Michel Dacorogna, born in Alexandria (Egypt), received his
Habilitation, Ph. D. and M. Sc. in Physics from the
University of Geneva in Switzerland and did a post-doc at
the University of California in Berkeley.
Michel M. Dacorogna, member of the senior management of SCOR,
is currently heading its Group Financial Analysis and Risk
Modeling team. His main responsibilities are: develop the
Asset and Liability Management models for the SCOR group,
assist customers in determining the best reinsurance
taking into account the full portfolio of asset and
liabilities. Besides his main tasks, he actively
participates in customers' contacts and in the design of
complicated contracts implying risk transfer to financial
He also conducts research in the field of insurance and
reinsurance: capital allocation to risk, pricing and
optimizing reinsurance covers, optimal asset allocation of
investments, evaluation of credit risk, risk management of
investments, forecasting models of long term economic trends.
The author of more than 60 publications in refereed
scientific journals, he often presents his results in
international conferences and specialized seminars.