Speaker: Dr. Markus Orasch, Aktuar DAV (Germany) Willis Towers Watson
Title: Actuarial modelling in life insurance: from profit testing to Solvency II
Date: Thursday August 1, 2019
Time: 1:00 – 2:00 p.m.
Place: HP 4351 (MacPhail Room) Carleton University

We shall overview applications of actuarial models in life insurance, including profit testing, liability and asset liability models. Such models are used in a variety of applications within the life insurance industry, e.g. Embedded Value, corporate planning, M&A, ALM as well as in the context of Solvency II.

Speaker’s background and experience:
Markus has been with Willis Towers Watson since 2002. He works in Cologne, Germany, as well as in Vienna, Austria.  Markus holds a PhD in Mathematics from Carleton University, is a qualified German Actuary (Aktuar DAV), member of the DAV ERM/Capital Management working group, the German Actuarial Association (DGVM), and the Austrian Actuary Association (AVÖ). In 2015/2016 and 2018/2019, he was Visiting Professor of Actuarial Modelling at the University of Salzburg.
Markus’s experience spans a variety of areas, including M&As and IPOs, capital optimization, asset liability management, financial modelling, Solvency II, IFRS 17 in life insurance and pension funds across Europe.