Dorothy Andrews has been in the actuarial and insurance field since 1988. Her career includes actuarial and insurance experience with property and casualty insurance companies, life insurance companies, reinsurance companies, international consulting firms, government agencies, and academia. Her responsibilities have included predictive analytics/modeling, actuarial analysis/oversight, and risk management, among many others. Dorothy’s experience includes:
PREDICTIVE MODELING AND STATISTICAL ANALYSIS
- Development of model validation techniques to mitigate model risk.
- Development of monitoring and performance analytics to track model fit.
- Development of retention and price elasticity models for new and renewal business.
- Modeling insurance risks with Experian and Dunn & Bradstreet credit data.
FINANCIAL MODELING AND REPORTING
- Identification of Loss Given Default (LGD) risk factors for the development of LGD scorecards
- Developing cash flows for the calculations of the Loss Given Default risk parameter
- Identification and resolution of Basel II supervisory gaps in LGD, Default Probabilities, and Exposure At Default metrics
- Developing and implementing Guaranteed Minimum Death Benefit Model to analyzes the cost of various designs and valuation of liabilities
- Development of FAS60, FAS97, FAS120, FAS113, FAS91, SOP95-1 and N.Y. Reg. 126 Cash Flow Testing models.
ACTUARIAL MODELING AND VALUATION
- Splining disease specific relative mortality curves to incorporate with underlying proprietary mortality tables.
- Determine attributes of sub-population with poor actual to expected experience.
- Stochastic modeling of life settlement portfolios to assess yield results under various actuarial and financial assumptions.