Reinsurance

 

Meyerthole Siems Kohlruss (MSK) draws on many years of experience on the subject of reinsurance, taking the perspective of both the buyer and the reinsurance provider. Meyerthole Siems Kohlruss (MSK) therefore offers tailor-made advice on active and passive reinsurance as well as retrocession and other forms of risk transfer.

The experience of Meyerthole Siems Kohlruss (MSK) ranges from the traditional proportional forms on the German market, such as quota share treaty or sum excess of loss treaty, to the more common non-proportional forms and tailor-made or structured reinsurance treaties. This applies across all lines of business.

Meyerthole Siems Kohlruss (MSK) supports smaller insurance companies and start-ups without their own claims experience as well as large insurance companies that have been in business for many years. The existing claims experience is taken into account in the reinsurance requirements as well as in the quotation methods to be used. The correct handling of the often sparse data is essential.

Assessing the various forms of risk transfer requires actuarial know-how and experience in the reinsurance market – Meyerthole Siems Kohlruss (MSK) will be happy to support you in both.

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Quotation in Reinsurance

Determining the technical price of a reinsurance contract, i.e. the expected claims burden plus expected costs as well as risk premiums or capital costs, is essential for both the reinsurer and the ceding company. The reinsurance provider needs the technical quotation to define the price and to determine its margin. For the cedant, a technical price independently determined by Meyerthole Siems Kohlruss (MSK) helps with the decision-making process when purchasing. In addition, every insurance company should consider the appropriateness of its reinsurance structure, for example as part of its risk management and actuarial function.

Actuarial pricing in reinsurance is usually very individual. For non-proportional treaties, Meyerthole Siems Kohlruss (MSK) determines an independent technical quotation based on burning cost, Pareto and simulation methods as well as using exposure methods. For proportional cessions, Meyerthole Siems Kohlruss (MSK) determines the expected loss and expense ratio, taking into account major loss per risk and catastrophe losses. In addition to individual data, market information is also included in the quotation.

Contact persons:

Tommy Berg is working as a senior consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Berg holds a Master of Science in technomathematics, with a focus on applied mathematics. He earned his degree at the university of Aachen. The title of his master's thesis is "Analysis and optimization of the performance of parallel Eigenvalue solvers on blue gene architures". His key areas at MSK comprise Solvency II and reinsurance.

Publications

Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
Download (PDF)

Berg, Tommy; Schmiedt, Bettina: Die Gretchenfrage der Rückversicherung.
in: Zeitschrift für Versicherungswesen 21/2018, 1. November 2018.
Download (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
Download (PDF)

Daniel Schoberl is an actuarial consultant at Meyerthole Siems Kohlruss (MSK). The qualified German actuary (Aktuar DAV) studied mathematics - with a focus on operations research and statistics - at the Graz University of Technology. For his diploma thesis he developed chemometric models using infrared spectoscopy. His focus at MSK is on Solvency II and reinsurance.

Optimization

The motivation for concluding one or more reinsurance contracts can be complex. It ranges from the homogenization of the portfolio to the ceding of peak risks and thus the reduction of net volatility to the direct reduction of capital requirements, for example to improve the solvency ratio.

For its clients' portfolios, Meyerthole Siems Kohlruss (MSK) reproduces various reinsurance orders in a simulation model. The clients' observed gross losses are used to calibrate the model individually. Based on a predefined rate level, Meyerthole Siems Kohlruss (MSK) determines the "good" programs and makes recommendations on the future reinsurance structure.

Meyerthole Siems Kohlruss (MSK) does not just look at one-year periods, but also examines the long-term effects of reinsurance programs on all relevant key figures. These include key figures from the income statement, the balance sheet according to German commercial code (HGB) and the solvency according to Solvency II. The overall goal is to ensure that long-term effects such as the development of the equalization reserve do not lead to undesirable surprises in the coming years.

