About
Knowledge is the Only Good (KOG) blogs things that interest me or that I want to remember. The blog was originally called Convex Considerations but I renamed it when I retired and am in the process of adopting a more retired tone. The name change is the first step.
About Me
Retired Life
A work in progress…
Working Life
I worked in the insurance industry from 1992 until I retired at the end of 2024 and spent my time thinking about risk, insurance, pricing, data, and analytics.
With John Major, I wrote the book Pricing Insurance Risk, published by Wiley in Spring 2022. I am currently writing a study note / monograph on multi-period insurance pricing, extending the book.
From 2016-20, I was an Assistant Professor of Risk Management and Insurance and Director of Insurance Data Analytics at the School of Risk Management in the Tobin College of Business at St. John’s University.
Before joining St. John’s, I was Global CEO of Analytics for Aon plc, reporting to CEO Greg Case. I worked at Aon from 2003 until 2016. I helped establish Aon’s Singapore Center for Innovation and Analytics and led Aon Benfield Analytics, a global team of over 500 actuaries, catastrophe modelers, accountants, and financial modelers. At Aon, I worked with reinsurance clients on risk assessment and mitigation, ERM, economic capital modeling, and other risk-related questions.
From 2001-03, I was Vice President of Actuarial Pricing for Kemper Insurance. I began my career at CNA in 1992, holding positions as a specialty lines actuary with CNA Re Facultative and a pricing and special projects actuary with CNA Personal Lines.
I was on the Board of the Casualty Actuarial Society from 2018 until 2021. I served on the Audit Committee 2018-21 and was Chair 2020-21. I also served on the board of The CAS Institute, a subsidiary organization offering specialized technical credentials.
I am a Fellow of the Casualty Actuarial Society, an Associate of the Society of Actuaries, a Chartered Enterprise Risk Analyst, and a CAS Institute Certified Specialist in Predictive Analytics (CSPA) and Catastrophe Risk Management Professional (CCRMP). I am a member of the Risk Theory Society.
I earned a master’s and a Ph.D. in Mathematics from the University of Chicago and a BSc in Mathematics from the University of Warwick in England.
I am a frequent speaker at professional meetings and industry events. I have written several papers on risk theory, the intersection of insurance and finance, and probability and statistics applications to reserving and rate-making problems.
About the Blog
Dates generally reference date the original article of content was written, not the blog post date.
All posts are a work in progress. Many posts are draft and maybe incomplete. I take a lot of help from Chat GPT. Read skeptically!