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Founders

Last updated on 2013-10-31 14:24:27

Erick W. Rengifo, Ph.D.

Dr. Erick Rengifo is the Founder Director of the Center for International Policy Studies (CIPS) and Associate Professor in the Economics Department at Fordham University.  He is a private consultant in the fields of microfinance, micro-insurance, investments, risk management and econometrics.  He is currently doing research, in partnership with UCLA, about remittances, their financial cost and accessibility and the use of cell phone technology to improve the current state of how remittances are done.  He has also participated in the implementation of micro-insurance products in Perú.  He is currently part of the Investment Committee of Fordham’s endowment funds.  He is an active scholar with interests in econometric forecasts, risk management, insurance, microfinance and micro-insurance.  His most recent publications are: “Multivariate Autoregressive Modeling of Time Series Count Data Using Copulas”, Journal of Empirical Finance, 2007, vol 14, issue 4, 564-583 (with A. Heinen); “Multivariate reduced rank regression in non-Gaussian contexts, using copulas”, Computational Statistics and Data Analysis 52 (2008) 2931 – 2944 (with A. Heinen) and “How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility –A VaR-application-”, forthcoming in Value-at-Risk, Greg N. Gregoriou, editor, McGraw Hill (with E. Trifan).

Dr. Erick Rengifo also has nine years of experience in the fields of financial management and budgets.  He has been an independent investment and project counselor of many Peruvian private entrepreneurs.  He has extensive experience in investments in fixed income instruments in Latin America.  He has been the corporation controller of Transportes Aereos Nacionales de Selva (Perú).  Moreover, he has been involved in economic consulting on issues regarding competition, valuation and taxation.  Finally, he has also been a university professor in Pontificia Universidad Católica del Perú and Universidad Nacional de San Marcos (Perú).  He taught Econometrics, Mathematics, Industrial Organization, Financial Mathematics, Financial Analysis and Capital and Stock Markets Seminars.

Dr. Erick Rengifo holds a Ph.D. in economics with concentration in Finance and Econometrics from Catholic University of Louvain-Belgium.  His academic background includes an MA in Economics from the Catholic University of Louvain-Belgium, a Master in Finance from the Universidad del Pacífico and a Master in Economics with concentration in “Quantitative Methods in Economics” from the Universidad Nacional Mayor de San Marcos (Perú).

 

Steven W. Carlsen

Steven Carlsen holds a B.A. in Mathematics from Cornell University and a Ph.D. in Economics from Fordham University.  He is President of Shadowbrook Advising, Inc., a consulting firm providing advisory and analytical services to insurance and reinsurance companies as well as to private equity and hedge fund groups investing in these areas.  Prior to reactivating his consulting practice in 2006, Mr. Carlsen was a founding member of Endurance Specialty Holdings Ltd., helping to raise $1.2 billion of initial capital with CEO Kenneth LeStrange in 2001.  At various times, he served as Endurance’s Chief Operating Officer, Chief Underwriting Officer and President of its U.S. reinsurance subsidiary.  Mr. Carlsen remains a director of Endurance and a member of the board of directors’ Underwriting and Investment Committees.

Mr. Carlsen began his career as a property facultative underwriter in 1979 and later as a treaty account executive for Swiss Reinsurance Company.  He joined NAC Re in 1986, ultimately heading their Property and Miscellaneous Treaty Department (which included aviation, marine, surety and finite business).  He managed NAC Re's retrocessions and oversaw the formation of their U.K. subsidiary.  In 1994, Mr. Carlsen joined CAT Limited as Chief Underwriter-North America and in 1997 was co-founder of CAT Limited's finite insurer, Enterprise Re.  From 1999 until he helped launch Endurance in 2001, Mr. Carlsen worked as a consultant, principally with three Morgan Stanley Private Equity insurance ventures and The Plymouth Rock Group.

Mr. Carlsen has provided expert testimony to the Emerging Issues Task Force of FASB and the SEC on issues surrounding reinsurance accounting abuses and participated in the Financial Services Advising Board for a member of the U.S. House of Representatives Financial Services Committee