Michel Dacorogna Email & Phone Number

Zoug

Zurich

I 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.

Zürich Area, Switzerland

I teach one semester course in the master program for quantitative finance.

Zürich Area, Switzerland

Zurich

As 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.

We 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.