Pierre-Edouard Arrouy
Pierre-Edouard is leading the financial modelling team inside the Research & Development section of Milliman Paris; his consulting work relates to the design, the implementation and the review of financial models within risk-neutral and real-world ESGs. His current research topics deal with calibration methods for interest rates models with stochastic volatility, modelling of credit risk, as well as the pricing of complex derivatives. He is also actively involved in the development of the cloud based ESG solution Milliman CHESS®.
Dominic Clark
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 Courchene
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.
Steven Hooghwerff
Steven is a consulting actuary in the Amsterdam office of Milliman. He has worked in the financial and consulting industry for more than 10 years. Steven's specialty is in the area of life insurance and risk management, and he also advises P&C insurers. His main focus is advising insurers and other financial institutions on developing and using risk models, such as Asset Liability Management (ALM), Economic Capital and Solvency II in their strategic decision making.
Christoph Krischanitz
Christoph was managing director of the actuarial consulting firm arithmetica for more than 17 years. His consulting focus was on actuarial modelling in pensions, finance and non-life insurance. He was actuarial function holder under Solvency II for two insurance companies in Austria and he developed a partial internal model for an international insurance group. He is a fellow of the Aktuarvereinigung Österreichs (AVÖ), and active in the Actuarial Association of Europe (AAE) as well as in the International Actuarial Association (IAA). Christoph served for different roles in the AVÖ, among others he was president for six years.
Job Prince
Job is a consultant in Milliman’s Amsterdam office. He has worked in the financial and consulting industry for more than 7 years. Job’s main area of expertise is financial risk management and valuation. Over the past years he has developed strong quantitative skills in the market risk domain. His main focus is developing models for ALM and Economic Capital and assisting financial institutions to incorporate this into day to day decision-making.
Mark Shapland
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.