Paul H. Johnson, Jr.
Assistant Professor, Actuarial Science, Department of Mathematics
Member of the American Risk and Insurance Association (ARIA)
Assistant Professor in the Department of Mathematics: specializing in actuarial science. So far, I have taught the life contingencies sequence of courses: MATH 471 and 472/567, and loss models: MATH 478/568. My research focuses on applications of multilevel regression models to health care/health economics problems, and the use of Markov models for studying the cost effectiveness of various health care programs. I am also assisting in the development of software applications that facilitate efficient stochastic tail modeling, and employ bias-corrected maximum likelihood estimators.
MATH 472/567: Actuarial Theory II/Topics in Actuarial Theory I (Spring 2013):
- MATH 472 Spring 2013 Syllabus
- MATH 472/567 Course Website, with other course materials, is on Illinois Compass 2g
MATH 471: Actuarial Theory I (Fall 2012):
- MATH 471 Fall 2012 Syllabus
- MATH 471 Course Website, with other course materials, is on Illinois Compass 2g
Midwestern Actuarial Forum Seminar Exam MLC/3L Instructor (Spring 2012-Present):
- >Spring 2013 MAF Exam Seminar Registration Information
Curriculum Vitae:
Publications and Other Significant Work:
- "Small Sample Stochastic Tail Modeling: Tackling Sampling Errors and Sampling Bias by Pivot-Distance Sampling and Parametric Curve Fitting Techniques," To appear in Actuarial Research Clearing House 2013.
- "SOA Exam MLC & CAS Exam 3L Study Supplement," Midwestern Actuarial Forum, 2012, approximately 300 pages; first section provided.
- "CSCK MLE Bias Calculation," Fully Functional Mathematica Report, 2012; part of the AMOOF2 Project between Central Washington University and the University of Illinois at Urbana-Champaign.
- "Analyses of Racial/Ethnic Disparities in U.S. Inpatient Mental Health Treatment," Internet Journal of Mental Health, 2012.
- "CSTEP: a HPC Platform for Scenario Reduction Research on Efficient Stochastic Modeling--Representative Scenario Approach," Actuarial Research Clearing House, 2012.
- "Exploring Stakeholder Perspectives on what is Affordable Health Care," Risk Management and Insurance Review, 2010.
- "Health Care Predictive Modeling Tools," Health Watch, 2007 (pp. 24-27).
- "Predictive Modeling with Longitudinal Data: A Case Study of Wisconsin Nursing Homes," North American Actuarial Journal, 2007.
Recent Presentations:
- “Stochastic Model Efficiency Applications: Cluster-Distance Sampling and Parametric Curve Fitting to Tackle Sampling Errors and Bias,” Central Washington University, Ellensburg, WA, October 2012.
- “Efficient Stochastic Tail Modeling with Small Sample Runs,” 47th Actuarial Research Conference, Winnipeg, Manitoba, Canada, August 2012.
- “Bias-Corrected Maximum Likelihood Estimation in Actuarial Science,” 46th Actuarial Research Conference, Storrs, CT, August 2011.
- “Bias-Corrected Maximum Likelihood Estimation in Actuarial Science,” Northern Illinois University, DeKalb, IL, April 2011.
- “Exploring Stakeholder Perspectives on what is Affordable Health Care,” 44th Actuarial Research Conference, Madison, WI, July 2009.
- “Racial Disparities in US Healthcare,” Society of Actuaries’ Health Spring Meeting, Los Angeles, CA, May 2008.
- “Mitigating the Impact of Endogeneity in Mental Healthcare Data via Multilevel Models,” 42nd Actuarial Research Conference, Moon Township, PA, August 2007.
Working Papers:
- "Stochastic Model Efficiency Applications: Cluster-Distance Sampling and Parametric Curve Fitting for Tackling Sampling Errors and Bias", 2012.
- "Racial Disparities and Omitted Variables in US Inpatient Mental Health Treatment", 2011.
- "Bias-Corrected Maximum Likelihood Estimation in Actuarial Science", 2012.
Useful Links:
- Rick Gorvett's Homepage
- UIUC Actuarial Science
- Society of Actuaries
- Casualty Actuarial Society
- American Academy of Actuaries
- Yvonne Chueh's homepage with a link to CSTEP and AMOOF2
Contact Information:
Paul H. Johnson, Jr.
361 Altgeld Hall
1409 W. Green St.
Urbana, IL 61801
217-244-5517
pjohnson@illinois.edu