Timo Luehken

His consulting experiences span the following core themes:

• Solvency II Capital requirements (Pillars 1&2)
• Solvency II Reporting (Pillar 3)
• Actuarial modelling & valuation
• Implementation of BSM extensions:
• Swap/Swaption & structured products
• Reinsurance solutions
• Risk management
• ORSA – process, scenario analysis, validation, reporting
• Pricing related topics: Life products, cost structure
• Data analysis and data science

Most recently, Timo worked on projects in life insurance:

• Pricing of life insurance products
• Cashflow projection of new business and integration into the business plan
• Implementation of risk management processes and management of the ORSA-process and reporting

Before Milliman, Timo worked 10 years for Sopra Steria on the following topics:

• Teamlead of an actuarial and reporting software tool
• Support and validation of the regular Solvency II reporting
• Modeling of stress tests and sensitivities
• Optimization/automatization of reporting processes, including BSM integration

Before that, Timo worked two years for Signal Iduna on:

• Cashflow modeling (PROPHET)
• Analysis and calculations of the INBV-model
• MCEV calculations
• Solvency II QIS-studies

Timo has extensive technical experience with:

• R
• C++
• SQL
• SOLVARA
• BSM