APPENDIX F-3 DEPARTMENT OF RISK MANAGEMENT AND INSURANCE SELF-STUDY (2010 ...

184 Pages·2010·2.47 MB·English

by  Eolia Diaz

APPENDIX F-3
DEPARTMENT OF RISK MANAGEMENT AND INSURANCE SELF-STUDY (2010)
CVs OF FULL-TIME FACULTY (as of Fall 2010)

The following section contains the current CVs of all Department of Risk Management
and Insurance full-time faculty members, in the order listed below:

Bauer, Daniel
Binder, Perry
Brown, Elizabeth
Ciccotello, Conrad
Grace, Martin
Harrison, Glenn
Klein, Robert
Liu, Zhiyong
Luger, Richard
Mansfield, Nancy
Nishiyama, Shinichi
Palmer, Edwin
Phillips, Richard
Sherman, Margaret (“Peggy”)
Sotomayor, Luz Rocio
Subramanian, Ajay
Ulm, Eric
Wang, Shaun
Weston, Harold
Willey, Susan
Zanjani, George
Daniel Bauer
Curriculum Vitae

Atlanta, GA (USA), October 2010

Department of Risk Management and Insurance German Citizen
J. Mack Robinson College of Business, Georgia State University
35 Broad Street, 11th Floor
Atlanta, GA 30303

Phone: [phone]
Fax: [phone]
e-mail: [email protected]

ACADEMIC POSITIONS

02/2008 – present Assistant Professor (TT) of Risk Management and Insurance, J. Mack
Robinson College of Business, Georgia State University
08/2007 – 01/2008 Visiting Lecturer of Risk Management and Insurance, J. Mack Robinson
College of Business, Georgia State University
09/2002 – 05/2003 Teaching Assistant, Department of Mathematics and Statistics, San
Diego State University
09/2000 – 02/2007 Grading Assistant, Faculty of Mathematics and Economics, Ulm
University

HIGHER EDUCATION

06/2005 – 11/2007 Doctoral studies in Mathematics, DFG Research Training Group 1100,
Faculty of Mathematics and Economics, Ulm University
Degree: Dr. rer. nat., Summa cum Laude
Thesis: “Stochastic Mortality Modeling and Securitization of Mortality
Risk”
10/1999 – 06/2005 Studies in Economic Mathematics, Faculty of Mathematics and
Economics, Ulm University
Degree: Dipl. Math. oec., Summa cum Laude, GPA: 1.0
Thesis: “Modellierung und Risikoneutrale Bewertung eines Deutschen
Lebensversicherungsvertrages”
09/2002 – 09/2003 Graduate studies in Statistics, Department of Mathematics and Statistics,
San Diego State University
Degree: MS Statistics, GPA: 3.86
Thesis: “Asymptotic Behavior of the Quality of a Partial Hedge in a
Complete Brownian Stock Market: The Case when the Partial Hedge is
Close to the Perfect one”

PROFESSIONAL EXPERIENCE (relevant, post high school)

09/2003 – 08/2007 Assistant Consultant with the Institute for Finance and Actuarial Science
(ifa), Ulm, Germany (actuarial and financial consulting)
03/2002 – 04/2002 Intern with BodeGrabnerBeye AG & Co. KG (now BodeHewitt AG &
Co. KG), Munich, Germany (actuarial consulting)
07/1999 – 09/1999 Intern with the DaimlerChrysler Sales Organization, Berlin, Germany
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Daniel Bauer
Curriculum Vitae, cont. October 2010

GRANTS, AWARDS & SCHOLARSHIPS

09/2009 International Association of Actuaries (IAA) Life Section Prize 2009 for
“A Universal Pricing Framework for Guaranteed Minimum Benefits in
Variable Annuities” (with A. Kling and J. Russ)
11/2008 SCOR Actuarial Prize Germany (1st Prize) for the dissertation
“Stochastic Mortality Modeling and Securitization of Mortality Risk”
07/2008 Dissertation Award from the Ulm University Society for the best
Mathematics dissertation in 2007/2008
05/2006 Junior GAUSS-Award of the German Actuarial Society (DAV) and the
German Society for Actuarial and Financial Mathematics (DGVFM) for
“Ein allgemeines Modell zur Analyse und Bewertung von Guaranteed
Minimum Benefits in Fondspolicen” (with A. Kling and J. Russ)
04/2005 – 08/2007 German Research Society (DFG) Scholarship for doctoral studies
09/2002 – 09/2003 Fulbright Scholarship for studying abroad (travel grant)

