Personal Information
Organization / Workplace
Prague, The Capital, Czech Republic Czech Republic
Occupation
Actuarial Analyst in Reinsurance
Industry
Finance / Banking / Insurance
About
Actuarial Analyst in Reinsurance
Pricing and optimization reinsurance treaties in the whole CEE region.
Pricing of non-proportional and proportional treaties, mostly property and MTPL.
Using standard pricing methods as experience, exposure and frequency&severity approach.
Building complex stochastic models in DFA tool Remetrica.
Working on small accounts but as well on complex reinsurance solutions for retrocessions.
Using outputs from catastrophic models for pricing cat property programs on reinsurance and retro reinsurance basis.
Estimating market trends, parameters and market benchmarking of reinsurance treaties.
Cooperation with colleagues from other offices of AON Benfield.
Working ...
Tags
credit valuation adjustment
counterparty default risk
debit valuation adjustment
See more
Documents
(1)Personal Information
Organization / Workplace
Prague, The Capital, Czech Republic Czech Republic
Occupation
Actuarial Analyst in Reinsurance
Industry
Finance / Banking / Insurance
About
Actuarial Analyst in Reinsurance
Pricing and optimization reinsurance treaties in the whole CEE region.
Pricing of non-proportional and proportional treaties, mostly property and MTPL.
Using standard pricing methods as experience, exposure and frequency&severity approach.
Building complex stochastic models in DFA tool Remetrica.
Working on small accounts but as well on complex reinsurance solutions for retrocessions.
Using outputs from catastrophic models for pricing cat property programs on reinsurance and retro reinsurance basis.
Estimating market trends, parameters and market benchmarking of reinsurance treaties.
Cooperation with colleagues from other offices of AON Benfield.
Working ...
Tags
credit valuation adjustment
counterparty default risk
debit valuation adjustment
See more