Niels Van der Laan is a principal and consulting actuary in the Amsterdam office of Milliman. He joined the firm in 2011. Niels carries out consulting assignments in the field of property & casualty and disability in the Netherlands and Belgium. Before joining Milliman, Niels worked at Towers and Watson and predecessors for five years.
Niels has more than 15 years of consulting experience in the field of property & casualty and disability. He has also worked on several projects in the fields of health and life insurance.
Niels has performed a wide range of actuarial consulting assignments for a variety of clients, mainly European insurers. He is specialised in non-life and covers all areas, including reserving, pricing, product development, valuation, capital modelling, Solvency II, IFRS, and M&As.
Niels is a frequent speaker at professional seminars and has been teaching at the University of Amsterdam, where he has given courses on pricing and disability insurance.
Professional Designations
Fellow, Actuarieel Genootschap (Dutch Society of Actuaries)
Education
Post Master to Actuary AG, Dutch Actuarial Institute
Master’s degree, Econometrics and Operational Science, VU Amsterdam
Master’s degree, Actuarial Science, University of Amsterdam
Affiliations
Niels is an active member of the Dutch Actuarial Association. Over the years, he has participated in several working groups and commissions, and was a member of the Insurance Committee of the Dutch Actuarial Association.
17 December 2025 - by Niels Van der Laan, Fernando Mierzejewski
Insurance-linked securities can broaden reinsurance capacity, but insurers need substantial modelling expertise in the absence of liquid secondary markets.
14 January 2025 - by Lucian Franzky, Joost Broens, Niels Van der Laan
We review key provisions of EIOPA’s proportionality framework under Solvency II, a regime that aims to reduce the regulatory burden on smaller insurance undertakings.
02 May 2024 - by Jan Thiemen Postema, Daniël van Dam, Menno van Wijk, Niels Van der Laan, Antoine Rainaud, Eve Titon
We present a framework and tools for projecting insured flood losses in the Netherlands and France, which can be used for insurance portfolios across Europe.
25 April 2012 - by Peter Franken, Wouter Klaassen, Niels Van der Laan
De kapitaalsvereiste onder Solvency II wordt bij gebruik van het standaardmodel voor het premie en reserve risico voor schadeverzekeraars berekend op basis van een model met vaste parameters per productsegment. Dit betekent dat het aan te houden kapitaal bij gebruik