Taylor Fry

 

Jonathan Cohen

Senior Actuary

About Jonathan

Since joining Taylor Fry in 2008, Jonathan has developed a range of innovative analytical and computational solutions for insurance and government clients. His projects range from modelling social welfare beneficiary behaviour through to personal lines insurance price optimisation.

Jonathan particularly enjoys making use of his unique combination of actuarial and computer science skills to improve the efficiency and utility of actuarial processes through careful automation and novel algorithms.

Jonathan loves engaging with clients and the broader profession to share technical and industry insights. Recently, he has designed and delivered tailored workshops for insurers, focussing on the potential impacts of the National Disability Insurance Scheme and National Injury Insurance Scheme on their business processes.

Experience

Jonathan joined Taylor Fry after completing a PhD in computer science through the Australian National University and NICTA. Since joining Taylor Fry, he has worked on a wide range of analytical and actuarial projects.

Price optimisation

Jonathan developed state of the art algorithms for optimising a major personal lines insurer’s individual prices across multiple products and years. He has also conducted detailed studies into the effects of elasticity model structure and optimisation parameters on individual prices.

Insurance Liability Valuation

Jonathan has performed a wide array of liability valuations covering most long-tailed lines of business. These have included valuations of severe injury claims, impact analysis of legislative reforms and a statistical case estimate model for a state workers compensation scheme.

Automation of Actuarial Processes

Jonathan has completed a number of projects to automate actuarial processes in order to develop efficient and well controlled valuation, pricing and monitoring frameworks. He has also been active in collaborating with client teams to transfer knowledge and ensure that they take ownership of the solutions.

Publications

  • A relatively risky practice: Drivers of common law payments by Jonathan Cohen and Ash Evans. Presented to the Injury Schemes Seminar of the Actuaries Institute 2013.
  • Medical injuries under national disability care and support schemes by Jonathan Cohen, Linda Satchwell and Adrian Gould. Presented to the Biennial Convention of the Institute of Actuaries of Australia 2011.
  • Medical indemnity – Who’s got the perfect cure? By Win-Li Toh, Linda Satchwell and Jonathan Cohen. Presented to the Accident Compensation Seminar of the Institute of Actuaries of Australia 2009.

CONTACT Jonathan

Jonathan.Cohen@taylorfry.com.au

(02) 9249 2930 | Sydney

 

Expertise

  • Price optimisation
  • Insurance Liability Valuation
  • Automation of actuarial processes

Qualifications

  • Fellow of the Institute of Actuaries of Australia since 2013
  • Chartered Enterprise Risk Actuary since 2012
  • Doctor of Philosophy in Computer Science, Australian National University (2008)
  • Bachelor of Computer and Mathematical Sciences Honours, University of Western Australia (2004)