Dr. Sven Wagner
Principal & Consulting Actuary
Dusseldorf, DE
Sven Wagner joined Milliman in January 2018, and is a principal within the Düsseldorf office. Sven leads the German Milliman Office. He is responsible for the Health and Life Team.
Experience
Sven's consulting experience spans the following core themes:
Solvency II
- Capital requirements (Pillar 1 & 2)
- Reporting (Pillar 3)
- Automatization of Solvency II processes, e.g., ORSA, Solvency II calculations
- Risk management
Reinsurance
- Implementation of reinsurance solutions to models
- Validation of a variety of reinsurance solutions for clients and reinsurers
M&A projects
- Due dilligence and red-flag report for buy-side (3 projects)
- Support of valuation for buy-side (2 projects)
- Support in spin-off process with auditors and regulators
Modelling
- Implementation of new products to BSM models and optimization of Solvency II KPIs (approx. 20 projects)
- Development of new approach for calculating loss absorbing capacity of deferred taxes
Sven has a very good overview of new topics within the market and has regular exchanges with Milliman clients.
Education
- Ph.D in Mathematics, University of Münster, Germany
- Diploma in Mathematics (with specialisation in Applied Mathematics), University of Münster, Germany
Affiliations
- Actuary – (DAV - German Association of Actuaries)
Publications
Read their latest work
Article
Auswirkungen des Digital Operational Resilience Act (DORA) auf deutsche Lebensversicherer
26 November 2024 - by Timo Luehken, Dr. Sven Wagner
In dem folgenden Artikel werden die Hauptanforderungen von DORA dargestellt, zur bestehenden Regulatorik in Deutschland in Bezug gesetzt und die wesentlichen Herausforderungen für die deutsche Lebensversicherungsunternehmen herausgearbeitet.
Article
Understanding the impact of the Digital Operational Resilience Act (DORA) on German life insurers
26 November 2024 - by Timo Luehken, Dr. Sven Wagner
We review some key requirements of the Digital Operational Resilience Act in Germany, and summarise some implementation challenges.