Mario Wüthrich is Professor of Actuarial and Financial Mathematics at ETH Zurich (RiskLab, Department of Mathematics). He has a Ph.D. in mathematics from ETH Zurich. His research interests include actuarial and financial modeling, stochastic claims reserving, quantitative risk management and solvency modeling. Prof. Wüthrich has been in the core development teams of the Swiss Solvency Test for insurance and he has co-authored the books Market-Consistent Actuarial Valuation (Springer, 2nd edition, 2010) and Stochastic Claims Reserving Methods in Insurance (Wiley Finance, 2008). Since 2006 he serves on the board of the Swiss Association of Actuaries, he is Editor of ASTIN Bulletin and he is in the editorial board of the European Actuarial Journal.