Scholarly Contributions per year
Scholarly Contributions per year
Personal profile
Biography
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.
Education/Academic qualification
Mathematics, Ph.D., Log-concavity, q-analogs and the exponential formula, University of Minnesota
… → 1997
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Dive into the research topics where Ernesto Schirmacher is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Pure Premium Modeling Using Generalized Linear Models
Schirmacher, E., 2016, Predictive Modeling Applications in Actuarial Science. Cambridge University Press, p. 1‚Äì38Research output: Chapter in Book/Report/Conference proceeding › Chapter
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Multivariate Dependence Modeling using Pair-Copulas
Schirmacher, E., 2008, 2008 Enterprise Risk Management Symposium Monograph.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Financial Pricing Models for Property-Casualty Insurance Products
Schirmacher, E. & Sholom Feldblum FSA, FCAS, CFA, CPCU, 2006, In: North American Actuarial Journal. 10, 2, p. 27-JanResearch output: Contribution to journal › Article
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Stochastic Excess-of-Loss Pricing within a Financial Framework
Schirmacher, E., Schirmacher, D. & Thandi, N., 2005, In: Casualty Actuarial Society. Forum, Spring 2005, p. 297-351Research output: Contribution to journal › Article
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A Practitioner's Guide to Generalized Linear Models
Anderson, D., Modlin, C., Feldblum, S., Schirmacher, E., Schirmacher, E. & Thandi, N., 2004, In: Casualty Actuarial Society. Discussion Paper Program, p. 1-116Research output: Contribution to journal › Article
Professional Service
- 1 Professional Service