Dominic is a Principal with Milliman’s Milan office. He is qualified as a Fellow of the UK Institute of Actuaries, and has over 25 years’ industry experience as a consulting actuary. He has significant experience in the areas of Solvency II, economic capital, financial reporting, valuations, and actuarial modeling. He is also a published author on the topic of dynamic policyholder behaviour. Dominic holds a BSc (with Honours) in Mathematics and Computer Science from the University of Birmingham, UK and a Masters in Financial Management and Control from the IE Business School in Madrid.
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.
Josh specializes Asset/Liability Management, particularly with respect to variable annuities and other unit-linked products, as well as universal life, in the US, Europe and Asia (Japan, Hong Kong and Singapore). He also has substantive experience in financial engineering, particularly the modeling of exotic derivatives for hedging. He has managed teams of quantitative analysts in the development of forecasting models to test hedge strategies for capital management. Josh also has experience with developing complex model frameworks for hedging, market-consistent reporting and pricing. He has spent time working to developing modeling methodologies for insurers in Europe, the US and Asia.
Mark is a Principal and 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 was the lead actuary for the Milliman Arius® software development team. Mark is a Fellow of the Casualty Actuarial Society, a Fellow of the Society of Actuaries and a Member of the American Academy of Actuaries