David Wang

David has extensive knowledge and experience in pricing, capital assessment, and financial reporting. He is also the coordinator of Milliman’s quarterly Variable Annuity Market Update report. In addition, David has worked on projects that involve stochastic and nested stochastic modeling, MCEV reporting, Solvency II reporting, proxy modeling, and predictive modeling.

David co-leads a Milliman team that specializes in applying predictive analytics to assist the life and annuity industry in the United States. The team provides cutting edge advice to clients in modeling policyholder behavior, as well as using data analytics for marketing and distribution purposes. He has published numerous papers and articles on annuity and policyholder behavior topics, and is an active speaker at SOA events.

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 degree of Master in Financial Engineering from Haas School of Business, University of California at Berkeley. The knowledge and skill he gains 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.