In a bowl, whisk the egg yolks fluffy until they are thickened and pale yellow. Gradually add the sugar to the yolks, then under continuous beating add the milk and 2/3 of the heavy cream.

Add the rum, Cognac and whiskey to the egg mixture. At this point you might just want to add 90% of the alcoholic beverages if you want a lighter eggnog. Continue stirring the mixture well for a few more minutes. This process will “cook” the eggs.

The steps above can be done several hours ahead and the mixture can be kept in the refrigerator.

Whip the remaining cream to a soft peak and the egg whites stiff.

Gently fold the whipped cream into the egg mixture, followed by the egg whites and just before serving gently fold in the vanilla ice cream.

Pour into the desired glasses and sprinkle with the freshly grated nutmeg.