Collin Davidson is a principal and consulting actuary with the Financial Risk Management Practice in Milliman's Chicago office. He joined the firm in 2016.
Collin specializes in hedging, financial reporting, and M&A in the annuity industry. His professional experience consists of extensive work with variable annuities and registered-index linked annuities, spanning modeling via Milliman's MG-Hedge, statutory reporting, and actuarial appraisal responsibilities. Through this work, Collin has developed deep expertise of PBR, hedge modeling, and regulatory reforms such as the NAIC's GOES reform initiative. Collin has also consulted with clients in Bermuda on hedge strategy to support asset liability management within the Bermuda regulatory framework.
Publications and Presentations
Presented at SOA ValAct, "Hedging Considerations for an Evolving RILA Market," 2025.
Co-authored "Exploring RILA and VA synergies through integrated hedging and risk management," 2025.
Presented at SOA ValAct, "Strategic Risk Management for Equity-Based Annuities," 2024.
Co-authored "Here it 'GOES' again," 2024.
Co-authored "NAIC economic scenario reform: A model for VM-21 impact analysis," 2023.
Presented at SOA ImpAct, "Discussing the New NAIC ESG Framework," 2022.
Professional Designations
Fellow, Society of Actuaries
Member, American Academy of Actuaries
Chartered Enterprise Risk Analyst
Education
BS, Actuarial Science and Economics, Elizabethtown College
MA, Public Policy, University of Chicago
Affiliations
Member (and past presenter), Actuaries Club of Philadelphia
21 November 2025 - by Galin Mitchener, Collin Davidson, Zohair Motiwalla
2025 survey: Insurers remain uncertain on implementation of regulatory reforms for GOES and VM-22 principle-based reserving for non-variable annuities.
