SCOR supports actuarial science by presenting Actuarial Awards in five countries in 2019


Press Release

December 16, 2019 - N° 36

SCOR supports actuarial science by presenting
Actuarial Awards in five countries in 2019

Every year since 1996, SCOR has rewarded the best academic work in the field of actuarial science with annual prizes in several countries throughout the world. These prizes are designed to promote the development of actuarial science, to encourage research in this field, and to contribute to the improvement of risk knowledge and management. The SCOR Actuarial Awards are recognized in the insurance and reinsurance industries as a mark of excellence. The Actuarial Awards in France are supported by the SCOR Corporate Foundation for Science.

The SCOR Actuarial Awards juries are composed of internationally recognized researchers and insurance, reinsurance and finance professionals. The winners are selected for their command of actuarial concepts, the quality of their analytical methods, and the originality of their research in terms of scientific advances and potential practical applications to the world of risk management.

In 2019, SCOR presented Actuarial Awards in five countries around the world: Sweden (October 12), the UK (November 12), Germany (November 18), Italy (December 11) and France (December 12).

Denis Kessler, Chairman & Chief Executive Officer of SCOR, comments: “The SCOR Actuarial Awards have been rewarding innovative work by young actuaries from around the world for more than 24 years. In keeping with its long-term commitment to research, the SCOR group, through the work of its Corporate Foundation for Science, is proud to contribute to the development of actuarial science and to support new thinking on risk analysis and management while promoting the recognition of young talent.”

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Presentation of the SCOR 2019 Actuarial Awards

On October 11 in Stockholm, Sweden, Svein Børre Solvang, CEO of SCOR Sweden Re, and Malcolm Newman, Managing Director of SCOR’s EMEA Hub, presented the Actuarial prize for Sweden during the annual SCOR Sweden Re conference. The 2019 prize was awarded to Maryna Lundgren, of the Swedish Financial Supervisory Authority, for her dissertation, “Modelling of Expenses in Solvency 2”.

On November 12 in London, UK, Denis Kessler, Chairman & CEO of SCOR, and Andrew Smith, Assistant Professor, School of Mathematics and Statistics, University College Dublin (and incoming Chair of the UK Actuarial Prize Jury), presented the UK Actuarial Award. The 2019 prize went to Vaishno Devi Makam of the Cass Business School, City University London, for her dissertation “Sensitivity Analysis: A weighting approach for ranking the order of model inputs”.

On November 18 in Hannover, Germany, Frieder Knüpling, Chief Risk Officer of SCOR, presented the Actuarial Awards for Germany. The 2019 winners were Gabriele Angela Zeller of the Technical University of Munich, for her thesis “Hawkes Processes in Insurance: Risk Modelling and Optimal Investment”, Manuel Matthias Rach of the University of Ulm, for his dissertation, “Utility Maximization in an Investment Pool”, and Fabienne Sebralla of TH Köln – University of Applied Sciences, for her dissertation, “Evaluation eines Gesundheitsprogramms in der Krankenversicherung mittels Propensity-Score-Matching” (Evaluation of a health program in medical insurance using propensity-score matching).

On December 11 in Milan, Italy, Umberto Gavazzi, Deputy CEO of the Reinsurance business unit at SCOR Global P&C, and president of the jury Prof. Nino Savelli, of Milan’s Università Cattolica del Sacro Cuore, presented the 2019 Actuarial Awards for Italy. The awards went to Alberto Bettini and Johannes Schoenenwald, both of the University of Trieste, for their respective theses: “Reverse sensitivity analysis and application to insurance” and “Modelli Proxy per la determinazione di requisiti di Capitale secondo Solvency II” (Proxy models to fix capital requirements according to Solvency II).

On December 12 in Paris, France, Denis Kessler, Chairman & CEO of SCOR, and André Lévy-Lang, Chairman of the SCOR Corporate Foundation for Science, presented the 2019 Actuarial Awards for France, in conjunction with the French Institute of Actuaries. Claire Mouminoux, of the Claude Bernard Lyon 1 University, received the Prix des Jeunes Docteurs for her thesis, “Biais de comportement et stratégies des participants au marché de l’assurance” (Behavioral biases and strategy of insurance market players). The Prix des Jeunes Actuaires was awarded to Thomas Poinsignon of the Paris Institute of Statistics (ISUP) for his dissertation, “Processus de tarification Non-Vie sur des données chiffrées & anonymisées” (Non-Life Pricing using anonymized quantitative data).

 All the award-winning dissertations and theses can be accessed from the Actuarial Awards page on SCOR’s website:

http://www.scor.com/en/careers/actuarial-prize/library-of-prizes.html

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Anette Rey
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arey@scor.com

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