Dr Gregory Taylor

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Greg Taylor was a founding director of Taylor Fry Consulting Actuaries, where he acted as a consultant for 15 years. Prior to the foundation of that company in 1999, he worked as an actuary in the finance and insurance industry for 30 years, and a further 8 years as an academic.

He is an Officer of the Order of Australia, and recipient of one of the only two Gold Medals ever awarded by the Institute of Actuaries of Australia. He also holds the Finlaison Medal (Silver Medal) of the UK Institute and Faculty of Actuaries.

He specialises in the theory of Insurance Loss Reserving, and has authored two books, and co-authored a third, on the subject. One has been translated into Japanese. He has lectured and held research positions in many academic and industry institutions in Europe and the North America.

Phone

02 9385 3391

E-mail

gregory.taylor@unsw.edu.au

Location

Room 646, Level 6, East Wing, UNSW Business School (E12)

Books | 2016

Taylor GC; McGuire G, 2016, Stochastic loss reserving using Generalized Linear Models, CAS monography series, Casualty Actuarial Society, Arlington, Virginia, http://www.casact.org/pubs/monographs/papers/03-Taylor.pdf

Books | 2000

Taylor GC, 2000, Loss Reserving: an Actuarial Perspective, Kluwer Academic Publishers , (ed.)

Books | 1986

Taylor GC, 1986, Claims reserving in non-life insurance, North Holland , (ed.), Elsevier Science Ltd
Book Chapters | 2016

Taylor GC; Sullivan JP, 2016, 'GLMs as predictive claim models', in Frees EW; Meyers G; Derrig RA (ed.), Predictive Modeling Applications in Actuarial Science, Cambridge University Press, pp. 60 - 99

Book Chapters | 2014

Taylor GC, 2014, 'Claims Triangle/Loss Reserves', in Frees EW; Derrig RA; Meyers G (ed.), Predictive Modeling Applications in Actuarial Science, Cambridge University Press, pp. 449 - 480, http://dx.doi.org/10.1017/CBO9781139342674.018

Book Chapters | 1979

Taylor GC, 1979, 'Rating a motor insurance portfolio by statistical techniques', in McNeil D (ed.), Interactive statistics, North Holland

Book Chapters | 1975

Taylor GC, 1975, 'Credibility for time-heterogeneous loss ratios', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 363 - 389

Book Chapters | 1975

Taylor GC, 1975, 'Credibility under conditions of imperfect persistency', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 391 - 400

Book Chapters | 1975

Taylor GC, 1975, 'In search of a general parameter-free credibility formula', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 401 - 408
Journal articles | 2024

Avanzi B; Lavender M; Taylor G; Wong B, 2024, 'Detection and treatment of outliers for multivariate robust loss reserving', Annals of Actuarial Science, 18, pp. 102 - 125, http://dx.doi.org/10.1017/S1748499523000155

Journal articles | 2024

Avanzi B; Lavender M; Taylor G; Wong B, 2024, 'On the impact of outliers in loss reserving', European Actuarial Journal, 14, pp. 257 - 296, http://dx.doi.org/10.1007/s13385-023-00356-2

Journal articles | 2023

Avanzi B; Taylor G; Wang M, 2023, 'SPLICE: A synthetic paid loss and incurred cost experience simulator', Annals of Actuarial Science, 17, pp. 7 - 35, http://dx.doi.org/10.1017/S1748499522000057

Journal articles | 2023

Taylor G; McGuire G, 2023, 'Model Error (or Ambiguity) and Its Estimation, with Particular Application to Loss Reserving', Risks, 11, http://dx.doi.org/10.3390/risks11110185

Journal articles | 2023

Taylor G; Vu PA, 2023, 'Auto-balanced common shock claim models', Annals of Actuarial Science, 17, pp. 580 - 605, http://dx.doi.org/10.1017/S1748499523000064

Journal articles | 2023

2023, 'SPLICE: A synthetic paid loss and incurred cost experience simulator', Annals of Actuarial Science, 17, pp. 7 - 35, http://dx.doi.org/10.1017/S1748499522000057

Journal articles | 2022

Al-Mudafer MT; Avanzi B; Taylor G; Wong B, 2022, 'Stochastic loss reserving with mixture density neural networks', Insurance: Mathematics and Economics, 105, pp. 144 - 174, http://dx.doi.org/10.1016/j.insmatheco.2022.03.010

Journal articles | 2021

Avanzi B; Taylor G; Vu PA; Wong B, 2021, 'On unbalanced data and common shock models in stochastic loss reserving', Annals of Actuarial Science, 15, pp. 173 - 203, http://dx.doi.org/10.1017/S1748499520000196

Journal articles | 2021

Avanzi B; Taylor G; Wang M; Wong B, 2021, 'SynthETIC: An individual insurance claim simulator with feature control', Insurance Mathematics and Economics, 100, pp. 296 - 308, http://dx.doi.org/10.1016/j.insmatheco.2021.06.004

Journal articles | 2021

Avanzi B; Taylor G; Wong B; Xian A, 2021, 'Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework', European Journal of Operational Research, 290, pp. 177 - 195, http://dx.doi.org/10.1016/j.ejor.2020.07.022

