Select Publications
Working Papers
2016, Evolutionary Hierarchical Credibility, Cambridge University Press (CUP), http://dx.doi.org10.1017/asb.2017.31
,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
,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
,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
,2009, A hierarchical Kalman filter, 180, http://dx.doi.org
,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
,1996, Risk, capital and profit in insurance, Parkville, Victoria, 39, http://dx.doi.org
,1981, A comparison of methods of estimation of third party motor outstanding claims, 23, http://dx.doi.org
,