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Michel Dacorogna

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 structure
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 markets.

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.


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