Contact persons:

Managing director

  • Degree in mathematics with computer science as a minor at the university of Münster
  • Doctorate in mathematics (Dr. rer. nat.)
  • Consultant for actuarial topics at reinsurer Kölnische Rückversicherungsgesellschaft, Cologne
  • 1998 co-founder of the company
  • Born 1968 in Fürstenau near Bramsche
  • Married, three children

Main areas
Reserves assessment, reinsurance, commutation, solvency II, risk management, modeling

Publications

Budzyn, Thomas; Meyerthole, Dr. Andreas; Segger, Dr. Stefan: "Besser eine kleine als keine Lösung".
in: Versicherungswirtschaft 03/2021, 1. März 2021.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
Download (PDF)

Beiderhase, Marion; Meyerthole, Dr. Andreas: Es droht Ungemach: Werthaltigkeit latenter Steuern.
in: Zeitschrift für Versicherungswesen 19/2019, 1. Oktober 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Feuerkumule in der Sachversicherung klug berechnen.
in: s+s report 2/2019, 1. Februar 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Rechnen mit Feuer unter Solvency II.
in: Zeitschrift für Versicherungswesen 10/2019, 15. Mai 2019.
Download (PDF)

Ebel, Dr. Ulrich; Meyerthole, Dr. Andreas; Schäfer, Dr. Martina: Werden Stürme künftig unversicherbar?
in: Zeitschrift für Versicherungswesen 10/2017, 15. Mai 2017.
Veröffentlichung herunterladen (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
Download (PDF)

Meyerthole, Dr. Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/2013, 1. Januar 2013.
Download (PDF)

Meyerthole, Dr. Andreas; Holubeck, P.: Keine Bilanz ohne Aktuar.
in: Versicherungswirtschaft 20/2002, S. 1604 ff., 15. Oktober 2002.

Meyerthole, Dr. Andreas; Schmitz, N.: Games against a prophet for stochastic processes.
IMS Lecture Notes Vol. 35, 2000.

Meyerthole, Dr. Andreas; Radtke, Dr. Michael: Brauchen die Kraftfahrtversicherer neue Tarifierungsverfahren?
in: Versicherungswirtschaft 4/1997 S.242 ff., 1. April 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Harten, F.; Meyerthole, Dr. Andreas; Schmitz, N.: Prophetentheorie.
Teubner Skripten zur Mathematischen Stochastik, Stuttgart, 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Meyerthole, Dr. Andreas: Prophetenungleichungen für zeitstetige Prozesse: Martingale und der allgemeine Fall.
Schriftenreihe Angewandte Mathematik und Informatik 7/93-S, Universität Münster.

Tommy Berg is working as a senior consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Berg holds a Master of Science in technomathematics, with a focus on applied mathematics. He earned his degree at the university of Aachen. The title of his master's thesis is "Analysis and optimization of the performance of parallel Eigenvalue solvers on blue gene architures". His key areas at MSK comprise Solvency II and reinsurance.

Publications

Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
Download (PDF)

Berg, Tommy; Schmiedt, Bettina: Die Gretchenfrage der Rückversicherung.
in: Zeitschrift für Versicherungswesen 21/2018, 1. November 2018.
Download (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
Download (PDF)

Natural Disaster Modelling (Cat)

Looking at the claim time series of insurance lines affected by natural disasters, they are characterized by their high volatility, both in terms of probability of occurrence and the regions affected. This in turn makes forecasting and assessing natural catastrophe risk particularly challenging.

The probabilities of occurrence of natural disasters are usually determined by the modelling agencies AIR, RMS or EQECAT. These are based on meteorological models and the practical results often differ from them substantially.

Meyerthole Siems Kohlruss (MSK) also uses the results of these agencies for risk modelling. But in addition, Meyerthole Siems Kohlruss (MSK) uses the individual claims experience of the company to obtain an additional assessment with the help of mathematical models. The forecasting quality of these models has been confirmed many times in many years of experience.

This gives clients a second perspective on their natural catastrophe exposure. In addition, the deviations between the model results of the commercial providers are easier to interpret if one's own exposure is known in detail.

