Greg Taylor

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Machine learning with high-cardinality categorical features in actuarial applications	2024-06-17	Paper
On the impact of outliers in loss reserving	2024-06-04	Paper
Stochastic loss reserving with mixture density neural networks	2022-07-15	Paper
A Simple Model of Insurance Market Dynamics	2022-01-19	Paper
A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error	2022-01-10	Paper
A special Tweedie sub-family with application to loss reserving prediction error	2021-11-19	Paper
SynthETIC: an individual insurance claim simulator with feature control	2021-10-19	Paper
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities	2021-07-06	Paper
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework	2021-06-03	Paper
SynthETIC: an individual insurance claim simulator with feature control	2020-08-13	Paper
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving	2020-08-03	Paper
A Cape Cod model for the exponential dispersion family	2019-03-28	Paper
COMMON SHOCK MODELS FOR CLAIM ARRAYS	2018-10-19	Paper
EVOLUTIONARY HIERARCHICAL CREDIBILITY	2018-06-05	Paper
BAYESIAN CHAIN LADDER MODELS	2018-06-04	Paper
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS	2018-06-04	Paper
EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS	2018-06-04	Paper
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach	2016-12-14	Paper
Comment on the paper The impact of covariates on a bonus-malus system: an application of Taylor's model by Lemaire, Park \& Wang	2016-08-22	Paper
When the Winning Move is Not to Play: Games of Deterrence in Cyber Security	2015-12-11	Paper
A Statistical Basis for Claims Experience Monitoring	2014-07-19	Paper
Defensive sniping and efficiency in simultaneous hard-close proxy auctions	2012-04-18	Paper
MAXIMUM LIKELIHOOD AND ESTIMATION EFFICIENCY OF THE CHAIN LADDER	2011-06-15	Paper
Second-order Bayesian revision of a generalised linear model	2011-02-22	Paper
Credibility, Hypothesis Testing and Regression Software	2009-01-28	Paper
Risk and Discounted Loss Reserves	2006-01-06	Paper
Chain Ladder Bias	2005-03-30	Paper
Geographic Premium Rating by Whittaker Spatial Smoothing	2004-03-30	Paper
Stochastic control of funding systems.	2003-11-16	Paper
Reserving consecutive layers of inwards excess-of-loss reinsurance	1998-03-17	Paper
Risk exchange I: A unification of some existing results	1993-02-18	Paper
Risk exchange II: Optimal reinsurance contracts	1993-02-18	Paper
A Bayesian interpretation of Whittaker-Henderson graduation	1993-01-17	Paper
A nonparametric confidence interval for slope based on spearman's rho	1988-01-01	Paper

Research outcomes over time

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