Skip to main content

Yujiro Otsuka

Tokyo, JP

Yujiro Otsuka joined Milliman in October 2008. He consults with Japanese financial institutions on financial risk management and other key strategic issues. He has supported clients in variable and foreign currency annuity design, with a focus on risk management issues, especially the implementation of hedge programs and reinsurance. Otsuka's work has included the development of various software tools, including Milliman's Valuation of Variable Annuity (VoVA) and its economic scenario generator. In addition, he has helped clients with economic capital reporting, including internal model development and market consistent EV analyses. Recently, he has developed innovative techniques to support healthcare analytics, including multilayer neural networks, risk adjustment techniques in real world data analysis, and hierarchical Bayesian model in network meta-analysis.

popup image