Profile

Christophe Groendyke, Ph.D.
Director, Actuarial Science (Mathematics)
Professor of Actuarial Science (Mathematics)
groendyke@rmu.edu
412-397-6054 phone (M)
412-397-4075 fax
John Jay 307


LinkedIn Profile


Educational Background

  • Ph.D., Statistics, Pennsylvania State University, 2011
  • Master of Science, Statistics, Pennsylvania State University, 2008
  • Bachelor of Science, Mathematics, University of Texas at Austin, 1997
  • Bachelor of Arts, Computer Sciences, University of Texas at Austin, 1997

Professional Background

  • Chris worked as an actuary at USAA Life Insurance Company in San Antonio, Texas for over seven years. He worked on the pricing of various life insurance products, as well as asset/liability management, project management, and product management.
  • Chris became a Fellow of the Society of Actuaries in 2004 and serves on various committees for the SOA.

Area of Expertise/Research

  • Chris is interested in the dynamics of disease spread through populations, and in developing methods for using epidemic data to perform statistical inference on network models.
  • Chris is interested in studying and developing techniques and algorithms to solve computationally intensive statistical inference problems; he has written multiple packages in R.
  • Chris studies mortality rates, how they are correlated, how they change through time, and how they are impacted by various geographic and sociological factors.
  • Chris is interested in studying methods to improve pedagogy in actuarial science, particularly related to the study of life contingencies.

Publications

  • Groendyke. "On the Automated Generation of Life Contingencies Problems and Solutions" Journal of Actuarial Research (2024).
  • Richardson, Hartman, Groendyke. Advanced Topics in Predictive Analytics, Society of Actuaries (2022). 
  • Groendyke, Combs. "Modifying the Network-Based Stochastic SEIR Model to Account for Quarantine: An Application to COVID-19" Epidemiologic Methods (2021).
  • Gibbs, Groendyke, Hartman, Richardson. "Modeling County-level Spatio-temporal Mortality Rates using Dynamic Linear Models" Risks (2020). 
  • Hartman, Groendyke, Engler. “Bayesian Multivariate Regime-switching Models and the Impact of Correlation Structure Misspecification in Variable Annuity Pricing" Scandinavian Actuarial Journal (2019).

  • Doyle, Groendyke. “Using Neural Networks to Price and Hedge Variable Annuity Guarantees” Risks (2019)

  • Groendyke, Welch. “epinet: An R Package to Analyze Epidemics Spread Across Contact Networks” Journal of Statistical Software (2018).

  • Hartman, Groendyke. "The Hickman Scholarship: Training Actuarial Educators". The Actuary (2015).
  • Tibbits, Groendyke, Haran, Liechty. "Automated Factor Slice Sampling" Journal of Computational and Graphical Statistics (2014).
  • Hartman, Groendyke. "Model Selection and Averaging in Financial Risk Management" North American Actuarial Journal (2013).
  • Groendyke, Welch, Hunter. “A Network-based Analysis of the 1861 Hagelloch Measles Data" Biometrics (2012). 

  • Groendyke. Introduction to Life Contingencies. Society of Actuaries (2012).

  • Groendyke, Welch, Hunter.  “Bayesian Inference for Contact Networks Given Epidemic Data”  Scandinavian Journal of Statistics (2011).

     

Presentations

  • 2018 - "Mortality/Longevity," Chair, SOA Actuarial Research Conference, London.
  • 2018 - "Bayesian Inference for Contact Network Models Using Epidemic Data," Invited Talk, Brigham Young University.
  • 2017 - "Education Updates," Invited Talk, SOA Actuarial Research Conference, Atlanta.
  • 2016 - "Agricultural Insurance," Moderator, SOA Actuarial Research Conference, Minneapolis.
  • 2016 - "Population Mortality Analysis and Methods," Moderator, SOA Annual Meeting, Las Vegas.
  • 2015 - "CAE 101," Invited Panel Participant, SOA Actuarial Teaching Conference, Indianapolis.
  • 2015 - "Epidemiological and Financial Applications of Statistical Network Science," Invited Talk, Miami University of Ohio.
  • 2014 - "Overview and Applications of Statistical Network Science," Invited Talk, University of Connecticut.
  • 2013 - "Model Selection in Regime-switching Models of Various Types," Invited Talk, Annual Meeting of the Society of Actuaries
  • 2012 - "A Network-based Analysis of the 1861 Hagelloch Measles Data," Invited Talk, Statistical Society of Canada, Guelph.
  • 2010 - "Bayesian Inference for Contact Networks Given Epidemic Data," Contributed Talk, International Biometric Society -- Eastern North America Region, New Orleans
  • 2008 - "Automated Markov Chain Monte Carlo Based on the Ratio-of-Uniforms Transformation," Contributed Talk, Joint Statistical Meetings, Denver.