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Contact persons:

Managing director

  • Degree in mathematics with computer science as a minor at the university of Hanover
  • Tariff calculation/statistics in the motor department of insurer Concordia Versicherung, Hanover
  • Motor expert and consultant at reinsurer Kölnische Rückversicherungsgesellschaft, Cologne
  • 1998 co-founder of the company
  • Born 1964 in Brake near Unterweser
  • Married, three children

Main areas
Calculation of tariff rates, data pools, software and natural disaster models

Publications

Blauth, Anne; Bohl, Florian; Siems, Onnen: Nachweise zur Nachhaltigkeit wirbeln Pricing, Vertrieb und Kapitalanlagen der Branche mächtig durcheinander.
in: Versicherungswirtschaft-heute, 4. Januar 2022.

Budzyn, Thomas; Götzen, Carina; Siems, Onnen: Der Preis ist heiß.
in: Versicherungswirtschaft 08/2018, 1. August 2018.
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Siems, Onnen: Kfz-Versicherer: Utopie gesucht.
in: Versicherungswirtschaft-heute, 29. August 2016.

Siems, Onnen: Stürmische Zeiten für Versicherer.
in: Versicherungswirtschaft-heute, 20. Juli 2016.

Siems, Onnen: Telematik als Waffe.
in: Versicherungswirtschaft-heute, 20. September 2015.

Siems, Onnen: Telematik ist nur der Plan B.
in: Zeitschrift für Versicherungswesen 14/2015, 1. August 2015.
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Büning, Caren; Siems, Onnen: Alles bleibt anders.
in: Zeitschrift für Versicherungswesen 19/2014, 1. Oktober 2014.
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Grotefeld, Dr. Stefan; Siems, Onnen: Wer zahlt die nächste Flut?
in: Zeitschrift für Versicherungswesen 24/2013, 15. Dezember 2013.
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Büning, Caren; Siems, Onnen: Kein Endszenario für Kfz-Versicherer.
in: Versicherungswirtschaft 19/2013, 1. Oktober 2013.
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Büning, Caren; Siems, Onnen: K-Markt im Umbruch.
in: Zeitschrift für Versicherungswesen 19/2012, 1. Oktober 2012.
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Grotefeld, Dr. Stefan; Siems, Onnen: Ist das "gerecht"? Gedanken zu Ethik und Versicherung.
in: Zeitschrift für Versicherungswesen 17/2011, 1. September 2011.
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Siems, Onnen: Frühlingserwachen in K.
in: Zeitschrift für Versicherungswesen 8/2008, 1. April 2008.
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Pohl, Stefan; Siems, Onnen; Vogelsang, Jörg: Kfz-Versicherung: Ist eine Trennung der Vertragslaufzeit von der Kalenderzeit ratsam?
in: Versicherungswirtschaft 1/2008, 1. August 2008.
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Siems, Onnen: Der K-Markt schrumpft weiter.
in: Zeitschrift für Versicherungswesen 11/2007, 1. Juni 2007.
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Siems, Onnen: Unfall, der Freund in der Not.
in: Zeitschrift für Versicherungswesen 22/2006, 15. November 2006.

Siems, Onnen: Kraftfahrt auf Schrumpfkurs.
in: Zeitschrift für Versicherungswesen 11/2006, S. 353-355, 1. Juni 2006.

Carina Götzen is working as a leading consultant at Meyerthole Siems Kohlruss. She is a qualified German actuary (Aktuarin DAV). Götzen earned a diploma in financial mathematics at the university of Duisburg-Essen. The title of her diploma thesis is "Modelling dependence with copulas: theoretical foundations and a real-life example from motor insurance". Götzen supervises the data pool for Austria. Besides she focuses on tariff calculation and on the modelling of natural disasters.

