Shane Drew Assistant Professor Contact Info Valparaiso University Department of Mathematics and Computer Science Gellerson Center 217 1900 Chapel Drive Valparaiso, IL 46383-6493 Phone: (219) 464-5195 E-mail: [Firstname][DOT][Lastname] [AT] valpo [DOT] edu

Teaching

Research

• Stochastic Optimization (optimization over uncertainty)
  
• Monte Carlo and Quasi-Monte Carlo Methods
  
• Applied Probability
  
• Simulation
  
• Actuarial Science
  

• S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Proceedings of the 2005 Winter Simulation Conference, M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
  
• S. Drew and T. Homem-de-Mello, "Quasi-Monte Carlo Strategies For Stochastic Optimization", Proceedings of the 2006 Winter Simulation Conference, L.F. Perrone, F.P. Wieland, J. Liu, B.G. Lawson, D.M. Nicol and R.M. Fujimoto, eds.
  

• S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Manuscript, Department of Industrial Engineering and Management Sciences, Northwestern University, 2006.
  

• S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Winter Simulation Conference, Orlando, FL; December 2005.
• S. Drew, "A Hybrid Sampling Algorithm for Stochastic Optimization", Joint Math Meetings, New Orleans, LA; January 2007.

Education

• B.S., Mathematics, Tufts University, Medford, MA; 1996, Magna Cum Laude
• M.S., Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL; 2004
• Ph.D., Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL; 2007
  • Major: Optimization
    
  • Minors: Stochastic Modeling & Analysis, Decision & Risk Analysis
    
  • Dissertation Topic: Quasi-Monte Carlo Methods for Stochastic Programming; Dissertation Advisor: Tito Homem-de-Mello
    

Employment

• John Hancock Life Insurance Company; Boston, MA; Actuarial Associate; 11/1996-07/2002
  • Rotation: Life Product Development (11/1996-09/1998, 08/2000-07/2002)
    • Priced and modeled variable and universal life insurance products
    • Performed tax testing for life insurance products
  • Rotation: Corporate Actuarial (09/1998-08/2000)
    • Performed cash flow testing for traditional life insurance products
    • Calculated required surplus for all business areas
    • Prepared statutory annual statement
  • Passed Actuarial Exams 1 through 7 and 9
  
  
• Watson Wyatt Worldwide; Wellesley Hills, MA; Actuarial Associate; 06/1996-10/1996
  • Department: Retirement
    • Performed pension benefit calculations
    • Filed government forms for pension plans

Professional Societies

• Associate: Society of Actuaries
• Member: American Academy of Actuaries
• Member: INFORMS
• Member: Mathematical Association of America

Some Useful Math Links