PUBLICATIONS
Monographs
1. “Stochastic Mortality Modeling and Securitization of Mortality Risk”, (2008). ifa-Verlag,
Ulm (Germany).
Journal articles
1. “On the risk-neutral valuation of life insurance contracts with numerical methods in view”,
(2010) with D. Bergmann and R. Kiesel. ASTIN Bulletin 40: 65 – 95.
2. “On the Pricing of Longevity-Linked Securities”, (2010) with M. Boerger and J. Russ.
Insurance: Mathematics and Economics (Special Issue Longevity Four) 46: 139 – 149.
3. “A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities”,
(2008) with A. Kling and J. Russ. ASTIN Bulletin 38: 621 – 651.
4. “Assessing Investment and Longevity Risks within Immediate Annuities”, (2008) with F.
Weber. Asia-Pacific Journal of Risk and Insurance 3 (Special Issue Longevity Three): 90 –
112.
5. “The Volatility of Mortality”, (2008) with M. Boerger, J. Russ, and H.-J. Zwiesler. Asia-
Pacific Journal of Risk and Insurance 3 (Special Issue Longevity Three): 184 – 211.
6. “Risk-Neutral Valuation of Participating Life Insurance Contracts in a Stochastic Interest
Rate Environment”, (2008) with K. Zaglauer. Insurance: Mathematics and Economics 43: 29
– 40.
7. “Ein allgemeines Modell zur Analyse und Bewertung von Guaranteed Minimum Benefits in
Fondspolicen“, (2007) with A. Kling and J. Russ. DGVFM Blaetter 28: 259 – 290.
8. “Risk-neutral valuation of participating life insurance contracts”, (2006) with R. Kiesel, A.
Kling, and J.Russ. Insurance: Mathematics and Economics 39: 171 – 183.
Submitted articles
1. “Risk and Valuation of Premium Payment Options in Participating Life Insurance Contracts”,
(2009) with R. Phillips and A. Speight. To be resubmitted to the Journal of Risk and
Insurance. (Formerly entitled “Comment on the Paper ‘Assessing the Risk Potential of
Premium Payment Options in Participating Life Insurance Contracts’ by N. Gatzert and H.
Schmeiser”).

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Daniel Bauer
Curriculum Vitae, cont. October 2010

Submitted articles (cont.)
2. “Modeling the Forward Surface of Mortality”, (2010) with F.E. Benth and R. Kiesel.
Submitted to Finance and Stochastics.
3. “On the Calculation of the Solvency Capital Requirement based on Nested Simulations”,
(2010) with D. Bergmann and A. Reuss. Submitted to the ASTIN Bulletin.
Working Papers
1. “Risk and Valuation of Mortality Contingent Catastrophe Bonds”, (2009) with F. Kramer.
2. “A Least-Squares Monte Carlo Approach to the Calculation of Capital Requirements”,
(2010) with D. Bergmann and A. Reuss. (Formerly entitled “Solvency II and nested
simulations – a least squares Monte Carlo approach”).
3. “On the Economics of Life Settlements”, (2010) with N. Zhu.
4. “Gaussian Forward Mortality Factor Models: Specification, Calibration, and Application”,
(2010) with N. Zhu.
Work in Progress
1. “The Marginal Cost of Risk and Capital Allocation”, (2010) with G. Zanjani.
2. “Optimal Asset Allocation for Financial Intermediaries under Incomplete Markets”, (2010)
with G. Zanjani.

PRESENTATIONS (selection)

