Finance Engineering key experts

Vilius Dereskevicius


Partner, CEO. 
Part of Finance Engineering since establishment in 2008.

Insurance actuary since 1998. Executes couple of different projects related with development or maintenance of business processes and actuarial methods. Real member of Lithuanian Actuaries Society.

Experience:

  • Implementation and maintenance of actuarial techniques in non-life and credit insurance (pricing, reserving, reinsurance).
  • Implementation of Generalized Linear Models in pricing, premium elasticity routines within detailed segments of insurance products.
  • Development of working processes, related with risk management, control and actuary functions for both non-life and credit insurance companies.
  • Development of reserving methodology in Insurance Supervisory Commision of the Republic of Lithuania.

Education:

  • Master degree in Vilnius Univercity, Mathematics faculty in 2000. Master thesis - IBNR Poisson model
  • Institute of actuaries:
    • CT1 (101) Financial Mathematics
    • CT3 (102) Probability & Mathematical Statistics
    • CT4 (103) Stochastic Processes & Survival Models
    • CT5 (105) Mathematical Methods in life insurance
    • CT6 (106) Statistical Methods in finance
    • CT7 (107) Economics

  • Different workshops: actuary practices, Solvency II, IFRS.