Corey Grigg
Corey Grigg currently serves as technical lead for the Chicago Life and Life Technology Solutions Professional Services group. He joined the firm in 2006.
Experience
Corey specializes in supervising the design, implementation, and maintenance of end-to-end automated and governed actuarial valuation and reporting processes that employ Milliman’s technology solutions such as Integrate®.
In addition, he provides consulting support for life insurance mergers and acquisitions, asset-liability management, and strategic capital management projects. He helps clients solve technical challenges with corporate modeling that involve economic capital, embedded values, market-consistent embedded values, cash-flow testing, Bermuda capital and reserving, and financial planning, including:
- Embedded economic scenario generation
- Stochastic credit and default models
- Convergence analysis and variance reduction techniques
- Proxy models
- Nested stochastic projections
Besides his work for Milliman, Corey also performs regularly as a professional singer with Chicago’s premiere baroque orchestra and chorus, Music of the Baroque.
Professional Designations
- Fellow, Society of Actuaries
- Member, American Academy of Actuaries
- Chartered Enterprise Risk Analyst
Education
- BA, Mathematics, Northwestern University
- BMus, Voice Performance & Opera, Northwestern University
- MMus, Vocal Performance & Literature, Northwestern University
Publications