FIA, FSA, MAAA
Professional designations
- Fellow, Institute of Actuaries
- Fellow, Society of Actuaries
- Member, American Academy of Actuaries
Current responsibility
Experience
David specializes in variable annuity product development. Since he joined Milliman, he has worked extensively on variable annuity projects, including pricing, capital assessment, and financial reporting. He is also the coordinator of the quarterly variable annuity market update report. In addition, David has worked on other projects that involve stochastic and nested stochastic modeling, MCEV reporting, and Solvency II reporting.
Prior to Milliman, David had close to seven years of actuarial experience in the life insurance markets of South East Asia and Greater China.
David holds a master's degree in Financial Engineering from the Haas School of Business, University of California at Berkeley. The knowledge and skill he gained from the degree put him in an excellent position to consult on dynamic hedging, derivative valuation, and stochastic modeling.
David is fluent in English and Mandarin Chinese. He is an advanced MG-ALFA® user.Presentations and publications
- "Interest Rate Hedging on Traditional Life and Health Business," distributed by the Society of Actuaries
- Member of Milliman writing team of "Stochastic Modeling—Theory and Reality from an Actuarial Perspective," textbook published by the International Actuarial Association
- MCEV reporting with MG-ALFA," Milliman research article
- Speaker at the 2007 SOA Annual Meeting
Education
- MFE, Haas School of Business, University of California at Berkeley
- B.Bus, Actuarial Science, Nanyang Technological University, Singapore
Office:
Phone: