Tokio Millennium Re Secures Risk Management Platform and Economic Scenario Generator From DFA Capital Management

Selected for Asset Modeling and Risk Aggregation

PURCHASE, NY— May 13, 2008— DFA Capital Management Inc. (DFA), the leading provider of Enterprise Risk Management solutions to the insurance industry, announced today that Tokio Millennium Re Ltd. (TMR), a wholly-owned subsidiary of the Tokio Marine and Nichido Fire Insurance Co., Ltd., has agreed to purchase its modeling and analysis software to secure a superior level of economic modeling, asset management and risk aggregation capabilities.

The Bermuda-based TMR writes property catastrophe reinsurance for unpredictable events such as hurricanes, windstorms, earthquakes, floods and other man-made or natural disasters. The company also writes terrorism, crop/hail, and workers compensation excess of loss reinsurance.

In looking for an Enterprise Risk Management solution that would integrate with their current systems and leverage existing business logic, TMR evaluated multiple vendors before selecting DFA’s ADVISE™ and GEMS™.

“TMR was looking to improve their risk modeling capabilities because they felt they were not able to model their assets adequately and they believed they needed to be able to better simulate global economic conditions for decision making purposes,” said Lisa Cash, EVP of Sales and Marketing, DFA Capital Management.

DFA’s software models multiple entities and can easily perform financial consolidations of two or more entities, with full accounting for ownership and the resulting financial statement eliminations. Furthermore, the ADVISE stochastic modeling technology produces financial statements according to regulatory and economic standards, and offers a separate tax module.

“Having the ability to import data into ADVISE from existing systems so risk management could be done on an aggregate basis was key,” said Edwin Jordan, Senior Vice President. “Another thing that impressed us was that ADVISE has a pre-built framework so you don’t have to spend time programming, which made it faster to implement and more cost-effective than other systems currently on the market that require extensive consulting engagements throughout the installation process.”

DFA's GEMS economic scenario generator, a tool that simulates a company's economic operating environment, offers TMR a superior level of economic modeling that it did not have before – including multi-currency capabilities, which was very important to the global company.

“We found that the superior quality of economic modeling that is provided through GEMS to be unlike any other products on the market. This solution will enable us to thoroughly analyze our various lines of business and simulate numerous financial risk scenarios that could have a potential impact on them,” said Tatsuhiko Hoshina, President & Chief Executive Officer.

For more information, go to www.dfa.com.

About DFA Capital Management Inc.

DFA Capital Management Inc. is the market leader in dynamic financial analysis software for the insurance and financial services industries. DFA’s software-based financial and risk management system is a foundation for competitive advantage for any insurance company with multiple business lines, reinsurance activities, rapidly changing business portfolios, and significant premium volumes.

Founded in 1999, DFA Capital Management Inc. is headquartered in Purchase, N.Y., with offices in Germany and Switzerland.

About Tokio Millennium Re Ltd.

Tokio Millennium Re Ltd. is a subsidiary of Tokio Marine & Nichido Fire Insurance Company Limited, Japan’s oldest and largest non-life insurance company, and is primarily engaged in catastrophe excess of loss reinsurance. Tokio Millennium Re Ltd. was founded in Bermuda in March 2000 and is rated “A+” (Superior) by A. M. Best and “AA“ (Very Strong) by Standard & Poor’s.

For media inquiries, contact:

Kathleen Sheridan
Stanton Crenshaw Communications
Tel: +1 212.780.1900
ksheridan@stantoncrenshaw.com

Karen Verelley
Vice President, Marketing
DFA Capital Management
Tel: +1 914.701.7238
Cell: +1 203.856.7273
karen.verelley@dfa.com