Search

Exact   Any  

Latest Actuarial Jobs

Actuarial Login

Email
Password
 Jobseeker    Client
Reminder Logon

APA Sponsors

Actuarial Jobs & News Feeds

Jobs RSS News RSS

WikiActuary

Be the first to contribute to our definitive actuarial reference forum. Built by actuaries for actuaries.