Eileen is a consulting actuary in the Seattle life insurance consulting practice of Milliman. As a consultant at Milliman, Eileen led the industry’s first variable annuity lapse study using predictive modeling and will be leading similar studies on variable annuity partial withdrawals as well as fixed annuity lapses. She has also completed a variety of modeling projects covering fixed and indexed annuity valuations, projections, and merger and acquisition projects. Prior to Milliman, Eileen accumulated extensive quantitative modeling experience through several years at a large international insurer and through a master’s degree in quantitative ecology from the University of Washington.
Jeff’s area of expertise is international property and casualty insurance: particularly reserving, reinsurance analysis, mergers and acquisitions (M&A) activity, advanced pricing techniques, and dynamic financial modeling. Jeff has extensive experience in matters related to both personal and commercial lines of business in the United States, United Kingdom, Middle East, and continental Europe. His experience includes leading the review of reserves of various European (re)insurers as part of due diligence assignments, leading dynamic financial modeling projects both in the United States and Europe, and contributing to Milliman internal Solvency II working party as an author and presenter. Jeff is a Fellow of the Casualty Actuarial Society and a Member of the American Academy of Actuaries.
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.
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.
Kurt is a consultant with the Brussels office of Milliman. His expertise includes asset-liability management, replicating portfolios, ECAP and IFRS.
His current activities include model validation, MCEV reporting and supporting insurance entities with setting up their Solvency II ORSA process and pillar 3 reporting. Kurt has an MSc in Actuarial Sciences from the Catholic University of Leuven, Belgium.
Mark is a Consulting Actuary in Milliman’s Dubai office and a primary author contributing to Non-Life sections of the book. Mark’s area of expertise is non-life insurance, particularly pricing (personal and commercial lines), reserving (including reserve variability and asbestos liabilities), individual risk and association-type dividend plans and premium rates for large accounts, reinsurance, data management, and dynamic risk modeling. Mark has international experience, having worked in Europe for four years, as well as shorter assignments in many other countries. He also has extensive experience in the development of actuarial software tools and is the lead actuary for the Milliman Reserve Variability software development team. Mark is a Fellow of the Casualty Actuarial Society, an Associate of the Society of Actuaries and a Member of the American Academy of Actuaries.
David is a principal and consulting actuary of Milliman. David has worked extensively on annuity projects in U.S., Europe, and Asia that include pricing, capital assessment, and financial reporting. He is also the coordinator of the quarterly variable annuity market update report. In addition, David has worked on other projects that involve stochastic and nested stochastic modeling, MCEV reporting, and Solvency II reporting. He was a key contributing author to case studies in the textbook, Stochastic Modeling: Theory and Reality from an Actuarial Perspective. David is also a key member of the Milliman team that works on applying predictive analytics to the life and annuity industry. He holds a degree of Master in Financial Engineering from HAAS Scholl of Business, University of California at Berkeley. He possesses the knowledge and skill to consult on dynamic hedging, derivative valuation, and stochastic modeling.