EMILIANO A. VALDEZ, PhD, FSA Current work address: Department of Mathematics Box U-3009 University of Connecticut Storrs, CT 06269-3009 Phone: (860) 486-3596 FAX: (860) 486-4238 Email: emiliano.valdez@uconn.edu Current position: Professor, Actuarial Science
BRIEF SUMMARY OF WORK EXPERIENCE My experience is a solid combination of teaching, research, and actuarial work both in an insurance company and a consulting environment. My current duties at the University of Connecticut involve teaching primarily actuarial courses for students preparing a career as an actuary. While at the University of New South Wales (UNSW) in Sydney as an Associate Professor, I had research grants totaling almost half a million dollars. Prior to joining the UNSW, I was an Assistant Professor in Actuarial Science at Nanyang Business School, Nanyang Technological University of Singapore. I have also served as both teaching and research assistant while completing my Ph.D. program at the University of Wisconsin – Madison during which I was also fortunate to assist in a research project supported by the Society of Actuaries that blossomed into a paper titled “Annuity Valuation with Dependent Mortality.” For two summers, I assisted actuaries and programmers at Price Waterhouse in the development of a valuation software. I performed several actuarial duties at Connecticut Mutual for six years during which I completed the examination requirements to be a Fellow of the Society of Actuaries in 1993. Although currently inactive, I also became a Fellow of the Institute of Actuaries of Australia in 2003.
EDUCATION 1998
University of Wisconsin, Madison, Wisconsin, USA Doctor of Philosophy in Business, concentration in Actuarial Science, Risk Management and Insurance (Minor in Statistics)
1986
The University of Connecticut, Storrs, Connecticut, USA Master of Science (Mathematics), major in Actuarial Science
1984
University of the Philippines, Quezon City, Philippines Bachelor of Science (Mathematics), Cum Laude
DOCTORAL DISSERTATION “Relative Importance in Multiple Decrement Models”
Adviser: Professor Edward (Jed) W. Frees
PROFESSIONAL AND ACADEMIC MEMBERSHIP Fellow of the Society of Actuaries Fellow of the Institute of Actuaries of Australia (inactive) Member of the ASTIN section of the International Actuarial Association Member of the American Risk and Insurance Association, 2009 Member of the American Statistical Association, 2009
EDITORIAL ACTIVITIES Associate Editor, Insurance: Mathematics and Economics, 2010 – present Member, Editorial Board, Insurance Markets and Companies: Analyses and Actuarial Computations, 2010 – present Member, Editorial Board, Accounting and Finance Review, USP/Brazil, 2011 – present Member, Editorial Board, Communications in Mathematical Finance, 2012 – present Member, Editorial Board, Risks, 2012 – present
RESEARCH AWARDS 2011 Lloyd’s Science of Risk Prize, category winner on Insurance Operations and Markets, Lloyd’s of London 2011 The David G. Halmstad Prize 2010 Charles A. Hachemeister Prize th 2006 Ernst & Young Best Paper Award at the 28 International Congress of Actuaries, Paris, France. 2000 Best Paper Award at the 4th Asia-Pacific Risk and Insurance Conference in Perth, Australia. 1998 Edward A. Lew Award 1998 Halmstad Prize
RESEARCH INTEREST Copula Models and Dependencies Managing Post-retirement Assets Risk Measures and Capital Requirements Competing Risks Models
Elliptical Distributions and their Applications Longevity Risks and Annuitization Applications of Financial Economics in Actuarial Science Survival Analysis