By Dr Gregory Clive Taylor

Journal articles

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

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

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

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

Taylor GC, 2011, 'A statistical basis for claims experience monitoring', North American Actuarial Journal, 15, pp. 535 - 552

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

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

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

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

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

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

Taylor GC, 2008, 'Credibility, Hypothesis Testing and Regression Software', ASTIN Bulletin, 37, pp. 517 - 535

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

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

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

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

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

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

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

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

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

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

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

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

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

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