Publications

Beiderhase, Marion; Götzen, Carina: "Verkalkulieren fast ausgeschlossen".
in: Versicherungswirtschaft 02/2021, 1. Februar 2021.
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Götzen, Carina: "Mit jeder Preisanpassung ändert sich die Positionierung gegenüber dem Wettbewerb". 
in: VWheute, 14. Juli 2020.

Budzyn, Thomas; Götzen, Carina; Siems, Onnen: Der Preis ist heiß.
in: Versicherungswirtschaft 08/2018, 1. August 2018.
Download PDF

Götzen, Carina: Personenschadenregulierung: Reform statt Revolution.
in: VWheute, 28. September 2017.

Reinsurance Settlements

Complex reinsurance structures, a high number of business partners or even marketable additional agreements such as stabilization clauses, replenishments, AAD and AAL – there are numerous reasons that can increase the time required for the settlement of existing contracts. In addition, there is often a multitude of different data sources from which the relevant information has to be assembled.

Meyerthole Siems Kohlruss (MSK) supports insurers in the regular preparation of their reinsurance settlements. This can be done by outsourcing the settlement modalities or by providing customized settlement tools to automate and standardize processes and workflows.

In addition to the optimization of the formal accounting process, the integration of further evaluation options in the accounting systems is also conceivable within the scope of such standardization. Examples of this are the development of multi-year profitability evaluations per contract or reinsurer or the conception of interfaces or output templates to fulfil existing reporting requirements. The overriding goal is to establish efficient structures that also guarantee a valid overview of the amount of reinsurance relief at all times.

Contact persons:

Ralf Assenmacher is working as a leading actuarial consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Assenmacher holds a diploma in mathematics, with business management as a minor, which he earned at the university of Bonn. The title of his diploma thesis is "Asymptotic behaviour of fractually integrated and Gaussian processes". His main focus at MSK is on loss reserves, accounting, and reinsurance.

Publications

Assenmacher, Ralf: K-Versicherung 2030 – Gewitter am Horizont!?
in: Versicherungswirtschaft 22/2016, 1. November 2016.
Veröffentlichung herunterladen (PDF)

Meyerthole, Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/13, 1. Januar 2013.
Veröffentlichung herunterladen (PDF)

Managing director

  • Degree in mathematics with computer science as a minor at the university of Münster
  • Doctorate in mathematics (Dr. rer. nat.)
  • Consultant for actuarial topics at reinsurer Kölnische Rückversicherungsgesellschaft, Cologne
  • 1998 co-founder of the company
  • Born 1968 in Fürstenau near Bramsche
  • Married, three children

Main areas
Reserves assessment, reinsurance, commutation, solvency II, risk management, modeling

Publications

Budzyn, Thomas; Meyerthole, Dr. Andreas; Segger, Dr. Stefan: "Besser eine kleine als keine Lösung".
in: Versicherungswirtschaft 03/2021, 1. März 2021.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
Download (PDF)

Beiderhase, Marion; Meyerthole, Dr. Andreas: Es droht Ungemach: Werthaltigkeit latenter Steuern.
in: Zeitschrift für Versicherungswesen 19/2019, 1. Oktober 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Feuerkumule in der Sachversicherung klug berechnen.
in: s+s report 2/2019, 1. Februar 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Rechnen mit Feuer unter Solvency II.
in: Zeitschrift für Versicherungswesen 10/2019, 15. Mai 2019.
Download (PDF)

Ebel, Dr. Ulrich; Meyerthole, Dr. Andreas; Schäfer, Dr. Martina: Werden Stürme künftig unversicherbar?
in: Zeitschrift für Versicherungswesen 10/2017, 15. Mai 2017.
Veröffentlichung herunterladen (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
Download (PDF)

Meyerthole, Dr. Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/2013, 1. Januar 2013.
Download (PDF)

Meyerthole, Dr. Andreas; Holubeck, P.: Keine Bilanz ohne Aktuar.
in: Versicherungswirtschaft 20/2002, S. 1604 ff., 15. Oktober 2002.

