Michel Dacorogna Email and Phone Number
Michel Dacorogna work email
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Michel Dacorogna personal email
I am active in consulting companies on both quantitative and qualitative risk management and to assess IT solutions for quantitative risk management. I also teach at the University of Zurich a course entitled "The Economy of Risk in Insurance" in the master in quantitative finance program.Specialties: Author or co-author of 85 scientific papers published in well-known scientific journals or as contributions in various reputable scientific books (58 in the field of finance and insurance). Co-authored a book published by Academic Press: “Introduction to High Frequency Finance”. In the last years, I also wrote many articles and non technical paper to publicize the techniques used in the field of risk management and reinsurance.
Prs Prime Re Solutions
View- Website:
- prime-re-solutions.expert
- Employees:
- 10
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PartnerPrs Prime Re Solutions Jul 2017 - PresentZoug -
HeadDear-Consulting Jan 2017 - PresentZurichI have founded my own consulting company: Dacorogna Economic and Actuarial Risk Consulting to advise customers on risk management and provide service for model validation and assessment of quantitative approaches to estimate risks as well as providing help in choosing the right IT solutions.
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LecturerUniversity Of Zurich Sep 2009 - PresentZürich Area, SwitzerlandI teach one semester course in the master program for quantitative finance. -
Director Of Risk ManagementThe Geneva Association Sep 2017 - Dec 2019Zürich Area, Switzerland -
Scientific AdvisorScor Aug 2013 - Jul 2016ZurichAs scientific advisor of the president of SCOR, I conduct research in thefield of insurance mathematics, capital management and risks. I am also involvedin presenting to management and to customers SCOR models andcapital management techniques.Member of the board of the SCOR ScienceFoundation and of the joint Research Center on Insurance Risk with the NanyangTechnical University of Singapore, I make sure that SCOR sponsorshipis well put in use and known in the academic world and recognized by theindustry. -
Deputy Chief Risk OfficerScor Apr 2010 - Jul 2013 -
Head Of Financial Analysis And Risk ModelingScor Aug 2007 - Apr 2010We have developed financial analysis model to assess the benefit of reinsurance programs. This involves implementing long-term forecasting models of the economic developments and modeling of the liability risks as well as credit risks. We have been advising on their reinsurance covers more than 8 cedents and two business units of Converium. Parallel to these consulting activities, I am also in charge of our own internal ALM model. This model, reviewed by Oliver Wyman, is used to determine the strategic asset allocation of the company, to allocate capital on a calendar year basis to the different lines of business and evaluate our own retro covers. In this context, I have developed the capital management frame-work, which is now applied by the company. -
Head Of Financial Analysis And Risk ModellingConverium May 2000 - Aug 2007
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Head Of Research And DevelopmentOlsen & Associates Sep 1986 - Apr 2000
Michel Dacorogna Skills
Michel Dacorogna Education Details
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University Of Geneva (Phd) - Postdoc Uc BerkeleyTheoretical Physics
Frequently Asked Questions about Michel Dacorogna
What company does Michel Dacorogna work for?
Michel Dacorogna works for Prs Prime Re Solutions
What is Michel Dacorogna's role at the current company?
Michel Dacorogna's current role is Partner at PRS Prime Re Solutions.
What is Michel Dacorogna's email address?
Michel Dacorogna's email address is md****@****cor.com
What schools did Michel Dacorogna attend?
Michel Dacorogna attended University Of Geneva (Phd) - Postdoc Uc Berkeley.
What skills is Michel Dacorogna known for?
Michel Dacorogna has skills like Reinsurance, Solvency Ii, Enterprise Risk Management, Economic Capital, Quantitative Finance, Financial Risk, Actuarial Science, Risk Management, Market Risk, Alm, Basel Ii, General Insurance.
Who are Michel Dacorogna's colleagues?
Michel Dacorogna's colleagues are Rita Lötscher, Guido Monteverde, Msc, Sav, Frank Cuypers, Olivier Steiger, Paolo Varisco, Carla Bellido Balbuena, Bor Harej.
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