Select Publications
Journal articles
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
,1998, 'A relative perturbation bound for positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1484087
,1998, 'Completely positive matrices with a book-graph.', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1624496
,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
,1997, 'A new positive definite geometric mean of two positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1421263
,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
,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
,1997, 'Some remarks on partial orderings of nonnegative definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1465882
,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
,1996, 'Reserving for long tail lines of business', Transactions of the Institute of Actuaries of Australia, pp. 579 - 645
,1995, 'An Equilibrium Model of Insurance Pricing and Capitalization', Journal of Risk and Insurance, 62, pp. 409 - 446, http://www.jstor.org/stable/253818
,1995, 'Criteria for copositive matrices using simplices and barycentric coordinates', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1334568
,1994, 'Modelling Mortgage Insurance Claims Experience', ASTIN Bulletin, 24, pp. 97 - 129, http://dx.doi.org/10.2143/AST.24.1.2005084
,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
,1993, 'The Incidence of Risk under Credit Insurance', ASTIN Bulletin, 23, pp. 287 - 299, http://dx.doi.org/10.2143/AST.23.2.2005096
,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
,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
,1992, 'Risk exchange II: Optimal reinsurance contracts', Scandinavian Actuarial Journal, 1992, pp. 40 - 59, http://dx.doi.org/10.1080/03461238.1992.10413896
,1991, 'The Schmitter Problem', ASTIN Bulletin, 21, pp. 129 - 132, http://dx.doi.org/10.2143/AST.21.1.2005405
,1990, 'Valuation of a non-life insurance company for purchase', 1990 SCOR Re International Prize in Actuarial Science, 1990
,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
,1989, 'Products of random matrices or "Why do biennials live longer than two years?''', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=999624
,1988, 'Underwriting cycles in relation to insurance pricing and solvency', Australian Insurance Institute Journal, pp. 33 - 36
,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
,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
,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
,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
,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
,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
,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
,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
,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
,1985, 'Primitivity of products of leslie matrices', Bulletin of Mathematical Biology, 47, pp. 23 - 34, http://dx.doi.org/10.1007/BF02459644
,1984, '"Standard methods" of estimating outstanding claims', Transactions of the Institute of Actuaries of Australia, pp. 321 - 413
,1984, 'Effects of reserve certification legislation may not necessarily be all desirable', Australian Insurance Institute Journal, 7, pp. 27 - 28
,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
,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
,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
,1982, 'Editorial', Insurance: Mathematics and Economics, pp. 1 - 1, http://dx.doi.org/10.1016/0167-6687(82)90014-2
,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
,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
,1981, 'Actuarial assessment of leasing plans', Rydge's Business Journal, pp. 113 - 115
,1981, 'An actuary's reflections on the Broadbeach seminar', Australian Insurance Institute Journal, 4, pp. 75 - 76
,1981, 'Speed of finalization of claims and claims runoff analysis', ASTIN Bulletin, 12, pp. 81 - 100
,1981, 'Stop-loss premiums and danger of the claim frequency distribution', Bulletin de l'Association Royale des Actuaires Belges, pp. 71 - 74
,1980, 'Outstanding reinsurance recoveries', General Insurance Bulletin, pp. 3 - 6
,1980, 'A multi-level hierarchical credibility regression model', Scandinavian Actuarial Journal, 1980, pp. 25 - 32, http://dx.doi.org/10.1080/03461238.1980.10404683
,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
,1980, 'Probability of ruin with variable premium rate', Scandinavian Actuarial Journal, 1980, pp. 57 - 76, http://dx.doi.org/10.1080/03461238.1980.10408641
,1980, 'Report of the morbidity committee', Transactions of the Institute of Actuaries of Australia
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