Meyerthole, Dr. Andreas; Schmitz, N.: Games against a prophet for stochastic processes.
IMS Lecture Notes Vol. 35, 2000.

Meyerthole, Dr. Andreas; Radtke, Dr. Michael: Brauchen die Kraftfahrtversicherer neue Tarifierungsverfahren?
in: Versicherungswirtschaft 4/1997 S.242 ff., 1. April 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Harten, F.; Meyerthole, Dr. Andreas; Schmitz, N.: Prophetentheorie.
Teubner Skripten zur Mathematischen Stochastik, Stuttgart, 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Meyerthole, Dr. Andreas: Prophetenungleichungen für zeitstetige Prozesse: Martingale und der allgemeine Fall.
Schriftenreihe Angewandte Mathematik und Informatik 7/93-S, Universität Münster.

Settlement of Reinsurance Contracts

The settlement of reinsurance contracts is not always completed as originally intended. Reasons for that can be of administrative nature or result from the business policy.

In most cases, the commutation takes place under a mutual agreement. In some cases, however, the value of the portfolio is disputed or the commutation is initiated at the instigation of one party only, e.g. within the framework of a Solvent Scheme of Arrangement. In particular, long-tail business (e.g. liability insurance) or portfolios of smaller size are usually subject to major uncertainties with regard to the remaining run-off. Depending on the individual portfolio structure, different valuation approaches or scenarios therefore have to be examined in order to obtain as complete a picture as possible for remaining run-off risks and potentials.

Meyerthole Siems Kohlruss (MSK) provides expert opinions on the economic value for run-off portfolios including the assessment of safety margins. In this context, the limits of actuarial methodologies are discussed.

Download product flyer PDF

Contact persons:

Ralf Assenmacher is working as a leading actuarial consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Assenmacher holds a diploma in mathematics, with business management as a minor, which he earned at the university of Bonn. The title of his diploma thesis is "Asymptotic behaviour of fractually integrated and Gaussian processes". His main focus at MSK is on loss reserves, accounting, and reinsurance.

Publications

Assenmacher, Ralf: K-Versicherung 2030 – Gewitter am Horizont!?
in: Versicherungswirtschaft 22/2016, 1. November 2016.
Veröffentlichung herunterladen (PDF)

Meyerthole, Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/13, 1. Januar 2013.
Veröffentlichung herunterladen (PDF)

Daniel Schoberl is an actuarial consultant at Meyerthole Siems Kohlruss (MSK). The qualified German actuary (Aktuar DAV) studied mathematics - with a focus on operations research and statistics - at the Graz University of Technology. For his diploma thesis he developed chemometric models using infrared spectoscopy. His focus at MSK is on Solvency II and reinsurance.

Arbitrations

Reinsurance arrangements usually include an arbitration clause that applies in the event that breaches of duty occur. Often, different opinions on the contract wording can be resolved between the parties without having to involve this legal authority. However, if this is not the case, the matter needs to be clarified and settled by arbitration.

Actuarial topics can also play a role in arbitration proceedings, e.g. with regard to the quantification of claims for damages. If, for example, the aim is to reverse a contract and its transactions in general or individual components of it, the relevant historical cash flows have to be determined and, if necessary, adjusted to current value ratios. In this context, interest effects are usually to be included as a compensation component, which reflects the alternative use of the historical funds.

Meyerthole Siems Kohlruss (MSK) has experience as an expert witness in arbitration proceedings and provides support in actuarial issues in this regard. In addition to purely quantitative analyses, this includes the drafting of opinions or expert reports in the context of actuarial topics.

Contact persons:

Ralf Assenmacher is working as a leading actuarial consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Assenmacher holds a diploma in mathematics, with business management as a minor, which he earned at the university of Bonn. The title of his diploma thesis is "Asymptotic behaviour of fractually integrated and Gaussian processes". His main focus at MSK is on loss reserves, accounting, and reinsurance.

