Sarah Christiansen, Ph.D.,
FSA, MAAA
Sarah is a research actuary with specific experience in creating,
developing, and maintaining mathematical models, and in designing
original user friendly APL software tailored to the needs
of the specific user. She has a reputation for quality work.
In addition she has been a speaker at professional meetings.
Her experience includes dividend analysis, X-factor validation
and financial review work for insurance regulators.
Sarah has the necessary experience and education (basic
and continuing), per the Academy of Actuaries Qualification
Standards for Prescribed Statements of Actuarial Opinion,
to render a public statement of actuarial opinion.
Sarah has the following publications to her credit:
- "Representative Interest Rate Scenarios" NAAJ Vol. 2 No. 3 (1998), pp. 29-60.
-"Stability of Representative Crediting Rate Scenarios Under Monte Carlo Simulations", with Buchacker, K., Journal of Actuarial Practice, Vol. 6 (1998), pp. 113-148.
-Workshop: "Representative Interest Rate Scenarios", Contingencies, September/October,1998, pp. 56-60.
-"The Markov Chain Interest Rate Generator Revisited", J. Actuarial Practice, Vol. 2 No. 1 (1994), pp. 101-124.
-"A Practical Guide to Interest Rate Generators for C-3 Risk Analysis", TSA XLIV (1992), pp. 101-134.
-"The Malpractice Crisis" Health Section News, April 1992, pg. 5.
-Many Articles in the Education and Research Section Newsletter.
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Resume
2012 - ISC Strategies Consulting, Inc. (West Des Moines, IA)
2002 - Insurance Strategies Consulting, LLC (West Des Moines,
IA)
CONSULTING ACTUARY. Clients include domestic and international
insurance companies, regulatory bodies and marketing organizations.
1985 to 2001 The Principal Financial Group (Des Moines,
IA)
ASSOCIATE ACTUARY
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