Greg Taylor

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Person:303744

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zbMath Open taylor.gregMaRDI QIDQ303744

List of research outcomes

PublicationDate of PublicationType
Stochastic loss reserving with mixture density neural networks2022-07-15Paper
A Simple Model of Insurance Market Dynamics2022-01-19Paper
A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error2022-01-10Paper
A special Tweedie sub-family with application to loss reserving prediction error2021-11-19Paper
SynthETIC: an individual insurance claim simulator with feature control2021-10-19Paper
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities2021-07-06Paper
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework2021-06-03Paper
SynthETIC: an individual insurance claim simulator with feature control2020-08-13Paper
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving2020-08-03Paper
A Cape Cod model for the exponential dispersion family2019-03-28Paper
COMMON SHOCK MODELS FOR CLAIM ARRAYS2018-10-19Paper
EVOLUTIONARY HIERARCHICAL CREDIBILITY2018-06-05Paper
BAYESIAN CHAIN LADDER MODELS2018-06-04Paper
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS2018-06-04Paper
EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS2018-06-04Paper
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach2016-12-14Paper
Comment on the paper The impact of covariates on a bonus-malus system: an application of Taylor's model by Lemaire, Park \& Wang2016-08-22Paper
When the Winning Move is Not to Play: Games of Deterrence in Cyber Security2015-12-11Paper
A Statistical Basis for Claims Experience Monitoring2014-07-19Paper
Defensive sniping and efficiency in simultaneous hard-close proxy auctions2012-04-18Paper
MAXIMUM LIKELIHOOD AND ESTIMATION EFFICIENCY OF THE CHAIN LADDER2011-06-15Paper
Second-order Bayesian revision of a generalised linear model2011-02-22Paper
Credibility, Hypothesis Testing and Regression Software2009-01-28Paper
Risk and Discounted Loss Reserves2006-01-06Paper
Chain Ladder Bias2005-03-30Paper
Geographic Premium Rating by Whittaker Spatial Smoothing2004-03-30Paper
Stochastic control of funding systems.2003-11-16Paper
Reserving consecutive layers of inwards excess-of-loss reinsurance1998-03-17Paper
Risk exchange I: A unification of some existing results1993-02-18Paper
Risk exchange II: Optimal reinsurance contracts1993-02-18Paper
A Bayesian interpretation of Whittaker-Henderson graduation1993-01-17Paper
A nonparametric confidence interval for slope based on spearman's rho1988-01-01Paper

Research outcomes over time


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