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Summary:

I have been working with fair valuation models and principles and with cash flow projections in life and pension insurance for the last years. This work includes mortality investigation studies and models for mortality improvements. I have been involved in designing new (unit-linked) life insurance products and developing methods for controlling the risk associated with these products.

Specialties:

Actuarial Innovation, Market-consistent valuation in life insurance, unit-linked insurance contracts, design and hedging of life insurance contracts, Solvency II, quantitative and actuarial research, mortality risk-management, mortality derivatives.