Publications

Assenmacher, Ralf: K-Versicherung 2030 – Gewitter am Horizont!?
in: Versicherungswirtschaft 22/2016, 1. November 2016.
Veröffentlichung herunterladen (PDF)

Meyerthole, Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/13, 1. Januar 2013.
Veröffentlichung herunterladen (PDF)

Managing director

  • Degree in mathematics with computer science as a minor at the university of Münster
  • Doctorate in mathematics (Dr. rer. nat.)
  • Consultant for actuarial topics at reinsurer Kölnische Rückversicherungsgesellschaft, Cologne
  • 1998 co-founder of the company
  • Born 1968 in Fürstenau near Bramsche
  • Married, three children

Main areas
Reserves assessment, reinsurance, commutation, solvency II, risk management, modeling

Publications

Budzyn, Thomas; Meyerthole, Dr. Andreas; Segger, Dr. Stefan: "Besser eine kleine als keine Lösung".
in: Versicherungswirtschaft 03/2021, 1. März 2021.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
Download (PDF)

Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
Download (PDF)

Beiderhase, Marion; Meyerthole, Dr. Andreas: Es droht Ungemach: Werthaltigkeit latenter Steuern.
in: Zeitschrift für Versicherungswesen 19/2019, 1. Oktober 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Feuerkumule in der Sachversicherung klug berechnen.
in: s+s report 2/2019, 1. Februar 2019.
Download (PDF)

Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Rechnen mit Feuer unter Solvency II.
in: Zeitschrift für Versicherungswesen 10/2019, 15. Mai 2019.
Download (PDF)

Ebel, Dr. Ulrich; Meyerthole, Dr. Andreas; Schäfer, Dr. Martina: Werden Stürme künftig unversicherbar?
in: Zeitschrift für Versicherungswesen 10/2017, 15. Mai 2017.
Veröffentlichung herunterladen (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
Download (PDF)

Meyerthole, Dr. Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/2013, 1. Januar 2013.
Download (PDF)

Meyerthole, Dr. Andreas; Holubeck, P.: Keine Bilanz ohne Aktuar.
in: Versicherungswirtschaft 20/2002, S. 1604 ff., 15. Oktober 2002.

Meyerthole, Dr. Andreas; Schmitz, N.: Games against a prophet for stochastic processes.
IMS Lecture Notes Vol. 35, 2000.

Meyerthole, Dr. Andreas; Radtke, Dr. Michael: Brauchen die Kraftfahrtversicherer neue Tarifierungsverfahren?
in: Versicherungswirtschaft 4/1997 S.242 ff., 1. April 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Harten, F.; Meyerthole, Dr. Andreas; Schmitz, N.: Prophetentheorie.
Teubner Skripten zur Mathematischen Stochastik, Stuttgart, 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Meyerthole, Dr. Andreas: Prophetenungleichungen für zeitstetige Prozesse: Martingale und der allgemeine Fall.
Schriftenreihe Angewandte Mathematik und Informatik 7/93-S, Universität Münster.

Placement

Reinsurance relationships are often of a longer-term nature. However, when the need changes, expands or newly arises, the question arises as to potential contract partners as well as the amount of an appropriate price for the cover. In addition to purely monetary considerations, other criteria often play a role, such as cover inclusions or customer service towards the cedant. In the case of more complex coverage concepts or non-standard business, the choice of potential contract partners may also be limited.

Meyerthole Siems Kohlruss (MSK) has many years of experience and extensive contacts in the reinsurance market and offers support in the placement of reinsurance contracts. This can include approaching potential contract partners and communicating with them, as well as the final comparison and classification of cover offers and prices.

