![]() ![]() He specializes in market risk modelling of life insurance companies and assists his Clients with the implementation and validation of valuation and real-world models for market risk factors and their aggregation, as well as with the application of Least Squares Monte Carlo (LSMC) proxy models in the context of Internal Models under Solvency II. Mario Zacharias is a Consultant at the Düsseldorf office of Milliman. While on secondment to the FSA, Russell played a key role in the development of the regulator’s approach to the review of risk-based capital under the Individual Capital Assessment (ICA) regime. upload their content, enabling other community media to download and re. Prior to joining Milliman, Russell headed Ernst & Young’s actuarial modelling services for Europe leading implementation of stochastic asset-liability models and the review of ESGs for some of the firm’s audit clients. experimental television, performance and installation art, and caricature. This remarkable estate is nestled away on Monte Mario Hill. ![]() Russell Ward is a Principal with Milliman, focusing on capital modelling, guarantee product development and ALM all of which involve the use of ESGs. Rome Cavalieri is a wedding venue located in Florence, Italy. He has been part of the German Actuarial Society (DAV) working party dedicated to Economic Scenario Generators and taught Financial Mathematics at the University of Cologne. Michael has been dealing with various ESG aspects for about 10 years in the context of MCEV and Solvency II, including credit risk modelling and proxy modelling techniques such as Least Squares Monte Carlo. ![]() Michael Leitschkis is a Principal with Milliman. ![]()
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