By Dr Gregory Clive Taylor

Journal articles

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

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

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

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

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

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

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

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

Conference Papers

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, http://dx.doi.org/10.26190/unsworks/26969

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), Melbourne, presented at General Insurance Seminar, Melbourne, 13 November 2016 - 15 November 2016, http://dx.doi.org/10.26190/unsworks/26149

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

Taylor GC; Greenfield AJ, 1999, 'Hierarchical credibility and industry risk relativities', presented at Institute of Actuaries of Australia General Insurance Seminar 12, - , http://dx.doi.org/10.26190/unsworks/25711

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

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

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

Taylor GC, 1986, 'Regression models in claims analysis I: theory', in Proceedings of the Casualty Actuarial Society, 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

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

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

Reports

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

Taylor GC, 1979, Statistical testing of a non-life insurance model, Instituut voor Actuariele Wetenschappen, Katholieke Universiteit te Leuven, Belguim

Working Papers

Taylor GC, 2016, Evolutionary Hierarchical Credibility, Cambridge University Press (CUP), http://dx.doi.org10.1017/asb.2017.31

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.org10.1007/s13385-016-0126-y

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

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

Taylor GC, 2009, A hierarchical Kalman filter, 180, http://dx.doi.org

Taylor GC, 1997, Technical aspects of domestic lines pricing, 45, http://dx.doi.org, http://fbe.unimelb.edu.au/__data/assets/pdf_file/0009/806904/45.pdf

Taylor GC, 1996, Risk, capital and profit in insurance, Parkville, Victoria, 39, http://dx.doi.org

Taylor GC, 1981, A comparison of methods of estimation of third party motor outstanding claims, 23, http://dx.doi.org

Media

Avanzi B; Taylor GC; Wong B, 2016, Construction of detailed correlation structures across GI business segments, http://dx.doi.org/10.26190/unsworks/26148

Avanzi B; Taylor GC; Wong B, 2015, Are correlations real or imagined?, The Institute of Actuaries of Australia, http://dx.doi.org/10.26190/unsworks/25689

Preprints

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

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

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

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

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

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

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

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

Other

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/

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