By Dr Gregory Clive Taylor

Books

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

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

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

Book Chapters

Taylor G, 2018, 'Bornhuetter–Ferguson Method', in Wiley StatsRef: Statistics Reference Online, Wiley, pp. 1 - 6, http://dx.doi.org/10.1002/9781118445112.stat04376.pub2

Taylor G; Sullivan J, 2016, 'Generalized Linear Models as Predictive Claim Models', in Predictive Modeling Applications in Actuarial Science, Cambridge University Press (CUP), pp. 60 - 99, http://dx.doi.org/10.1017/cbo9781139342681.004

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

Taylor G, 2014, 'Coverage ‐ Non‐Life Insurance', in Wiley StatsRef: Statistics Reference Online, Wiley, http://dx.doi.org/10.1002/9781118445112.stat04320

Taylor G, 2014, 'Non‐Life Insurance', in Wiley StatsRef: Statistics Reference Online, Wiley, http://dx.doi.org/10.1002/9781118445112.stat04644

Taylor G, 2014, 'Separation Method', in Wiley StatsRef: Statistics Reference Online, Wiley, http://dx.doi.org/10.1002/9781118445112.stat04383

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

Taylor G, 2014, 'Bornhuetter‐Ferguson Method', in Wiley StatsRef: Statistics Reference Online, Wiley, http://dx.doi.org/10.1002/9781118445112.stat04376

Taylor G, 2004, 'Bornhuetter–Ferguson Method', in Encyclopedia of Actuarial Science, Wiley, http://dx.doi.org/10.1002/9780470012505.tab017

Taylor G, 2004, 'Coverage', in Encyclopedia of Actuarial Science, Wiley, http://dx.doi.org/10.1002/9780470012505.tac062m

Taylor G, 2004, 'Non‐Life Insurance', in Encyclopedia of Actuarial Science, Wiley, http://dx.doi.org/10.1002/9780470012505.tan007

Taylor G, 2004, 'Separation Method', in Encyclopedia of Actuarial Science, Wiley, http://dx.doi.org/10.1002/9780470012505.tas008

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

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

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

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

Avanzi B; Li Y; Taylor G; Wong B, 2026, 'Dynamic Financial Analysis (DFA) of General Insurers under Climate Change', ASTIN Bulletin, 56, pp. 639 - 677, http://dx.doi.org/10.1017/asb.2026.10102

Taylor G, 2025, 'Chain Ladder Under Aggregation of Calendar Periods', Risks, 13, http://dx.doi.org/10.3390/risks13110215

Taylor G, 2025, 'The Mack Chain Ladder and Data Granularity for Preserved Development Periods', Risks, 13, http://dx.doi.org/10.3390/risks13070132

Taylor G, 2025, 'The Exponential Dispersion Family (EDF) Chain Ladder and Data Granularity', Risks, 13, http://dx.doi.org/10.3390/risks13040065

Mourdoukoutas F; Boonen TJ; Pantelous AA; Taylor G, 2025, 'Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach', Scandinavian Actuarial Journal, 2025, pp. 741 - 767, http://dx.doi.org/10.1080/03461238.2025.2460159

Avanzi B; Tan X; Taylor G; Wong B, 2025, 'On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State Analysis', North American Actuarial Journal, 29, pp. 833 - 864, http://dx.doi.org/10.1080/10920277.2025.2457491

Avanzi B; Taylor G; Wang M; Wong B, 2024, 'Machine Learning with High-Cardinality Categorical Features in Actuarial Applications', Astin Bulletin, 54, pp. 213 - 238, http://dx.doi.org/10.1017/asb.2024.7

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

Taylor G; McDonald M, 2024, 'In practice and in principle: ‘Free market’ discourses and container port reform in Australia', Competition and Change, 28, pp. 67 - 92, http://dx.doi.org/10.1177/10245294231181967

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

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

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

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

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

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

McGuire G; Taylor G; Miller H, 2021, 'Self-Assembling Insurance Claim Models Using Regularized Regression and Machine Learning', Variance, 14, http://dx.doi.org/10.66573/001c.28366

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

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

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

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

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

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, http://dx.doi.org/10.1016/j.insmatheco.2020.04.007

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

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

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

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

Taylor G; Xu J, 2017, 'An Empirical Investigation of the Value of Claim Closure Count Information to Loss Reserving', Variance, 10, http://dx.doi.org/10.66573/001c.127635

Avanzi B; Taylor G; 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

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

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

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

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