| |
|
|
| Work Experience |
| 2003- |
Aon Re Services and Aon Benfield Analytics, Chicago IL |
| |
2010- |
Chief Executive Officer & Chief Actuary |
| |
2005-2010 |
Executive Vice President & Chief Actuary |
| |
2003-05 |
Senior Vice President & Actuary |
| 2001-03 |
Kemper Insurance, Long Grove IL |
| |
Vice President, Actuarial Pricing |
| 1992-01 |
CNA Insurance, Chicago IL |
| |
1997-01 |
CNA Re, Vice President - Facultative Business Unit |
| |
1992-96 |
CNA Personal Lines, Actuarial Analyst to AVP |
| Publications |
| 2010 |
Aon
Benfield Insurance Risk Study, Fifth Edition |
| 2009 |
Aon
Benfield Insurance Risk Study, Fourth Edition |
| 2009 |
Aon
Benfield Potential Impact on the Insurance Industry from Alleged Madoff
Scandal |
| 2008 |
Aon
Re Global Insurance Risk Study, Third Edition |
| 2008 |
Aon
Re Price to Book Regression Study |
| 2007 |
Aon
Re Insurance Risk Study, Second Edition |
| 2007 |
Aon
Re Insurance Risk Study, First Edition |
| 2006 |
Aon
Re Katrina Regression Study |
| 2006 |
Actuarial
Geometry, Proc. RTS |
| 2006 |
A
Multivariate Bayesian Claim Count Development Model With Closed Form Posterior
and Predictive Distributions, CAS Winter Forum 2006 |
| 2006 |
Correlation and Aggregate
Loss Distributions With An Emphasis on the Iman-Conover Method, CAS
Correlation Working Party, CAS Winter Forum 2006 |
| 2005 |
Discussion
of Generalized Minimum Bias Models, CAS Ratemaking Discussion Papers,
2005 |
| 2004 |
The Bailey-Simon Method, Wiley Encyclopedia of Actuarial Science |
| 2004 |
A
Note on the Myers and Read Capital Allocation Formula, NAAJ, Vol. 8,
No. 2 |
| 2003 |
Revised Discussion of Myers-Read with Further Examples, CAS
Forum - Discussion of 2002 ARIA Prize Paper, Fall 2003 |
| 2000 |
Application
of the Option Market Paradigm to the Solution of Insurance Problems, discussion
of article by M. Wacek, PCAS LXXXVII |
| 1999 |
Generalized
Linear Models and the Minimum Bias Method, PCAS LXXXVI |
| 1992 |
Cycles in a Product of Modular Curves and a Group Analogous
to the Class Group, Duke Math Journal No. 67 |
| 1992 |
Cycles in a Product of Modular Curves, University of Chicago
PhD Thesis |
| Talks
and Presentations |
| 2009 |
Reinsurance and How it Affects the Underwriting Cyle, Panelist,
CAS Underwriting Cycle Seminar, Washington DC |
| 2009 |
View from the Top: The Role of the Board in ERM, Panelist, CAS/SOA
ERM Symposium, General Session |
| 2008 |
Economic Capital Modeling: A Report Card, Moderator, CAS Spring
Meeting General Session
|
| 2008 |
Actuarial Geometry, Northern Illinois University Symposium Talk |
| 2008 |
The State of the Reinsurance Market, CAS Ratemaking Seminar,
Cambridge MA |
| 2007 |
Risk Based Capital: So Many Models, CAS Fall Meeting, moderator
and panelist |
| 2007 |
Extreme Events - Those of Most Concern and How to Model Them,
SOA Spring Life Meeting |
| 2007 |
The State of the Reinsurance Market, CAS Ratemaking Seminar,
Atlanta GA |
| 2006 |
Natural Catastrophes: Have the Rules Changed?, CAS Spring Meeting,
General Session |
| 2006 |
Actuarial Geometry, Risk Theory Society Seminar, Richmond VA |
| 2005 |
Integration & Aggregation in Risk Management: An Insurance
Perspective, CAS Spring Meeting |
| 2004 |
The Iman-Conover Method, CAS Spring Meeting |
| 2003 |
Risk Premium for Insurance Product Pricing, CAS/SOA ERM Symposium |
| 2003 |
Discussion of Myers-Read, CAS Spring Meeting |
| 2003 |
Intersection of Finance & Insurance, Midwestern Actuarial
Forum |
| 2003 |
The Evolution of Property-Casualty Insurance Liabilities, Seminar
on Industrial Problems, Institute for Mathematics & Its Applications,
Minnesota MN |
| 2001 |
Actuarial Applications of the FFT to Computing Aggregate Loss
Distributions, Computational Finance Seminar, Purdue University IN |
| 2001 |
Practical Issues in Computing Aggregate Loss Distributions,
CARe Seminar |
| 2001 |
Computing with Bivariate Distributions, ASTIN Meeting |
| 2000 |
Recent Developments in Transferring Risk, CAS Spring Meeting |
| 2000 |
Applications of the Option Pricing Paradigm to Insurance (Discussion),
CAS Spring Meeting |
| 1999 |
Bayesian-Bootstrap Loss Development, CAS DFA Seminar |
| 1999 |
The Role of Reinsurance in a Total Risk Management Program,
CARe Seminar |
| 1999 |
Four Actuarial Applications of the Bootstrap, AIB Bootstrap
Workshop, Boston MA |
| 1999 |
A Systematic Relationship Between Minimum Bias and Generalized
Linear Models, CAS Spring Meeting |
| 1998 |
Liability Dynamics, CAS DFA Seminar |
| 1998 |
Pricing and the Use of Aggregate Distributions, CARe Practitioner's
Track |
| Professional
and Designations |
| 2008-10 |
Chairman, CAS Committe on the Theory of Risk |
| 1995 |
Member, American Academy of Actuaries |
| 1995 |
Fellow, Casualty Actuarial Society |
| 1992 |
Associate, Society of Actuaries |
| Education |
| 1987-92 |
PhD, Mathematics, University of Chicago, IL |
| 1986-87 |
SM, Mathematics, University of Chicago, IL |
| 1983-86 |
BSc, Mathematics, University of Warwick, England |
| Prizes |
| 2008-10 |
Risk & Insurance Magazine Reinsurance Power Broker - Analytics |
| 2001 |
CAS Committee On On-line Services Prize for contribution
to CAS website |
| 2000 |
CAS Woodward-Fondiller Prize |
| 1999 |
CAS Woodward-Fondiller Prize |
| 1990 |
Josephine Graves Lectureship Award |
| 1986 |
University of Warwick Mathematics Prize |
| 1982 |
Cambridge University Exam Syndicate Economics Prize |
| |
|
| (c) 2009 Stephen Mildenhall |
