denis guenthner

vice president and actuary

About

Denis Guenthner. VP & Actuary at Travelers. Location: Saint Paul, Minnesota; Industry: Insurance ... International Network of Actuarial Risk Managers...

Country

united states

City

saint paul

Industry

insurance

Skill

insurance, property and casualty insurance, enterprise risk management, underwriting, general insurance, reinsurance, actuarial science, commercial insurance, liability, risk management, commercial lines, economic capital, professional liability, financial risk, solvency ii, casualty insurance, casualty, pensions, economic capital modeling in enterprise risk management, econometrics, pricing all personal and commercial products, reserving all personal and commerical products, economics

Experience

vice president and actuary

travelers

1981-1 - Present · 45 yrs 9 mos

Current duties in the ERM department include leading the modeling of Reserve Variability, Inflation, Multi-year Underwriting Cycle, Pension plan, and other Operational Risks. I also work with the Investment division to analyze asset and liability cash flow matching and duration measures, as well as the optimal mix of taxable vs. tax-exempt investments in relation to scenarios resulting in regular or alternative minimum tax liabilities. I coordinate capital modeling with Travelers’ Lloyds and UK operations as part of Solvency II requirements. The ERM group also is responsible for capital allocation, the ROE model, and setting performance targets for the business units. My professional designations are FCAS, MAAA, and CERA.