Paul Ferrara has been in the actuarial field since 1999 with much of his focus on advanced risk modeling and predictive analytics. His experience includes the following:
- Leveraging predictive models and advanced data analytics to enhance pricing, underwriting, marketing and claims management.
- Enterprise Risk Management.
- Reinsurance capital markets, Insurance Linked Securities, and third-party capital management.
- Insurance Linked Securities product development.
- Advanced analytics for natural catastrophe risks, including experience with catastrophe vendor models (RMS).
- Portfolio management and optimization, including the facilitation of marginal (incremental) pricing, and optimal portfolio construction, subject to high-dimensional, complex, risk constraints.
- Stochastic reserving and traditional actuarial reserving.
- Capital modeling, including marginal risk capital, and EVA, calculations.
- Asset modeling and ESG validation, including models for market risk, and counterparty credit risk.
- Casualty catastrophe modeling, including experience with Praedicat© and Entail© software.
Paul was an assistant professor of Actuarial Science at Drake University, and his research has been published by the Casualty Actuarial Society and the Society of Actuaries. He is also a frequent presenter at actuarial conferences and meetings.