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Luca Cavaliere

ISOA
Principal, Managing Director Italy & CEE
Milan, IT

Luca Cavaliere is principal and managing director for Milliman's practices in Italy and Central and Eastern Europe, which include the offices in Milan, Warsaw, Bucharest, Istanbul, and the satellite office in Nicosia, Cyprus. His team also carries out insurance consulting missions in other parts of Europe. He joined the firm in 2008.

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Experience

Luca has worked on a wide range of assignments since joining Milliman, including a large number of Italian insurers and multinationals..

Luca is a consulting actuary who specialises in life insurance. His experience includes M&A, financial modelling, Asset Liability Management, Solvency II, local, and IFRS reporting.

Publications

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Article

Solvency II 2020 review

24 January 2020 - by Jessica Crowson, David Burston, Neil Christy, Stuart Reynolds, Aisling Barrett, Eoin King, Bridget MacDonnell, Kendall Carolissen, François de Wouters, Luca Cavaliere, Aldo Balestreri, Dominic Clark, Jaroslaw Lech
On 15 October 2019 EIOPA issued a second wave of consultation covering a wide range of areas.
Article

La soluzione Milliman per la generazione di scenari risk-neutral

28 January 2013 - by Luca Cavaliere, Paola Luraschi, Aldo Balestreri
Per rispondere ai bisogni degli assicuratori, incluse le compagnie di piccola e media grandezza, Milliman ha sviluppato una soluzione robusta per la calibrazione di scenari flessibili e di alta qualità, offerta ad un costo ragionevole.
Article

Valuation of policyholder dividends in a market-consistent framework (Working Paper)

11 June 2012 - by Aldo Balestreri, Luca Cavaliere, Christophe Vallet, Takanori Hoshino, Takahiro Kinoshita
This report introduces modeling practices currently observed in France, Italy, and Japan in order to illustrate various issues that many companies are facing when modeling policyholder dividends under a market-consistent framework.