Journal articles | 2021

Avanzi B; Taylor G; Wong B; Yang X, 2021, 'On the modelling of multivariate counts with Cox processes and dependent shot noise intensities', Insurance: Mathematics and Economics, 99, pp. 9 - 24, http://dx.doi.org/10.1016/j.insmatheco.2021.01.002

Journal articles | 2021

Taylor G, 2021, 'A special Tweedie sub-family with application to loss reserving prediction error', Insurance: Mathematics and Economics, 101, pp. 262 - 288, http://dx.doi.org/10.1016/j.insmatheco.2021.08.002

Journal articles | 2020

Avanzi B; Taylor G; Vu PA; Wong B, 2020, 'A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving', Insurance: Mathematics and Economics, 93, pp. 50 - 71, http://dx.doi.org/10.1016/j.insmatheco.2020.04.007

Journal articles | 2020

Taylor G, 2020, 'Risks special issue on “granular models and machine learning models”', Risks, 8, http://dx.doi.org/10.3390/risks8010001

Journal articles | 2019

Taylor G, 2019, 'A Cape Cod model for the exponential dispersion family', Insurance: Mathematics and Economics, 85, pp. 126 - 137, http://dx.doi.org/10.1016/j.insmatheco.2018.11.008

Journal articles | 2019

Taylor G, 2019, 'Loss reserving models: Granular and machine learning forms', Risks, 7, http://dx.doi.org/10.3390/risks7030082

Journal articles | 2018

Avanzi B; Taylor G; Wong B, 2018, 'Common shock models for claim arrays', ASTIN Bulletin, 48, pp. 1109 - 1136, http://dx.doi.org/10.1017/asb.2018.18

Journal articles | 2018

Taylor GC, 2018, 'Observations on industry practice in the construction of large correlation structures for risk and capital margins', European Actuarial Journal, 8, pp. 517 - 543, http://dx.doi.org/10.1007/s13385-018-0173-7

Journal articles | 2016

Avanzi B; Taylor G; Wong B, 2016, 'Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations', ASTIN Bulletin, 46, pp. 225 - 263, http://dx.doi.org/10.1017/asb.2015.31

Journal articles | 2016

Avanzi B; Taylor GC; Vu PA; Wong B, 2016, 'Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach', Insurance: Mathematics and Economics, 71, pp. 63 - 78, http://dx.doi.org/10.1016/j.insmatheco.2016.08.006

Journal articles | 2016

Taylor G, 2016, 'Existence and uniqueness of chain ladder solutions', ASTIN Bulletin, 47, pp. 1 - 41, http://dx.doi.org/10.1017/asb.2016.23

Journal articles | 2016

Taylor GC, 2016, 'Comment on the paper “The impact of covariates on a bonus–malus system: an application of Taylor’s model” by Lemaire, Park & Wang', European Actuarial Journal, http://dx.doi.org/10.1007/s13385-016-0126-y

Journal articles | 2014

Taylor G, 2014, 'Bayesian chain ladder models', ASTIN Bulletin, 45, pp. 75 - 99, http://dx.doi.org/10.1017/asb.2014.25

Journal articles | 2011

Taylor GC, 2011, 'A statistical basis for claims experience monitoring', North American Actuarial Journal, 15, pp. 535 - 552, http://dx.doi.org/10.1080/10920277.2011.10597637

Journal articles | 2011

Taylor GC, 2011, 'Chain-Ladder Correlations', Variance: advancing the science of risk, 5, pp. 115 - 123

Journal articles | 2011

Taylor GC, 2011, 'Maximum likelihood and estimation efficiency of the chain ladder', ASTIN Bulletin, 41, pp. 131 - 155, http://dx.doi.org/10.2143/AST.41.1.2084389

Journal articles | 2009

McGuire G; Taylor GC, 2009, 'Adaptive Reserving Using Bayesian Revision for the Exponential Dispersion Family', Variance, 3, pp. 105 - 130

Journal articles | 2009

Taylor GC, 2009, 'The Chain Ladder and Tweedie Distributed Claims Data', Variance, 3, pp. 96 - 104

Journal articles | 2008

Taylor G; McGuire G; Sullivan J, 2008, 'Individual Claim Loss Reserving Conditioned by Case Estimates', Annals of Actuarial Science, 3, pp. 215 - 256, http://dx.doi.org/10.1017/s1748499500000518

Journal articles | 2008

Taylor G, 2008, 'A Simple Model of Insurance Market Dynamics', North American Actuarial Journal, 12, pp. 242 - 262

Journal articles | 2008

Taylor G, 2008, 'Second-order Bayesian revision of a generalized linear model', Scandinavian Actuarial Journal, pp. 202 - 242, http://dx.doi.org/10.1080/03461230701287517

Journal articles | 2008

Taylor GC, 2008, 'Credibility, Hypothesis Testing and Regression Software', ASTIN Bulletin, 37, pp. 517 - 535, http://dx.doi.org/10.2143/AST.37.2.2024078

Journal articles | 2007

Taylor G; McGuire G, 2007, 'A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error', North American Actuarial Journal, 11, pp. 70 - 88, http://dx.doi.org/10.1080/10920277.2007.10597467

