Corey Grigg

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.