Dr. Mario Hoerig and Dr. Lars Hoffmann serve as Practice Leader at Milliman’s Duesseldorf office.
Mario advises his Clients on various Internal Model implementation and validation topics involving proxy modelling techniques (such as Least Squares Monte Carlo or Replicating Portfolios), modelling of risk factors, validation of economic scenario generators and asset pricing. He is a member of the German actuarial society (DAV) and member of the DAV working party dedicated to the capital market scenario calibration in the context of the Solvency II standard formula.
Lars advises his Clients on all different aspects of stochastic models (implementation, validation, industrialization) for MCEV, Solvency II and SST. Lars is a member of the DAV and teaches a course in financial mathematics at the University of Cologne.