Journal articles | 2007

Taylor GC, 2007, 'Modeling Mortgage Insurance as a Multistate Process', Variance, 1, pp. 81 - 102

Journal articles | 2006

Taylor GC, 2006, 'APRA general insurance risk margins', Australian Actuarial Journal, 12, pp. 367 - 397

Journal articles | 2004

Taylor G, 2004, 'Risk and Discounted Loss Reserves', North American Actuarial Journal, 8, pp. 37 - 44, http://dx.doi.org/10.1080/10920277.2004.10596127

Journal articles | 2003

Taylor GC, 2003, 'Chain Ladder Bias', ASTIN Bulletin, 33, pp. 313 - 330

Journal articles | 2002

Taylor G, 2002, 'Stochastic control of funding systems', Insurance: Mathematics and Economics, 30, pp. 323 - 350, http://dx.doi.org/10.1016/S0167-6687(02)00107-5

Journal articles | 2002

Taylor GC, 2002, 'Guest Editorial', British Actuarial Journal, 8, pp. 835 - 841, http://dx.doi.org/10.1017/S1357321700003949

Journal articles | 2001

TAYLOR G, 2001, 'Geographic Premium Rating by Whittaker-Spatial Smoothing', ASTIN Bulletin, 31, pp. 147 - 160, http://dx.doi.org/10.2143/AST.31.1.999

Journal articles | 1999

Taylor GC, 1999, 'Sub-direct sums and positivity classes of matrices.', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1670523

Journal articles | 1998

Taylor GC, 1998, 'A relative perturbation bound for positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1484087

Journal articles | 1998

Taylor GC, 1998, 'Completely positive matrices with a book-graph.', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1624496

Journal articles | 1998

Taylor GC, 1998, '“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998', North American Actuarial Journal, 2, pp. 116 - 117, http://dx.doi.org/10.1080/10920277.1998.10595685

Journal articles | 1997

TAYLOR G, 1997, 'Setting a Bonus-Malus Scale in the Presence of Rating Factors', ASTIN Bulletin, 27, pp. 319 - 327, http://dx.doi.org/10.2143/AST.27.2.542055

Journal articles | 1997

Taylor G, 1997, 'Reserving consecutive layers of inwards excess-of-loss reinsurance', Insurance: Mathematics and Economics, 20, pp. 225 - 242, http://dx.doi.org/10.1016/S0167-6687(97)00034-6

Journal articles | 1997

Taylor GC, 1997, 'A new positive definite geometric mean of two positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1421263

Journal articles | 1997

Taylor GC, 1997, 'Smoothness criteria for multi-dimensional Whittaker graduation', Insurance: Mathematics and Economics, 20, pp. 148 - 148, http://dx.doi.org/10.1016/S0167-6687(97)80657-9

Journal articles | 1997

Taylor GC, 1997, 'Some remarks on partial orderings of nonnegative definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1465882

Journal articles | 1996

Taylor GC, 1996, 'A note on comparison theorems for splittings and multisplittings of Hermitian positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1368073

Journal articles | 1996

Taylor GC, 1996, 'Reserving for long tail lines of business', Transactions of the Institute of Actuaries of Australia, pp. 579 - 645

Journal articles | 1995

Taylor GC, 1995, 'An Equilibrium Model of Insurance Pricing and Capitalization', Journal of Risk and Insurance, 62, pp. 409 - 446, http://www.jstor.org/stable/253818

Journal articles | 1995

Taylor GC, 1995, 'Criteria for copositive matrices using simplices and barycentric coordinates', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1334568

Journal articles | 1994

TAYLOR G, 1994, 'Modelling Mortgage Insurance Claims Experience', ASTIN Bulletin, 24, pp. 97 - 129, http://dx.doi.org/10.2143/AST.24.1.2005084

Journal articles | 1994

Taylor GC, 1994, 'Fair premium rating methods and the relations between them', Journal of Risk and Insurance, 61, pp. 592 - 615, http://www.jstor.org/stable/253640

Journal articles | 1993

TAYLOR G, 1993, 'The Incidence of Risk under Credit Insurance', ASTIN Bulletin, 23, pp. 287 - 299, http://dx.doi.org/10.2143/AST.23.2.2005096

Journal articles | 1992

Taylor G, 1992, 'A Bayesian interpretation of Whittaker—Henderson graduation', Insurance: Mathematics and Economics, 11, pp. 7 - 16, http://dx.doi.org/10.1016/0167-6687(92)90084-O

Journal articles | 1992

Taylor G, 1992, 'Risk exchange I: A unification of some existing results', Scandinavian Actuarial Journal, 1992, pp. 15 - 39, http://dx.doi.org/10.1080/03461238.1992.10413895

Journal articles | 1992

Taylor G, 1992, 'Risk exchange II: Optimal reinsurance contracts', Scandinavian Actuarial Journal, 1992, pp. 40 - 59, http://dx.doi.org/10.1080/03461238.1992.10413896

Journal articles | 1991

BROCKETT P; GOOVAERTS M; TAYLOR G, 1991, 'The Schmitter Problem', ASTIN Bulletin, 21, pp. 129 - 132, http://dx.doi.org/10.2143/AST.21.1.2005405

