Rome, 2020

Dacorogna Michel

The Price of Being a Systemically Important Financial Institution (SIFI)

Partner at Prime Re Solutions Zug, Switzerland and Lecturer University and ETH Zurich

 

Michel Dacorogna was until recently the deputy Chief Risk Officer of the group of SCOR in charge of the project Solvency II and development of the group internal model. He was at the origin of SCOR's internal model, which he developed with his team for more than 10 years. He also developed for customers methods to structure reinsurance covers and judge their economic efficiency.

He has published more than 85 articles in scientific refereed journals and is an associate editor of “Quantitative Finance”.

Abstract

 

Contacts

https://www.prime-re-solutions.expert/prof-dr-michel-dacorogna