Charlie Howell
FIA, CERA
Consultant
London, UK
Charlie Howell is a consulting actuary based in Milliman's London Life and Financial Services Practice. Charlie joined Milliman in 2016.
Experience
Charlie has worked on a wide variety of actuarial projects covering areas, including internal model capital modelling, Solvency II, system migrations, and various research assignments.
Professional Designations
- Fellow of the Institute and Faculty of Actuaries
- Chartered Enterprise Risk Analyst
Education
- BA Economics, University of Cambridge
Publications
Read their latest work
Article
Retirement income in a Defined Contribution pensions world
27 October 2023 - by Neil Dissanayake, Charlie Howell, Russell Ward
In today’s world of defined contribution retirement plans, we explore the use of some key tools that can significantly help retirees balance the level, sustainability and stability of their income.
Article
Artificial intelligence governance principles: A summary of the report by EIOPA’s consultative expert group on digital ethics in insurance
30 July 2021 - by Charlie Howell, Kapil Relwani
We summarize recent guidance, which covers how insurers can harness the benefits of AI, address the risks it generates, and promote trust in its use.
Article
Artificial Intelligence: The ethical use of AI in the life insurance sector
24 November 2020 - by David Burston, Charlie Howell, Andrew Gilchrist, Philip Simpson
Life insurance has a data-fuelled business model that makes it an industry that appears, on the surface, to be well primed for the technological advances that artificial intelligence can offer in addressing the challenges it faces in an increasingly digital world.
Article
ESG Rebase
26 July 2019 - by Charlie Howell, Michael Leitschkis, Russell Ward
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.