Journal articles | 1990

Taylor GC, 1990, 'Valuation of a non-life insurance company for purchase', 1990 SCOR Re International Prize in Actuarial Science, 1990

Journal articles | 1989

TAYLOR GC, 1989, 'Use of Spline Functions for Premium Rating by Geographic Area', ASTIN Bulletin, 19, pp. 91 - 122, http://dx.doi.org/10.2143/AST.19.1.2014917

Journal articles | 1989

Taylor GC, 1989, 'Products of random matrices or "Why do biennials live longer than two years?''', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=999624

Journal articles | 1988

Taylor GC, 1988, 'Underwriting cycles in relation to insurance pricing and solvency', Australian Insurance Institute Journal, pp. 33 - 36

Journal articles | 1987

Goovaerts MJ; Taylor GC, 1987, 'Premium rating under non-exponential utility', Insurance: Mathematics and Economics, 6, pp. 245 - 257, http://dx.doi.org/10.1016/0167-6687(87)90029-1

Journal articles | 1987

Taylor GC, 1987, 'Balancing an insurance portfolio by class of business', Insurance: Mathematics and Economics, 6, pp. 7 - 18, http://dx.doi.org/10.1016/0167-6687(87)90003-5

Journal articles | 1987

Taylor GC, 1987, 'Control of unfunded and partially funded systems of payments', Journal of the Institute of Actuaries, 114, pp. 371 - 392, http://dx.doi.org/10.1017/S0020268100019107

Journal articles | 1987

Taylor GC, 1987, 'Expenses and underwriting strategy in competition', Insurance: Mathematics and Economics, 6, pp. 275 - 287, http://dx.doi.org/10.1016/0167-6687(87)90032-1

Journal articles | 1986

Taylor GC, 1986, 'Determination of the rate of investment return for the discounting of general insurance outstanding claims', Journal of the Institute of Actuaries, 113, pp. 61 - 101, http://dx.doi.org/10.1017/S0020268100042311

Journal articles | 1986

Taylor GC, 1986, 'Discussion of ‘Ordering of risks and ruin probabilities’ by F. Broeckx, M. Goovaerts and F. De Vylder', Insurance: Mathematics and Economics, 5, pp. 41 - 44, http://dx.doi.org/10.1016/0167-6687(86)90006-5

Journal articles | 1986

Taylor GC, 1986, 'Underwriting strategy in a competitive insurance environment', Insurance: Mathematics and Economics, 5, pp. 59 - 77, http://dx.doi.org/10.1016/0167-6687(86)90009-0

Journal articles | 1985

TAYLOR GC, 1985, 'A Heuristic Review of Some Ruin Theory Results', ASTIN Bulletin, 15, pp. 73 - 88, http://dx.doi.org/10.2143/AST.15.2.2015020

Journal articles | 1985

Taylor GC, 1985, 'Combination of estimates of outstanding claims in non-life insurance', Insurance: Mathematics and Economics, 4, pp. 81 - 91, http://dx.doi.org/10.1016/0167-6687(85)90002-2

Journal articles | 1985

Taylor GC, 1985, 'Primitivity of products of leslie matrices', Bulletin of Mathematical Biology, 47, pp. 23 - 34, http://dx.doi.org/10.1007/BF02459644

Journal articles | 1984

Taylor GC; Cumpston JR; de Ravin JW; Gerrard PN, 1984, '"Standard methods" of estimating outstanding claims', Transactions of the Institute of Actuaries of Australia, pp. 321 - 413

Journal articles | 1984

Taylor GC, 1984, 'Effects of reserve certification legislation may not necessarily be all desirable', Australian Insurance Institute Journal, 7, pp. 27 - 28

Journal articles | 1984

Taylor GC, 1984, 'Solvency margin funding for general insurance companies', Journal of the Institute of Actuaries, 111, pp. 173 - 179, http://dx.doi.org/10.1017/S0020268100041585

Journal articles | 1983

Taylor GC; Ashe FR, 1983, 'Second moments of estimates of outstanding claims', Journal of Econometrics, 23, pp. 37 - 61, http://dx.doi.org/10.1016/0304-4076(83)90074-X

Journal articles | 1983

Taylor GC, 1983, 'An invariance principle for the analysis of non-life insurance claims', Journal of the Institute of Actuaries, 110, pp. 205 - 242, http://dx.doi.org/10.1017/S0020268100041305

Journal articles | 1982

Taylor GC, 1982, 'Editorial', Insurance: Mathematics and Economics, pp. 1 - 1, http://dx.doi.org/10.1016/0167-6687(82)90014-2

Journal articles | 1982

Taylor GC, 1982, 'Estimation of outstanding reinsurance recoveries on the basis of incomplete information', Insurance: Mathematics and Economics, 1, pp. 3 - 11, http://dx.doi.org/10.1016/0167-6687(82)90015-4

Journal articles | 1982

Taylor GC, 1982, 'Zehnwirth's comments on the see-saw method: a reply', Insurance: Mathematics and Economics, 1, pp. 105 - 108, http://dx.doi.org/10.1016/0167-6687(82)90004-X

