Andrew H. Dalton
Andrew is a Principal and Consulting Actuary in Milliman’s Philadelphia office and a primary author contributing to Life sections of the book “Stochastic Modeling – Theory and Reality from an Actuarial Perspective”. Andrew’s professional experience includes work on actuarial appraisals for mergers and acquisitions, asset and liability analysis, cash flow testing, and economic capital for life and health companies. Andrew is a Fellow of the Society of Actuaries and a Member of the American Academy of Actuaries. He holds a Masters Degree in Business Administration, concentrating in Finance and Statistics, from the Leonard N. Stern School of Business of New York University.
Nicola is a Consulting Actuary in Milliman’s Milan office and he is the practice leader non-life in Italy & CEE. Nicola’s areas of expertise are Solvency II, Pricing (personal and commercial lines), Reserving, Risk Management, Economic Capital and Mergers & Acquisitions. He has a large experience in MTPL pricing and ratemaking process in particular with GLMs and predictive analytics. Nicola has been the project manager for several motor pricing projects and reserving projects using deterministic and stochastic models. He also has extensive experience in M&A projects leading the review of reserves in various European countries, including Italy, Slovenia, Turkey and Portugal. Nicola has also held the role of appointed actuary. Nicola is a Fellow of the Italian Actuarial Association (ONA) and member of Italian Actuarial Association (IIA).
Matthew G. Killough
Matt is a Principal and Consulting Actuary in Milliman’s Boston office. He holds a PhD in mathematics from the Courant Institute of Mathematical Sciences at New York University and worked for several years as a mathematics professor at the University of Minnesota and Bowdoin College. His academic areas of expertise include mathematical modeling, scientific computing, and numerical analysis. Since joining the actuarial profession, Matt has provided consulting services to a broad range of clients that include self-insured corporations and captive insurance companies as well as traditional non-life insurers and insurance regulators. His areas of particular professional expertise include reserving, economic capital modeling, and risk transfer analyses. He also contributed to the development and testing of the stochastic reserving tools included within Arius™, Milliman’s property/casualty loss reserving software. Matt is a Fellow of the Casualty Actuarial Society and a Member of the American Academy of Actuaries.
Grzegorz is a consultant with the Warsaw office of Milliman. His expertise includes risk management and Solvency II, market consistent embedded value, asset-liability management, replicating portfolios, economic scenarios, and interest rate modeling. Grzegorz has an MSc in Mathematics from the University of Poland, Warsaw, and a PhD in Applied Economics from the Catholic University of Leuven, Belgium.
Florian graduated in mathematics from the University of Karlsruhe and got his PhD from the University of Marburg. He began his career at Generali Germany, where he worked on stochastic modeling. After 2 years at Generali, he moved to Milliman Dusseldorf. Florian consults his clients on Least Squares Monte Carlo, Replicating Portfolios and Prophet model implementation work such as asset modeling or liability tariff options.