Contact persons:

Managing director

  • Degree in mathematics with computer science as a minor at the university of Münster
  • Doctorate in mathematics (Dr. rer. nat.)
  • Consultant for actuarial topics at reinsurer Kölnische Rückversicherungsgesellschaft, Cologne
  • 1998 co-founder of the company
  • Born 1968 in Fürstenau near Bramsche
  • Married, three children

Main areas
Reserves assessment, reinsurance, commutation, solvency II, risk management, modeling

Publications

Budzyn, Thomas; Meyerthole, Dr. Andreas; Segger, Dr. Stefan: "Besser eine kleine als keine Lösung".
in: Versicherungswirtschaft 03/2021, 1. März 2021.
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Berg, Tommy; Meyerthole, Dr. Andreas; Shyian, Maxym: Industrieversicherung – Ohne Analytik geht es nicht.
in: VersicherungsPraxis 2/2020 (Erstveröffentlichung ebd.), 1. Februar 2020.
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Berg, Tommy; Meyerthole, Dr. Andreas: Regeln verschärft: Keine Rückversicherung ohne Risikotransfer!
in: Zeitschrift für Versicherungswesen 21/2019, 1. November 2019.
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Beiderhase, Marion; Meyerthole, Dr. Andreas: Es droht Ungemach: Werthaltigkeit latenter Steuern.
in: Zeitschrift für Versicherungswesen 19/2019, 1. Oktober 2019.
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Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Feuerkumule in der Sachversicherung klug berechnen.
in: s+s report 2/2019, 1. Februar 2019.
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Schmiedt, Dr. Anja Bettina; Meyerthole, Dr. Andreas: Rechnen mit Feuer unter Solvency II.
in: Zeitschrift für Versicherungswesen 10/2019, 15. Mai 2019.
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Ebel, Dr. Ulrich; Meyerthole, Dr. Andreas; Schäfer, Dr. Martina: Werden Stürme künftig unversicherbar?
in: Zeitschrift für Versicherungswesen 10/2017, 15. Mai 2017.
Veröffentlichung herunterladen (PDF)

Meyerthole, Dr. Andreas; Berg, Tommy: Alles beim Alten? Rückversicherung nach dem 1. Januar 2016.
in: Zeitschrift für Versicherungswesen 21/2015, 1. November 2015.
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Meyerthole, Dr. Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/2013, 1. Januar 2013.
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Meyerthole, Dr. Andreas; Holubeck, P.: Keine Bilanz ohne Aktuar.
in: Versicherungswirtschaft 20/2002, S. 1604 ff., 15. Oktober 2002.

Meyerthole, Dr. Andreas; Schmitz, N.: Games against a prophet for stochastic processes.
IMS Lecture Notes Vol. 35, 2000.

Meyerthole, Dr. Andreas; Radtke, Dr. Michael: Brauchen die Kraftfahrtversicherer neue Tarifierungsverfahren?
in: Versicherungswirtschaft 4/1997 S.242 ff., 1. April 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Harten, F.; Meyerthole, Dr. Andreas; Schmitz, N.: Prophetentheorie.
Teubner Skripten zur Mathematischen Stochastik, Stuttgart, 1997.

Meyerthole, Dr. Andreas: Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.
Skripten zur Mathematischen Statistik Nr. 25; Dissertationsnachdruck 1995.

Meyerthole, Dr. Andreas: Prophetenungleichungen für zeitstetige Prozesse: Martingale und der allgemeine Fall.
Schriftenreihe Angewandte Mathematik und Informatik 7/93-S, Universität Münster.

Ralf Assenmacher is working as a leading actuarial consultant at Meyerthole Siems Kohlruss. He is a qualified German actuary (Aktuar DAV). Assenmacher holds a diploma in mathematics, with business management as a minor, which he earned at the university of Bonn. The title of his diploma thesis is "Asymptotic behaviour of fractually integrated and Gaussian processes". His main focus at MSK is on loss reserves, accounting, and reinsurance.

Publications

Assenmacher, Ralf: K-Versicherung 2030 – Gewitter am Horizont!?
in: Versicherungswirtschaft 22/2016, 1. November 2016.
Veröffentlichung herunterladen (PDF)

Meyerthole, Andreas; Assenmacher, Ralf: Wird nun Geld verdient oder nicht?
in: Versicherungswirtschaft 1/13, 1. Januar 2013.
Veröffentlichung herunterladen (PDF)