Journal articles | 1981

Taylor GC, 1981, 'Actuarial assessment of leasing plans', Rydge's Business Journal, pp. 113 - 115

Journal articles | 1981

Taylor GC, 1981, 'An actuary's reflections on the Broadbeach seminar', Australian Insurance Institute Journal, 4, pp. 75 - 76

Journal articles | 1981

Taylor GC, 1981, 'Speed of finalization of claims and claims runoff analysis', ASTIN Bulletin, 12, pp. 81 - 100

Journal articles | 1981

Taylor GC, 1981, 'Stop-loss premiums and danger of the claim frequency distribution', Bulletin de l'Association Royale des Actuaires Belges, pp. 71 - 74

Journal articles | 1980

Sundt B, 1980, 'A multi-level hierarchical credibility regression model', Scandinavian Actuarial Journal, 1980, pp. 25 - 32, http://dx.doi.org/10.1080/03461238.1980.10404683

Journal articles | 1980

Taylor GC; Prime CM; Carey RV; Boag KA; Day JH, 1980, 'Report of the morbidity committee', Transactions of the Institute of Actuaries of Australia

Journal articles | 1980

Taylor GC, 1980, 'Determination of internal rate of return in respect of an arbitrary cash flow', Journal of the Institute of Actuaries, 107, pp. 487 - 497, http://dx.doi.org/10.1017/S0020268100040439

Journal articles | 1980

Taylor GC, 1980, 'Outstanding reinsurance recoveries', General Insurance Bulletin, pp. 3 - 6

Journal articles | 1980

Taylor GC, 1980, 'Probability of ruin with variable premium rate', Scandinavian Actuarial Journal, 1980, pp. 57 - 76, http://dx.doi.org/10.1080/03461238.1980.10408641

Journal articles | 1979

Norberg R, 1979, 'The credibility approach to experience rating', Scandinavian Actuarial Journal, 1979, pp. 181 - 221, http://dx.doi.org/10.1080/03461238.1979.10413721

Journal articles | 1979

Taylor GC; Cameron BD; Churche WJ; Drastik VC; Fletcher CF; Kolar AR; Moore IR, 1979, 'Some results of graduation of mortality rates by the Whittaker-Henderson and spline fitting methods.', Bulletin de l'Association Royale des Actuaires Belges, 71, pp. 48 - 77

Journal articles | 1979

Taylor GC; Cumpston JR; Kimber DJ; Matthews TJ; Ryder JM, 1979, 'Possible amendments to the insurance act 1973', General Insurance Bulletin, pp. 19 - 22

Journal articles | 1979

Taylor GC, 1979, 'Claim size distribution and outstanding claims provisions', General Insurance Bulletin, pp. 9 - 16

Journal articles | 1979

Taylor GC, 1979, 'Credibility analysis of a general hierarchical model', Scandinavian Actuarial Journal, 1979, pp. 1 - 12, http://dx.doi.org/10.1080/03461238.1979.10413705

Journal articles | 1979

Taylor GC, 1979, 'Rating the discount for a motor insurance excess', ASTIN Bulletin, 10, pp. 295 - 302

Journal articles | 1979

Taylor GC, 1979, 'Reply to G.B. Hey on gross versus net', General Insurance Bulletin, pp. 4 - 4

Journal articles | 1979

Taylor GC, 1979, 'The negative exponential distribution and average excess claim size', ASTIN Bulletin, 10, pp. 303 - 304

Journal articles | 1979

Taylor GC, 1979, 'The negative exponential distribution and average excess claim size', General Insurance Bulletin, pp. 16 - 17

Journal articles | 1979

Taylor GC, 1979, 'The probability of ruin under conditions of inflation or experience rating.', ASTIN Bulletin, 10, pp. 149 - 162

Journal articles | 1978

Taylor GC; Worcester PA, 1978, 'Concerning Hardy's Method of Performing a Makeham Graduation.', Journal of the Staple Inn Actuarial Society, 22, pp. 217 - 224, http://dx.doi.org/10.1017/S0020269X00009051

Journal articles | 1978

Taylor GC, 1978, 'An investigation of the use of weighted averages for the estimation of the mean of a long-tailed claim size distribution', ASTIN Bulletin, 10, pp. 87 - 98

Journal articles | 1978

Taylor GC, 1978, 'Effect on outstanding claims of benefit increase for early duration workers' compensation claims', General Insurance Bulletin, pp. 9 - 14

Journal articles | 1978

Taylor GC, 1978, 'General insurance database and methods of claim reserving', Australian Insurance Institute Journal, 2, pp. 2 - 5

Journal articles | 1978

Taylor GC, 1978, 'Representation and explicit calculation of Finite-time ruin probabilities', Scandinavian Actuarial Journal, 1978, pp. 1 - 18, http://dx.doi.org/10.1080/03461238.1978.10414315

Journal articles | 1978

Taylor GC, 1978, 'Stability in Recurrence Systems whose Recurrence Relations Possess a Certain Positivity Property', SIAM Journal on Applied Mathematics, 35, pp. 48 - 67, http://dx.doi.org/10.1137/0135005

Journal articles | 1978

Taylor GC, 1978, 'Testing Goodness-of-Fit of an Estimated Run-Off Triangle', ASTIN Bulletin, 10, pp. 78 - 86