09/2010 Sixth International Longevity Risk and Capital Markets Solutions Conference,
Sydney, Australia. “Gaussian Forward Mortality Models: Specification,
Calibration, and Application”
05/2010 Seminar, Ulm University, Ulm, Germany. “On the Economics of Life Settlements”
05/2010 Seminar, University of Duisburg-Essen, Essen, Germany. “On the Calculation of
the Solvency Capital Requirement based on Internal Models”
01/2010 Statistics Seminar, Georgia State University, Atlanta, GA. “Modeling the Forward
Surface of Mortality”
10/2009 Mathematical Finance Seminar, Georgia Institute of Technology, Atlanta, GA.
“Modeling the Forward Surface of Mortality”
09/2009 Fifth International Longevity Risk and Capital Markets Solutions Conference, New
York, NY. “Risk and Valuation of Mortality Contingent Catastrophe Bonds” and
“Modeling the Forward Surface of Mortality” (two presentations)
09/2009 AFIR/LIFE Colloquium 2009, Munich, Germany (invited speaker). “A Universal
Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities”
05/2009 CMA workshop on insurance mathematics and longevity risk, Centre of
Mathematics for Applications, University of Oslo (invited speaker). “Solvency II
and nested simulations – a least squares Monte Carlo approach”
12/2008 11th Symposium on Finance, Banking, and Insurance, Technical University
Karlsruhe, Germany. “A Universal Pricing Framework for Guaranteed Minimum
Benefits in Variable Annuities”
12/2008 Economic Risk Seminar, Humboldt Universität Berlin, Germany. “Some Ideas on
Solvency II”
07/2008 ISBIS-2008 International Symposium on Business and Industrial Statistics, Prague,
Czech Republic (session organizer). “Modeling the Forward Surface of Mortality”

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Daniel Bauer
Curriculum Vitae, cont. October 2010

02/2008 Workshop on Prospective Mortality Tables, Longevity and Mortality Linked
Securities, AXA, Paris, France (invited speaker). “Risk and Valuation of Mortality
Contingent Catastrophe Bonds”
02/2007 Workshop Scientific Computing in Finance and Insurance, Research Association
Scientific Computing Baden Wuerttemberg (invited speaker). “Computationally
Intensive Problems from Life Insurance” (translated title)
01/2007 Seminar, Robinson College of Business, Georgia State University, Atlanta, GA.
“Mortality Derivatives with a Focus on Longevity Risk”
08/2006 American Risk and Insurance Association (ARIA) 2006 Annual Meeting,
Washington, DC. “Pricing Longevity Bonds using Implied Survival Probabilities”
08/2006 Asia-Pacific Risk and Insurance Association (APRIA) 2006 Annual Meeting, Meiji
University, Tokyo, Japan. “Risk-Neutral Valuation of Participating Life Insurance
Contracts” and “Pricing Longevity Bonds using Implied Survival Probabilities”
(two presentations)
05/2006 International Symposium on Insurance and Finance, Norwegian School of
Economics and Finance (NHH), Bergen, Norway. “Risk-Neutral Valuation of
Participating Life Insurance Contracts”
04/2006 Seminar, Katie School of Insurance and Financial Services, Illinois State
University, Normal, IL. “Pricing Longevity Bonds using Implied Survival
Probabilities”
04/2006 Mathematical Seminar, Department of Mathematics and Statistics, San Diego State
University, San Diego, CA. “Risk-Neutral Valuation of Participating Life
Insurance Contracts”
09/2005 15th International AFIR Colloquium, ETH Zurich, Zurich, Switzerland. “Risk-
Neutral valuation of With-Profits Life Insurance Contracts”

MEMBERSHIPS & SERVICE ACTIVITIES

• Junior member of the German Society for Actuarial and Financial Mathematics (DGVFM)
• Passed all preliminary exams of the German Society of Actuaries (DAV) (for the final exam
three years of practical actuarial experience are necessary)
• Referee for the Annals of Actuarial Science, Applied Mathematical Finance, Asia-Pacific
Journal of Risk and Insurance, ASTIN Bulletin, Belgian Actuarial Bulletin, Finance and
Stochastics, Insurance: Mathematics and Economics, Journal of Banking and Finance and
Journal of Risk and Insurance
• Referee for the 2007 and the 2008 Annual Meeting of the Asia-Pacific Risk and Insurance
Association (APRIA), and the 2009 Meeting of the European Finance Association (EFA)
• Referee for the 2009 GAUSS-Award of the German Actuarial Society (DAV) and the
German Society for Actuarial and Financial Mathematics (DGVFM)
• Referee for the Georgian National Science Foundation
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PERRY BINDER, J.D.
Assistant Professor of Legal Studies, RMI Dept.
Robinson College of Business
Georgia State University

EDUCATION

Binghamton University
Bachelor of Arts in Political Science, with Honors, May 1981

SUNY Buffalo Law School
Juris Doctor, May 1984
- Articles Editor, The Buffalo Law Review

Florida International University
College of Education, 1991-1992
- Graduate-level coursework in Higher Education teaching and counseling (3 courses)

