Please find a selection of my publications and presentations on various actuarial topics below. Publications in German Language are marked with “DE”. If you are interested in one of the articles or presentation slides, please contact me.
- Breathing Room – the impact of the reform of the Zinszusatzreserve
in The Actuary Online Magazine of the Institute anf Faculty of Actuaries 5/2/2019 - The German Life Market – A Rearguard Action (together with Kai Kaufhold)
in Newsletter 89, November 2017 of the Reinsurance Section of the Society of Actuaries - Small Data – Actuarial survival analysis for insurance and pension portfolios (DE)
Presentation at local DAV meeting in Wiesbaden on 8/3/2017 - Run-off in life insurance (DE)
in: Assets & Liabilities 2/2016, Gen Re - “Zinszusatzreserve” and “Sicherungsbedarf” – Medicine with side effects (DE)
Presentation at local DAV meeting Rhein/Neckar/Saar on 11/10/2016 - Considerations on the calculation of “Sicherungsbedarf” and “Zinszusatzreserve” (DE)
Presentation at local DAV meeting in Cologne on 6/1/2015 - New technical interest rate – new cost models – new products? (DE)
Presentation at the Forum for Appointed Actuaries at Gen Re in Cologne on 14/10/2013 - The illiquidity premium in the QIS5 model – An attempt to make the Solvency II model more tolerable. (DE)
Presentation at the VVB expert group meeting on capital investment on 25/03/2011 in Düsseldorf - Risk modelling in Pillar 2 – Challenges for practical implementation. (DE)
Presentation at local DAV meeting in Cologne on 04/05/2010 - What can the requirements of Solvency II, and in particular those of Pillar II, mean for a small insurance company? (DE)
Presentation at the international Solvency II conference of the GDV 24/10/2007 - Solvency II and risk management in the insurance industry (DE)
in: Erdönmez (Ed.) Trends and Challenges in Reinsurance – Perspectives of Practice, I. VW Management Information Special Issue Volume 7, University of Sankt Gallen, 2004 - Impact of Solvency II on the insurance industry (DE)
Presentation at the insurance colloquium “Development of Insurance Supervision” at the Institute for Insurance Science at the University of Cologne, 23/1/2004 - Risk management and value-based management in the context of Solvency II (DE)
in: Assets & Liabilities, Gen Re, 1/2004 - Solvency II – The main features of the new supervisory system become visible. (DE)
in: Assets & Liabilities, Gen Re 3/2003 - From Müller Report to Solvency II (DE)
in: Assets & Liabilities, Gen Re, 3/2002 (Part 1)4/2002 (Part 2) - International Expansion – A United Kingdom Perspective
(Collaboration with actuarial colleagues from the UK)
in: British Actuarial Journal 6, I, 3-54 (2000)