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Invited LecturersNaomi Robbins, Ph.D. Naomi B. Robbins is a consultant and seminar leader who specializes in the graphical display of data. She trains employees of corporations and organizations on the effective presentation of data. She also reviews documents and presentations for clients, suggesting improvements or alternative presentations as appropriate. The author of Creating More Effective Graphs (published by John Wiley in 2005), Dr. Robbins conducts one- and two-day seminars on the book’s subject as well as offers the short programs “Recognizing Misleading and Deceptive Graphs” and “Just Because You Can Doesn’t Mean You Should: Better Charts With Excel.” Dr. Robbins received her Ph.D. in mathematical statistics from Columbia University, M.A. from Cornell University, and A.B. from Bryn Mawr College. She had a long career at Bell Laboratories before forming NBR, her consulting practice. Morton Lane, Ph.D. Morton Lane is the president of Lane Financial LLC, a broker-dealer focusing on the intersection of the reinsurance and capital markets. Dr. Lane was most recently senior managing director of the Capital Markets Division at Gerling Global Financial Products (GGFP). Dr. Lane pioneered the area of insurance securitization, having placed the first private placement of an insurance-linked note into the capital markets in March 1997. Before founding Lane Financial, Dr. Lane was president of Discount Corporation of New York Futures (“Futures House of the Year 1989”); senior managing director and head of commodities of Bear Stearns & Co.; president of Lind-Waldock & Co.; investment officer for The World Bank; and lecturer at the London Graduate School of Business Studies. Dr. Lane is a prominent speaker on insurance and securitization and is the author of numerous articles on these subjects. He is recognized as an expert on financial risk management and hedging, co-authoring two books, The Treasury Bond Basis and Eurodollar Futures. Dr. Lane received the Hachemeister Prize in 2001 for his paper titled “Pricing Risk Transfer Transactions.” Originally from Cardiff, Wales, Dr. Lane earned his B. Soc. Sci. (1st Class Honors) from Birmingham University, England, and his Ph.D. in mathematics, business administration, and computer science from the University of Texas at Austin. Stephen P. D’Arcy, Ph.D. Stephen P. D’Arcy is a professor of finance and the John C. Brogan Faculty Scholar in Risk Management and Insurance at the University of Illinois at Urbana-Champaign. He is a Fellow of the Casualty Actuarial Society, a member of the American Academy of Actuaries, Past-President of the American Risk and Insurance Association, and Past-President of the Casualty Actuarial Society. Dr. D’Arcy has been honored many times for excellence in teaching and he has also received numerous awards for his research including the CAS Dorweiler Prize, the Journal of Risk and Insurance Award, and the first American Risk and Insurance Association Innovation in Instruction Award. He recently won the CAS-ARIA Prize for best paper published by the American Risk and Insurance Association on casualty actuarial topics. Prior to his academic career, he worked as an actuarial student at Aetna Insurance Company and as an actuary at CUMIS Insurance Society. His research interests include insurance fraud, financial modeling, dynamic financial analysis, financial pricing models for property-liability insurers, catastrophe insurance futures, public pension funding, and insurance regulation. He received his B.A. in applied mathematics from Harvard College and his Ph.D. in finance from the University of Illinois. Hans Bühlmann, Ph.D. (Presentation) |
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