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Ernesto Schirmacher

Associate Professor, Mathematical Sciences
Ph.D., University of Minnesota, 1997
Office: Morison Hall 353 | 781.891._2496 | eschirmacher@bentley.edu
Department Phone: 781.891._2702 | Department Fax: 781.891.2457
                       


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Bio

Ernesto Schirmacher is a fellow of the Society of Actuaries and prior to joining Bentley University he worked for two decades in the insurance and reinsurance industries. He was involved in pricing, reserving, economic scenario generation, asset valuation, and the application of advanced statistical techniques. He earned his Ph.D. in algebraic combinatorics from the University of Minnesota Twin Cities.

Teaching Interests

Actuarial Mathematics; Applied Statistics; Stochastic Modeling; Learning Techniques

Research Interests

Dependency Modeling; Optimization; Applications of Machine Learning; Data Analysis

Publications

Journal Article(s)
Schirmacher, E., Sholom Feldblum FSA, FCAS, CFA, CPCU, . (2006). Financial Pricing Models for Property-Casualty Insurance Products. North American Actuarial Journal, 10 (2), 1-27. (link)

Schirmacher, E., Schirmacher, D., Thandi, N. (2005). Stochastic Excess-of-Loss Pricing within a Financial Framework. Casualty Actuarial Society, Forum (Spring 2005), 297-351. (link)

Anderson, D., Modlin, C., Feldblum, S., Schirmacher, D., Schirmacher, E., Thandi, N. (2004). A Practitioner's Guide to Generalized Linear Models. Casualty Actuarial Society, Discussion Paper Program, 1-116. (link)

Schirmacher, E. (1999). Log-Concavity and the Exponential Formula. Journal of Combinatorial Theory, Series A, 85 (2), 127 - 134. (link)

Book Chapters
Schirmacher, E. (2016). Pure Premium Modeling Using Generalized Linear Models. In Frees, Edward W.; Meyers, Glenn; Derrig, Richard A.Editors (Eds.), Predictive Modeling Applications in Actuarial Science (pp. 1–38). Cambridge University Press

Conference Proceeding(s)
Schirmacher, E. (2008). Multivariate Dependence Modeling using Pair-Copulas. Society of Actuaries.

Conference Presentations

Schirmacher, E. (2019). "Generalized Linear Models I." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Boston.

Schirmacher, E. (2019). "Generalized Linear Models II." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Boston.

Schirmacher, E. (2018). "Generalized Linear Models I." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Chicago, IL.

Schirmacher, E. (2018). "Generalized Linear Models II." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Chicago, IL.

Schirmacher, E. (2017). "Generalized Linear Models I." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, San Diego, CA.

Schirmacher, E. (2017). "Generalized Linear Models II." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, San Diego, CA.

Schirmacher, E. (2016). "Generalized Linear Models I." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Orlando, FL.

Schirmacher, E. (2016). "Generalized Linear Models II." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Orlando, FL.

Schirmacher, E. (2015). "Generalized Linear Models I." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Addison, TX.

Schirmacher, E. (2015). "Generalized Linear Models II." Presented at the Casualty Actuarial Society's CAS Ratemaking and Product Management Seminar, Addison, TX.

Schirmacher, E. (2010). "Reserve Variability." Presented at the Casualty Actuaries of New England's CANE Conference, Mashantucket, CT.

Schirmacher, E. (2008). "Modeling Dependent Risks via Pair-Copulas." Presented at the Casualty Actuarial Society's CAS Spring Meeting, Quebec, Canada.

Service

University Service
University Senate for Faculty Senate, 2019 - Present

Professional Service
Committee Member for The CAS Institute, 2017 - Present