Curtis G. Dean
Curtis G. Dean
Lincoln Financial Group Distinguished Professor Emeritus of Actuarial Science

Phone:317-402-8292


Degrees:

M.A. in Mathematics, University of Wisconsin-Madison
B.A. in Mathematics and Physics, Earlham College

Professional Designations:

Member of the American Academy of Actuaries (MAAA)
Fellow of the Casualty Actuarial Society (FCAS)
Chartered Financial Analyst (CFA), CFA Institute

Research Interests:

Credibility theory, predictive modeling, and financial risk management

Selected Publications:

  • “Experience Rating Using Credibility Theory”, C.G.Dean. Chapter 9 of Loss Data Analytics, an open text authored by the Actuarial Community. https://openacttexts.github.io/Loss-Data-Analytics/
  •  "Generalized Linear Models", C. G. Dean. Chapter 5 of Predictive Modeling Applications in Actuarial Science, Cambridge University Press, 2014.
  •  “Credibility”, Howard C. Mahler and C.G.Dean, Chapter 8 of Foundations of Casualty Actuarial Science, 4th edition. Published by Casualty Actuarial Society.
  • "The Optimal Number of Quantiles for Predictive Performance Testing of the NCCI Experience Rating Plan", Jon Evans and C.G.Dean, Variance: Advancing the Science of Risk. Volume 8, Issue 2.
  • “Smoothing Wind Losses: A Two-Sided Percentile Model”, C.G.Dean, D.N.Hafling, M.S.Wenger, and W.F.Wilson. Proceedings of the Casualty Actuarial Society, Volume LXXXV, 1998.