Journal articles | 1977

Taylor GC; Cheetham SJ; Harris IL; Jameson LA; McMullen LJ, 1977, 'Some empirical investigation of the distribution of the "chi-square" test statistic of a graduation by linear-compound formula', Bulletin de l'Association Royale des Actuaires Belges, 71, pp. 15 - 25

Journal articles | 1977

Taylor GC; Matthews TJ, 1977, 'Experimentation with the Estimation of the provision for outstanding Claims in Non-life Insurance', Transaction of the Institute of Actuaries of Australia, pp. 178 - 254

Journal articles | 1977

Taylor GC; Matthews TJ, 1977, 'Experimentation with the estimation of the provision for outstanding claims in nonlife insurance', General Insurance Bulletin, pp. 17 - 18

Journal articles | 1977

Taylor GC, 1977, 'A score of errors', General Insurance Bulletin, pp. 13 - 14

Journal articles | 1977

Taylor GC, 1977, 'A topological version of some ergodic theorems', Studia Mathematica, 63, pp. 199 - 205

Journal articles | 1977

Taylor GC, 1977, 'Abstract credibility', Scandinavian Actuarial Journal, 1977, pp. 149 - 168, http://dx.doi.org/10.1080/03461238.1977.10405636

Journal articles | 1977

Taylor GC, 1977, 'Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory', Blätter der DGVFM, 13, pp. 85 - 92, http://dx.doi.org/10.1007/BF02810155

Journal articles | 1977

Taylor GC, 1977, 'Confidence intervals for superannuation fund contribution rates', Bulletin of the Institute of Actuaries of Australia, 1977, pp. 579 - 584

Journal articles | 1977

Taylor GC, 1977, 'Inhomogeneous products of cyclic irreducible nonnegative matrices', Journal of the Australian Mathematical Society, 24 (Series A), pp. 409 - 416

Journal articles | 1977

Taylor GC, 1977, 'Runoff analysis and changing quality of business', General Insurance Bulletin, pp. 2 - 5

Journal articles | 1977

Taylor GC, 1977, 'Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays', ASTIN Bulletin, 9, pp. 219 - 230

Journal articles | 1977

Taylor GC, 1977, 'Solvency Margins', GIRO Bulletin, pp. 15 - 18

Journal articles | 1977

Taylor GC, 1977, 'The chi-square test of a graduation by linear-compound formula', Bulletin de l'Association des Actuaires Belges, pp. 26 - 42

Journal articles | 1977

Taylor GC, 1977, 'Upper bounds on stop-loss premiums under constraints on claim size distribution', Scandinavian Actuarial Journal, 1977, pp. 94 - 105, http://dx.doi.org/10.1080/03461238.1977.10405631

Journal articles | 1976

Taylor GC; Atfield R; Brennan AR; Brown A; Dodds A; Ringstad C; Stanton D; Steel D; Ward FC, 1976, 'A revised actuarial notation', Transactions of the Institute of Actuaries of Australia and New Zealand

Journal articles | 1976

Taylor GC; Bühlmann H, 1976, 'Claims mortality and the existence of moments of the claim size distribution.', Bulletin of the Swiss Association of Actuaries, 76, pp. 750 - 781

Journal articles | 1976

Taylor GC; Cumpston JR, 1976, 'Tests on the adequacy of provisions for employers' liability outstanding claims', General Insurance Bulletin, pp. 2 - 7

Journal articles | 1976

Taylor GC, 1976, 'Allowance for heterogeneity in the testing of a graduation of mortality rates', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 403 - 412

Journal articles | 1976

Taylor GC, 1976, 'Comments on "Errors in risk theory"', General Insurance Bulletin, pp. 16 - 16

Journal articles | 1976

Taylor GC, 1976, 'Comments on "More convulsions on cumulants"', General Insurance Bulletin, pp. 11 - 11

Journal articles | 1976

Taylor GC, 1976, 'Credibility: theory and applications', Australian Journal of Statistics, 18, pp. 185 - 187, http://dx.doi.org/10.1111/j.1467-842X.1976.tb01295.x

Journal articles | 1976

Taylor GC, 1976, 'Some practical variations of the separation method', General Insurance Bulletin, pp. 9 - 16

Journal articles | 1976

Taylor GC, 1976, 'Use of differential and integral inequalities to bound ruin and queuing probabilities', Scandinavian Actuarial Journal, 1976, pp. 197 - 208, http://dx.doi.org/10.1080/03461238.1976.10405616

Journal articles | 1975

Taylor GC, 1975, 'A solution of Ziock's autocorrelation problem', Actuarial Research Clearing House

Journal articles | 1975

Taylor GC, 1975, 'Further remarks on the application of inequalities to actuarial functions', Actuarial Research Clearing House

Journal articles | 1975

Taylor GC, 1975, 'How many claims are necessary for reliable estimation of outstanding claims provisions', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 735 - 741

Journal articles | 1975

Taylor GC, 1975, 'On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations', Scandinavian Actuarial Journal, 1975, pp. 11 - 20, http://dx.doi.org/10.1080/03461238.1975.10405074

