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Gary Venter


Gary retired from the insurance industry after a career working at two primary companies, a reinsurer, a broker, a pool, and a rating bureau. He is now an adjunct professor for research at the University of New South Wales and teaches an actuarial graduate course on quantitative risk management at Columbia University, with an emphasis on building economic scenario generators and economic capital models. His career focus was using advancements in computing and statistical methodology to improve actuarial models. The IT revolution made the last 50 years a good time for this, with no end in sight. His current research interests include MCMC-based parameter reduction for pricing, reserving, and mortality models, and economic scenario generators.


  • M.S., Stanford University
  • A.B., University of California, Berkeley