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