Stephen J. Mildenhall
SM, Mathematics, University of Chicago
BSc, Mathematics, University of Warwick
Stephen Mildenhall is 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. Steve has twenty five years experience in the insurance industry. Prior to joining St. John's in 2016 he was Global CEO of Analytics for Aon plc, based in Singapore, and head of Aon Benfield Analytics. He helped found and establish Aon’s Singapore Center for Innovation and Analytics. The Center is a cross-functional group of insurance and HR analytics professionals serving all of Aon’s businesses. As head of Aon Benfield Analytics he led a team of over 500 professionals in actuarial science, catastrophe modeling, accounting and financial modeling and worked extensively with reinsurance clients on risk assessment and mitigation, ERM, economic capital modeling and other risk related questions. He joined Aon in 2003. Previously he was Vice President of Actuarial Pricing for Kemper Insurance. He began his career at CNA in 1992 and held positions there as the specialty lines actuary with CNA Re Facultative and as a pricing and special projects actuary with CNA Personal Lines. Steve is 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. He is a member of the American Risk and Insurance Association and the Risk Theory Society. He served on the ARIA Board of Directors from 2013-2016. He earned his Masters and PhD degrees in Mathematics from the University of Chicago, and a BSc in Mathematics from the University of Warwick in England. He is also a member of the CAS Committee on the Theory of Risk and was its chairman from 2008-2010. Steve is a frequent speaker at professional meetings and industry events. He is also the author of a number of published papers in risk theory, the intersection of insurance and finance, and applications of probability and statistics to reserving and rate making problems. His research has appeared in the Proceedings of the Casualty Actuarial Society, the North American Actuarial Journal and the Duke Math Journal.
Life contingencies, business statistics, applications of computers to insurance
Actuarial science, economic capital modeling, capital allocation, statistics and predictive modeling, catastrophe modeling, reserving, pricing, predictive modeling, risk theory, actuarial geometry
Mildenhall, S. J. (2006). A multivariate Bayesian claim count development model with closed form posterior and predictive distributions. Casualty Actuarial Society Forum. vol. Winter, pp. 451–493.
Mildenhall, S. J. (2004). A Note on the Myers and Read Capital Allocation Formula. North American Actuarial Journal. vol. 8, pp. 32–44.
Mildenhall, S. J. (2000). Discussion of Michael Wacek’s 1997 PCAS Paper-" Application of the option market paradigm to the solution of insurance problems,". Proceedings of the Casualty Actuarial Society. vol. 87,
Mildenhall, S. J. (1999). A systematic relationship between minimum bias and generalized linear models. Proceedings of the Casualty Actuarial Society. vol. 86, pp. 393–487.
Mildenhall, S. J. (1992). Cycles in a product of elliptic curves, and a group analogous to the class group. Duke Math. J.. vol. 67, pp. 387–406.
Mildenhall, S. J. (2006). Correlation and aggregate loss distributions with an emphasis on the Iman-Conover Method. Casualty Actuarial Society Forum. vol. Winter, (2006). Bailey–Simon Method. In: Encyclopedia of Actuarial Science. John Wiley & Sons, Ltd.
Mildenhall, S. J. (2006). Correlation and aggregate loss distributions with an emphasis on the Iman-Conover Method. Casualty Actuarial Society Forum. vol. Winter,