Journal articles | 1975

Taylor GC, 1975, 'Regarding Cumpston's application of the separation method to the estimation of provisions for Workers' Compensation outstanding claims', General Insurance Bulletin, pp. 11 - 12

Journal articles | 1974

Hossack IB; Taylor GC, 1974, 'A generalization of Makeham's formula for valuation of securities', Journal of the Institute of Actuaries, 101, pp. 89 - 95, http://dx.doi.org/10.1017/S0020268100048873

Journal articles | 1974

Taylor GC, 1974, 'A generalized approach to exposed-to-risk theory', Actuarial Research Clearing House

Journal articles | 1974

Taylor GC, 1974, 'Determination of a basis for surrender and paid-up policy values', Transaction of The Institute of Actuaries of Australia and New Zealand, pp. 34 - 76

Journal articles | 1974

Taylor GC, 1974, 'Disability income insurance reserves', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 402 - 405

Journal articles | 1974

Taylor GC, 1974, 'Experience Rating with Credibility Adjustment of the Manual Premium', ASTIN Bulletin, 7, pp. 323 - 336

Journal articles | 1974

Taylor GC, 1974, 'Hardy's formula via King's formula', Actuarial Research Clearing House

Journal articles | 1974

Taylor GC, 1974, 'Symmetry between components of an analysis of surplus', Transactions of the Institute of Actuaries of Australia and New Zealand

Journal articles | 1973

Taylor GC, 1973, 'Optimising the term of an investigation into decremental rates', Journal of the Institute of Actuaries, 99, pp. 69 - 83

Journal articles | 1972

Taylor GC, 1972, 'Comments on Aitken's theorem for polynomial interpolation', Bulletin of the institute of Actuaries of Australia and New Zealand, pp. 161 - 166

Journal articles | 1972

Taylor GC, 1972, 'On calculation of the moments of the value of a life assurance liability', Journal of the Institute of Actuaries, 98, pp. 157 - 164, http://www.jstor.org/stable/41140242

Journal articles | 1971

Taylor GC, 1971, 'Moments in markovian systems with lumped states', Journal of Applied Probability, 8, pp. 599 - 605, http://dx.doi.org/10.2307/3212182

Journal articles | 1971

Taylor GC, 1971, 'Sickness: a stochastic process', Journal of the Institute of Actuaries, 97, pp. 69 - 83, http://www.jstor.org/stable/41140172

Journal articles | 1969

Taylor GC, 1969, 'Accuracy of the census formula', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 233 - 238
Working Papers | 2016

Taylor GC, 2016, Comment on the paper “The impact of covariates on a bonus–malus system: an application of Taylor’s model” by Lemaire, Park & Wang, European Actuarial Journal, http://dx.doi.org10.1007/s13385-016-0126-y

Working Papers | 2016

Taylor GC, 2016, Evolutionary Hierarchical Credibility, http://dx.doi.org10.1017/asb.2017.31

Working Papers | 2015

Taylor GC; Avanzi B; Wong B, 2015, Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations, 2015ACTL11, http://dx.doi.org10.2139/ssrn.2597405, http://ssrn.com/abstract=2597405

Working Papers | 2015

Taylor GC; Xu J, 2015, An empirical investigation of the value of finalisation count information to loss reserving, Elsevier, http://dx.doi.org10.2139/ssrn.2613255, http://ssrn.com/abstract=2613255

Working Papers | 2009

Taylor GC, 2009, A hierarchical Kalman filter, University of Melbourne Research Papers, 180, http://dx.doi.org

Working Papers | 1997

Taylor GC, 1997, Technical aspects of domestic lines pricing, Occasional papers of the Centre for Actuarial Studies, University of Melbourne, 45, http://dx.doi.orghttp://fbe.unimelb.edu.au/__data/assets/pdf_file/0009/806904/45.pdf

Working Papers | 1996

Taylor GC, 1996, Risk, capital and profit in insurance, Parkville, Victoria, Occasional papers of the Centre for Actuarial Studies, University of Melbourne, 39, http://dx.doi.org

Working Papers | 1981

Taylor GC, 1981, A comparison of methods of estimation of third party motor outstanding claims, Cahiers du Centre d'Etudes de Recherche OpÃ©rationnelle, 23, http://dx.doi.org
Preprints | 2021

Al-Mudafer MT; Avanzi B; Taylor G; Wong B, 2021, Stochastic loss reserving with mixture density neural networks, , http://dx.doi.org/10.48550/arxiv.2108.07924

Preprints | 2020

Avanzi B; Taylor G; Wong B; Xian A, 2020, Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework, , http://dx.doi.org/10.48550/arxiv.2003.13888

Conference Papers | 2018

Avanzi B; Taylor G; Wong B; Xian A, 2018, 'How to proxy the unmodellable: Analysing granular insurance claims in the presence of unobservable or complex drivers', Sydney, Australia, presented at Australian Actuaries Institute General Insurance Seminar 2018, Sydney, Australia, 12 November 2018 - 13 November 2018, https://www.actuaries.asn.au/microsites/general-insurance-seminar-2018/program-and-presentations/papers-and-pre-reading

