Professional Designations:      (1)  Fellow of the Casualty Actuarial Society (1986) (2)  Member of the American Academy of Actuaries (1987) (3)  Chartered Property Casualty Underwriter (1993) (4)  ARIAS-U.S. Certified Insurance and Reinsurance Arbitrator (2005)                         Education: POLYTECHNIC INSTITUTE OF NEW YORK MS, Economic Systems 1982 MS, Industrial and Applied Mathematics 1975 NEW YORK UNIVERSITY MS, Mathematics 1972 FAIRLEIGH DICKINSON UNIVERSITY Teaching Certification in Mathematics 1972 UNIVERSITY OF BRIDGEPORT BA, Mathematics (summa cum laude) 1969      Experience:       RAB Actuarial Solutions, LLC Actuarial, Reinsurance, Statistical Modeling Services 2004 to Present RAB Actuarial Solutions LLC offers the following actuarial, statistical modeling and reinsurance consulting services: (1) loss reserve studies (2) reinsurance arbitration and pricing, including reinsurance commutations (3) actuarial and reinsurance expert witness and litigation support (4) research on loss reserving and reinsurance pricing models (5) statistical and econometric modeling, including optimization studies.    PXRE Group Ltd. Senior Vice President and Chief Actuary 1999 to 2004 Actuarial Department Manager and Appointed Actuary Responsible for loss reserving functions and pricing model development, along with related enterprise risk management (ERM) modeling. Worked with PXRE Group's underwriting, actuarial, and systems professionals to measure the potential impact of each risk underwritten on economic capital requirements and profitability levels. Worked with catastrophe modeling staff to develop preliminary loss estimates after each major catastrophe. Priced finite treaties and reinsurance commutations. Provided actuarial support for capital raising efforts and purchase of retrocessional coverage.  SCOR REINSURANCE COMPANY Vice President and Actuary 1995 to 1999 Actuarial pricing manager. Merger & Acquisition and retrocessional analyses. Developed actuarial pricing programs and priced complex treaty proposals including finite treaties. SIGNET STAR REINSURANCE COMPANY Vice President and Actuary: Developed and managed corporate actuarial function, with responsibilities for loss reserves, corporate modeling, and pricing research and development. 1993-1995 Second Vice President and Technical Unit Manager: Responsible for pricing model development, training and price monitoring. Priced finite treaties and commutations. Performed Merger & Acquisition and retrocessional analyses. 1987-1993 PRUDENTIAL REINSURANCE COMPANY Actuarial Manager 1984 to 1987 Pricing responsibilities for two years and reserving responsibilities for one year. Developed pricing programs and priced finite treaties. NEW JERSEY INSTITUTE OF TECHNOLOGY Adjunct Lecturer 1986 to 1987 Taught review course for Credibility and Loss Distributions sections of actuarial exam. INSURANCE SERVICES OFFICE Actuarial Analyst: Commercial Casualty rate reviews, research, and data quality projects. 1975-1978 Senior Actuarial Analyst: Econometric research leading to improved forecasting techniques in ratemaking (outstanding performance award for Inflation Adjusted Trend Procedure). 1978-1984                  Publications: (1) Authored article on "An Introduction to Extreme Value Theory," that was published in the May 2011 edition of the CPCU International Insurance Interest Group periodical. (2) As Chairperson of the CAS Loss Simulation Model Working Party (LSMWP), Robert Bear led the development of the open source Loss Simulation Model that can be used to test loss reserving methods and models. He contributed to the LSMWP paper on "Modeling Loss Emergence and Settlement Processes" that was presented at the 2010 Casualty Loss Reserve Seminar. (3) Authored discussion of Donald Mango's 2005 ASTIN paper on "Insurance Capital as a Shared Asset," that was published in the CAS 2006 Fall Forum. (4) Authored article on "Measuring Returns after Reflecting the Rental Cost of Rating Agency Capital," that was published in the July 2006 edition of the CAS Risk Management Section periodical.  (5) Authored discussion of Rodney Kreps' paper on "Riskiness Leverage Models," that was published in the 2005 CAS Proceedings. (6) Authored discussion of the Pinto-Gogol paper on "An Analysis of Excess Loss Development," that was published in the 1992 CAS Proceedings. (7) Co-authored with Kenneth Nemlick the paper "Pricing the Impact of Adjustable Features and Loss Sharing Provisions of Reinsurance Treaties," that was published in the 1990 CAS Proceedings. This paper won the 1991 Woodward-Fondiller prize, which recognizes evidence of ability for original research and the solution of advanced insurance problems. (8) Co-authored with Daniel Minoli the paper "Hyperperfect Numbers," that was published in the 1975 University of Oklahoma Pi Mu Epsilon Journal. Paper is referenced in Wikipedia under "hyperperfect number."
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