Yujie (Jerry) Yan, Ph.D., FCAS, MAAA
Consulting Actuary & Principal
Dallas
Jerry is a Property & Casualty Consulting Actuary based in the Dallas office of Lewis & Ellis. Jerry began his actuarial career in 2017 and brings a strong background in data analysis, grounded in his doctoral studies in statistics. Jerry worked at Aon for two years, where he gained in-depth experience in reinsurance pricing, risk transfer dynamics between insurers and reinsurers, and catastrophe modeling.
Jerry has broad experience across both personal and commercial lines, encompassing data analysis, quantitative modeling, reserving, valuation, and pricing. His expertise includes building generalized linear models (GLMs), conducting statistical testing, developing rating factors, performing reinsurance pricing, analyzing loss and expense reserves, issuing actuarial opinions, evaluating risk transfer, reviewing rate filings for state Departments of Insurance, assessing actuarial and statistical models, and estimating the Value of Business Acquired (VOBA) and the fair value of loss reserves. Jerry has also contributed to industry studies on reserve volatility.
In addition to being a Fellow of the Casualty Actuarial Society (FCAS), Jerry is a trained data scientist with a strong foundation in statistical theory. His strength lies in applying advanced statistical techniques and leveraging R, a powerful statistical programming language, to enhance the precision and reliability of actuarial analyses.
Professional
Fellow, Casualty Actuarial Society Member, American Academy of Actuaries
Education
Jerry graduated with a Ph.D. in Mathematics (concentrating to statistics) with honors from University of North Texas in Denton, Texas.
Publications
“A general optimal approach to Bühlmann credibility theory” in “Insurance: Mathematics and Economics”