FELLOWSHIP & AWARDS

Pro Bono Award recipient, Dade County Bar Association, 1989
University Finalist, Innovation Award, 2004 University Teaching & Learning Expo
National Finalist, Master Teacher Competition, 2005 ALSB National Conference
- Theme: Innovative Teaching for Inspired Learning
Robinson College of Business Teaching Excellence Award, 2005 Recipient
Robinson College of Business Instructional Innovation Grant, 2008 & 2005 Recipient
Robinson MBA Students’ Crystal Apple Teaching Award, 2008 Recipient
Robinson PMBA Students’ Crystal Apple Teaching Award, 2009 Recipient (Henry cohort)

WORK EXPERIENCE - Academic

CIMBA – Consortium of 35 Universities Paderno del Grappa, Italy
Adjunct Professor (University of Iowa) Summer 2010-present
Taught Social Media Law for U.S. business, journalism, and mass media majors. Class
trip to television news station in Treviso, where I arranged a news segment featuring my
students, which aired throughout Italy.

Georgia State University Atlanta, GA
J. Mack Robinson College of Business
Assistant Professor, Legal Studies Fall 2000-present
Adjunct Professor (Summer 1999)

(cid:0) Co-Founded the GSU Corporate Intellectual Property Roundtable, 2006-present
- 2006 Press Release: http://robinson.gsu.edu/news/06/ip_roundtable.html
(cid:0) Co-Organizer/Speaker, GSU Corporate Intellectual Property Institute, 2007-present
- 2008 Brochure: http://www.gsuip.org/corporate/broch08.pdf
- 2008 Press Release: http://robinson.gsu.edu/news/08/corp_IP.html
(cid:0) Nominations Committee, IP Legends Award – Nominated and Introduced Truett
Cathy (Chick-fil-A, 2007); Nominated and Secured Ted Turner (2009)
(cid:0) Mentor, Teaching & Learning Center, January 2010-
(cid:0) ALSB Teacher Mentor, 2010-

Clayton College & State University Morrow, GA
Paralegal Studies Program Fall 1996- Summer 2000
Director & Assistant Professor

Teaching Duties
(cid:0) Taught Introduction to Law & Ethics, Contracts & Torts, Civil Litigation,
Legal Research (Manual & Computer)
(cid:0) Designed and taught Online course

Administrative Duties
(cid:0) Hired and supervised adjunct instructors
(cid:0) Set up internships and supervised student interns
(cid:0) Continually revised course curriculum and syllabi
(cid:0) Established and served as faculty advisor to the Paralegal Student Association;
wrote quarterly articles for association newsletter
(cid:0) Set up an Advisory Board for the Paralegal Studies Program, which included
judges, attorneys, paralegals and community leaders

University Committees
(cid:0) Faculty Council for university policy and planning, 1998-2000
(cid:0) Academic Affairs, 1997-1998
(cid:0) Promotion & Tenure
- Steering Committee to revise P/T guidelines, 1999-2000
- Committee to assess and recommend eligible faculty for P/T, 1999
(cid:0) Search Committee, Assistant Dean for Health Sciences, 1998-1999
(cid:0) Lecture Hall Renovation Committee, 1998-2000
(cid:0) Chronicles of Change Committee (a qualitative documentation of Information
Technology Project), 1997-1999
(cid:0) Scholarship Committee, 1997
(cid:0) Assessment & Effectiveness Committee, 1996-1997
(cid:0) Critical Thinking Pilot Project Task Force, 1997
(cid:0) Internal Grants Committee, 1997

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University of Miami School of Law Coral Gables, FL
Career Planning Center Spring 1995-Summer 1996
Assistant Director
(cid:0) Conducted career counseling workshops and individual sessions for JD/LLM
students and practicing attorneys
(cid:0) Networked and developed ongoing relationships with attorneys to facilitate
job placement

Rollins College Miami/Ft. Lauderdale, FL
Paralegal Program Winter Park, FL
Adjunct Professor Spring 1993-Fall 1994
(cid:0) Taught full-time course load some semesters
(cid:0) Courses: Corporations, Civil Litigation, and Legal Research & Writing
(cid:0) Interacted with Director of Education to develop examinations
(cid:0) Prepared detailed critique of (with recommended changes to) 1,000 page
Litigation textbook used nationwide by parent company

Miami-Dade Community College Miami, FL
Adjunct Professor Fall 1993-Fall 1994
(cid:0) Taught Fundamentals of Law course

Nova Southeastern University Law School Davie, FL
Adjunct Professor Spring 1991
(cid:0) Taught litigation skills to law student interns in Civil Law Clinic

