Dr. Thomas Viehmann

Since 2009 I work for B&W Deloitte GmbH, Munich, as a consultant actuary
Current position: Senior Manager
Professional affiliation and activities Aktuar DAV, member of the DAV and DGVFM
Member of the DGVFM Committee Forschung und Transfer
Member of the DAV working party on credit risk models
EducationDr. rer. nat. (Ph.D.) in Mathematics, University of Bonn.
Thesis: Uniaxial Ferromagnets is a mathematical study the structure of minimizers of a singular, nonconvex energy functional.
Diplom-Mathematiker, University of Bonn.
During both my Diplom and Ph.D. studies I have been supported by the Studienstiftung des deutschen Volkes (German National Academic Foundation).
Actuarial talks and articles
  • Your scenario set passed all the tests. Is it good? at the 2nd European Actuarial Journal Conference, Vienna, 2014.
  • Webinar Kreditrisikomodelle und -modellierung, Deutsche Aktuar-Akademie, planned May 2014
  • Herausforderungen der Kapitalmarktmodellierung für die Bewertung von Lebensversicherungsbeständen at the DGVFM Workshop in the Risk Management Reloaded Conference 2013
  • Lecturer at the seminar Risikoaggregation im Kontext von Solvency II, Deutsche Aktuar-Akademie, May 2012
  • Least Squares Monte Carlo zur SCR-Berechnung, Der Aktuar 4/2011, 179-183, Verlag Versicherungswirtschaft.
Professional interests and areas of expertise
  • Solvency II
  • Internal models for life insurance
  • Economic capital calculation and review of methodology and calculation
  • Stochastic asset-liability models for risk management and valuation
  • Capital market models
  • Credit risk models
  • MCEV calculation and review
  • Asset modelling for life insurance
  • Advanced Prophet modelling

March 2014 - Thomas Viehmann - Views expressed on this page or in references do not reflect those of my employer.