Ernesto Schirmacher

Ernesto Schirmacher

Teaching Interests

Actuarial Mathematics; Applied Statistics; Stochastic Modeling; Learning Techniques

Research Interests

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

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.

Professional Memberships

  • Society of Actuaries 2004-01-01 - Present

    • Scholarly Contributions and Creative Productions

    Journal Articles

  • Schirmacher, E., Sholom Feldblum FSA, FCAS, CFA, CPCU, . (2006). Financial Pricing Models for Property-Casualty Insurance Products. North American Actuarial Journal, (10) 2 27-Jan. (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)
  • Schirmacher, E. (1999). Log-Concavity and the Exponential Formula. Journal of Combinatorial Theory. Series A, (85) Issue 2 (Link)
  • Schirmacher, E., Schirmacher, D., Thandi, N. Stochastic Excess-of-Loss Pricing within a Financial Framework. Variance (Link) (In Progress)

    • Book Chapters

  • Schirmacher, E. (2016). Pure Premium Modeling Using Generalized Linear Models Predictive Modeling Applications in Actuarial Science. Cambridge University Press

    • Conference Proceedings

  • Schirmacher, E. (2008). “Multivariate Dependence Modeling using Pair-Copulas” Society of Actuaries

    • Other Scholarly Work

  • Schirmacher, E. (2025). Practical Mixed Models for Actuaries. , (14) (Link).

    • Presentations

  • Schirmacher, E. (2019). “Generalized Linear Models I” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Boston
  • Schirmacher, E. (2019). “Generalized Linear Models II” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Boston
  • Schirmacher, E. (2018). “Generalized Linear Models I” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Chicago, IL
  • Schirmacher, E. (2018). “Generalized Linear Models II” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Chicago, IL
  • Schirmacher, E. (2017). “Generalized Linear Models I” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar San Diego, CA
  • Schirmacher, E. (2017). “Generalized Linear Models II” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar San Diego, CA
  • Schirmacher, E. (2016). “Generalized Linear Models I” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Orlando, FL
  • Schirmacher, E. (2016). “Generalized Linear Models II” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Orlando, FL
  • Schirmacher, E. (2015). “Generalized Linear Models I” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Addison, TX
  • Schirmacher, E. (2015). “Generalized Linear Models II” Presented at the Casualty Actuarial Society CAS Ratemaking and Product Management Seminar Addison, TX
  • Schirmacher, E. (2010). “Reserve Variability” Presented at the Casualty Actuaries of New England CANE Conference Mashantucket, CT
  • Schirmacher, E. (2008). “Modeling Dependent Risks via Pair-Copulas” Presented at the Casualty Actuarial Society CAS Spring Meeting Quebec, Canada

    • Service

    Service: Professional

  • Committee Member for The CAS Institute 2017-03-01 - Present

    • Service: University

  • University Senate for Faculty Senate 2019-09-01 - Present