Broward Community College Davie, FL
Social Science Department Fall 1987-Summer 1992
Adjunct Professor
(cid:0) Taught American Government and International Relations courses

Fort Lauderdale College Hialeah, FL campus
Paralegal Program Spring 1988-Fall 1991
Chair
(cid:0) Coordinated program and taught law courses
(cid:0) Designed and coordinated public internships which were recognized with the
Dade County Bar Association Pro Bono Award (1990)
(cid:0) Received Faculty Excellence award

WORK EXPERIENCE - Professional

Active Member in Good Standing, Florida Bar (#471372) 1985-present
(cid:0) Business Litigation Consultant, 1996-present
(cid:0) Of Counsel to Eric Dorsky, P.A., 1988-1996
(cid:0) Full-time practice, 1984-1988
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(cid:0) Handled all aspects of business litigation in large and small law firms, with an
emphasis on lender liability, contract disputes, and intellectual property
matters
(cid:0) Conducted bench trials and depositions
(cid:0) Drafted pleadings, motions, and briefs in cases with stakes in excess of
10 million dollars
(cid:0) Interned in United States Attorney's Office, Buffalo, NY, Summer 1983

PUBLICATIONS: Referred Scholarly

Arbitrary Exclusions of 'Undesirable' Racetrack and Casino Patrons:
The Courts' Illusory Perception of the Public/Private Distinction
32 Buffalo Law Review 699-730 (1984) (published as a law student)

PUBLICATIONS: Referred Professional/Practitioner

Copyright Infringement of a Screenplay
18 Am Jur POF 3d 721-804 (1992)

Liability of Private Trade School to Student
22 Am Jur POF 3d 411-484 (1993)

Proof of Music Sampling in Copyright Infringement
26 Am Jur POF 3d 537-628 (1994)

Sports Memorabilia Dealer's Liability to Collector
33 Am Jur POF 3d 359-420 (1995)

Liability for Airing False or Misleading Television Infomercials
37 American Jurisprudence Proof of Facts 3d (Am Jur POF 3d), pages 259-314 (1996)

PUBLICATIONS: Books

Unlocking Your Rubber Room – 44 Off-the-Wall Lessons to Lighten and Transform
Everyday Life (Mill City Press 2009)
- Motivational career path book for students and professionals

PUBLICATIONS: Non-Referred and Other

Teen Speeding Law Too Broad – License Loss Rule Should Be Adjusted for School, Job
Needs Fulton County Daily Report (January 18, 2000): 8
Excerpt reprinted in The National Law Journal (December 6, 1999): A15, col. 5
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Teaching the Domain Name Game
Academy of Legal Studies in Business Technology newsletter (Spring 2001)

Domain Names and Your Company’s Giant Sucking Sound, presented for
J. Mack Robinson School of Business faculty (February 2002)
Competitive Edge Magazine (Sept/Oct. 2002)
Reprinted: SHRM-Atlanta newsletter (April 2003)

Presenting E.T.H.I.C.S. (Elevating Trust Has Increased Customer Satisfaction)
Atlanta I-Day presentation (November 2002)
Professional Speaker magazine (April 2003)
Reprinted: Human Resource magazine (Winter 2005) ASTD Atlanta Newsletter (Dec. 2003)
ASTD Atlanta Newsletter (Dec. 2003) Atlanta HR Leadership Forum (July 2003)
Atlanta CPCU Newsletter (May 2003)

Event Waivers for Attendees
BreakOut magazine (March 2004)

Stay Home! Don’t go to Work!! (Humorous Risk Management Tips for Employers)
Human Resource magazine (September 2004)

Handling Employee Blogs – HR’s Seat at the Table?
HR Executive Online (May 2006)
Reprinted in The Privacy Advisor (November 2006)

Making a case for classroom humor
Atlanta Journal-Constitution Op-Ed (Education Section) November 16, 2009

Transform your classroom
Teacher.net Gazette cover story (January 2010)

The Huffington Post – Blogger for College Section on Teaching Justice and Using
Humor in the Classroom, including:
- Lessons of Justice for College Students: Grandpa versus Big Coal,
October 27, 2010
- “Capturing the Friedmans” Dad Was My Unforgettable Teacher:
Apply His Classroom Lessons to Set His Son Free. August 25, 2010
- The Case for Humor in the College Classroom. August 13, 2010

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