Conference Papers | 2016

Avanzi B; Lavender G; Taylor GC; Wong B, 2016, 'On the Impact, Detection and Treatment of Outliers in Robust Loss Reserving', in Proceedings of the Actuaries Institute 2016 General Insurance Seminar, 13-15 November 2016 (Melbourne, Australia), General Insurance Seminar, Melbourne, presented at General Insurance Seminar, Melbourne, 13 November 2016 - 15 November 2016, http://www.actuaries.asn.au/Library/Events/GIS/2016/PaperAvanziLavenderTaylorWong.pdf

Other | 2014

Avanzi B; Taylor G; Wong B, 2014, Research into claim dependencies: an industry and academic collaboration, Actuaries Institute, , http://www.actuaries.digital/2014/08/15/research-into-claim-dependencies-an-industry-and-academic-collaboration/

Reports | 2005

Taylor GC, 2005, The analysis and estimation of loss & ALAE variability: a summary report, Casualty Actuarial Society Forum

Conference Papers | 2004

Taylor GC; McGuire G, 2004, 'Loss reserving with GLMs: a case study', in Loss reserving with GLMs: a case study, Casualty Actuarial Society 2004 Discussion Paper Program, pp. 327 - 392, presented at Casualty Actuarial Society 2004 Discussion Paper Program, -

Conference Papers | 1999

Taylor GC; Greenfield AJ, 1999, 'Hierarchical credibility and industry risk relativities', in Hierarchical credibility and industry risk relativities, Institute of Actuaries of Australia General Insurance Seminar 12, presented at Institute of Actuaries of Australia General Insurance Seminar 12, -

Conference Papers | 1995

Taylor GC; Cumpston JR; Helenius CO; Sarjeant HB, 1995, 'Models of the World for the next 50 years', in Models of the World for the next 50 years, 1995 ANZAAS Congress, Newcastle, Australia, presented at 1995 ANZAAS Congress, Newcastle, Australia, -

Conference Papers | 1990

Taylor GC, 1990, 'The rate of return for discounting non-life insurance loss reserves', in The rate of return for discounting non-life insurance loss reserves, 1st International AFIR Colloquium, pp. 295 - 348, presented at 1st International AFIR Colloquium, -

Conference Papers | 1989

Taylor GC, 1989, 'Application of options pricing to general insurance', in Application of options pricing to general insurance, Institute of Actuaries of Australia Biennial Convention, Cairns, presented at Institute of Actuaries of Australia Biennial Convention, Cairns, -

Conference Papers | 1986

Taylor GC, 1986, 'Regression models in claims analysis I: theory', in Proceedings of the Casualty Actuarial Society, Casualty Loss Reserve Seminar of the Casualty Actuarial Society and American Academy of Actuaries, Crystal City, Virginia (US), pp. 354 - 383, presented at Casualty Loss Reserve Seminar of the Casualty Actuarial Society and American Academy of Actuaries, Crystal City, Virginia (US), 29 September 1986 - 30 September 1986

Conference Papers | 1980

Taylor GC, 1980, 'A reduced Reid method of estimation of outstanding claims', in A reduced Reid method of estimation of outstanding claims, Institute of Actuaries of Australia, presented at 2nd General Insurance Seminar, -

Conference Papers | 1980

Taylor GC, 1980, 'No-claim discount systems and their determination', in No-claim discount systems and their determination, Institute of Actuaries of Australia, Broadbeach, presented at 2nd General Insurance Seminar, Broadbeach, -

Reports | 1979

Taylor GC, 1979, Statistical testing of a non-life insurance model, Instituut voor Actuariele Wetenschappen, Katholieke Universiteit te Leuven, Belguim, Proceedings of the First Meeting of the Contact Group "Actuarial Sciences"

Preprints |

Avanzi B; Taylor G; Vu PA; Wong B, A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving, , http://dx.doi.org/10.2139/ssrn.3413016

Preprints |

Avanzi B; Taylor G; Vu PA; Wong B, On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving, , http://dx.doi.org/10.2139/ssrn.3303255

Preprints |

Avanzi B; Taylor G; Vu PA, Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach, http://dx.doi.org/10.2139/ssrn.2753540

Preprints |

Avanzi B; Taylor G; Wong B; Xian A, Inference of Counts Using Markov-Modulated Non-Homogeneous Poisson Processes, http://dx.doi.org/10.2139/ssrn.3354342

Preprints |

Avanzi B; Taylor G; Wong B; Yang X, A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach, http://dx.doi.org/10.2139/ssrn.3354434

Preprints |

Avanzi B; Taylor G, Common Shock Models for Claim Arrays, http://dx.doi.org/10.2139/ssrn.2881058

Media | 2016

Avanzi B; Taylor GC; Wong B, 2016, Construction of detailed correlation structures across GI business segments, , http://www.actuaries.digital/2016/12/14/construction-of-detailed-correlation-structures-across-gi-business-segments/

Media | 2015

Avanzi B; Taylor GC; Wong B, 2015, Are correlations real or imagined?, The Institute of Actuaries of Australia, , http://www.actuaries.digital/2015/09/30/are-correlations-an-illusion-or-a-real-phenomenon-evidence-from-the-ausi-data-set/

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Dr Gregory Taylor