Greg Taylor

UNSW Australia Business School, School of Risk & Actuarial Studies

Adjunct Professor

Level 6, East Lobby

UNSW Business School Building, UNSW

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 32,363

SSRN RANKINGS

Top 32,363

in Total Papers Downloads

2,975

SSRN CITATIONS

13

CROSSREF CITATIONS

2

Scholarly Papers (23)

1.

Self-Assembling Insurance Claim Models Using Regularized Regression and Machine Learning

Number of pages: 40 Posted: 15 Sep 2018
Gráinne McGuire, Greg Taylor and Hugh Miller
Taylor Fry, UNSW Australia Business School, School of Risk & Actuarial Studies and Taylor Fry
Downloads 613 (83,363)
Citation 1

Abstract:

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Bootstrap, Cross-Validation, GLM, Feature Selection, Lasso, Loss Reserving, Machine Learning, Regularized Regression

2.

Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations

UNSW Business School Research Paper No. 2015ACTL11
Number of pages: 25 Posted: 24 Apr 2015 Last Revised: 21 Jan 2016
Benjamin Avanzi, Greg Taylor and Bernard Wong
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 436 (126,496)
Citation 2

Abstract:

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Actuarial Models, Dependence, Capital margin, Correlation, Real data, Reserving, Risk margin

3.

An Iterated Bornhuetter-Ferguson Model

Number of pages: 17 Posted: 16 Aug 2018
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 171 (325,632)

Abstract:

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Bayesian chain ladder, Bornhuetter-Ferguson, Benktander-Hovinen, chain ladder, iterated Bornhuetter-Ferguson, loss reserve

4.

Loss Reserving: Past, Present and Future

University of Melbourne Centre of Actuarial Studies Research Paper No. 109, Casualty Actuarial Society, 2003
Number of pages: 35 Posted: 24 Nov 2015
UNSW Australia Business School, School of Risk & Actuarial Studies, Taylor Fry and Taylor Fry
Downloads 169 (328,984)
Citation 13

Abstract:

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loss reserving, dynamic models, Kalman filter, exponential dispersion family

5.

Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach

UNSW Business School Research Paper No. 2016ACTL01
Number of pages: 27 Posted: 04 Apr 2016 Last Revised: 14 Jul 2016
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 167 (332,399)
Citation 2

Abstract:

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Stochastic Loss Reserving, Dependence, Multivariate Tweedie Distribution, Common Shock, Bayesian Estimation

6.

ERM in an Optimal Control Framework

UNSW Business School Research Paper No. 2015ACTL17
Number of pages: 31 Posted: 31 Oct 2015
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 138 (388,540)

Abstract:

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enterprise risk management, ERM, optimal control theory, risk appetite

7.

Competitive Insurance Pricing Strategies for Multiple Lines of Business: A Game-Theoretic Approach

Number of pages: 46 Posted: 28 Mar 2022 Last Revised: 23 Jun 2024
Monash University - Department of Econometrics and Business Statistics, University of Hong Kong, Monash University - Department of Econometrics & Business Statistics and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 137 (393,065)
Citation 1

Abstract:

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Game theory, Open-and closed-loop equilibrium, Competitive markets, Multiple lines of business. JEL classification: G22, C61, C72

8.

Common Shock Models for Claim Arrays

UNSW Business School Research Paper No. 2016ACTL07
Number of pages: 27 Posted: 14 Dec 2016
Benjamin Avanzi, Greg Taylor and Bernard Wong
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 116 (443,589)
Citation 7

Abstract:

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Cell-wise dependency, Claim array, Claim dependency, Claim triangle, Column-wise dependency, Common shock, Diagonal-wise dependency, Heuristic estimation, Row-wise dependency

9.

Modelling and Understanding Count Processes Through a Markov-Modulated Non-Homogeneous Poisson Process Framework

UNSW Business School Research Paper No. 2019ACTL01
Number of pages: 27 Posted: 04 Apr 2019 Last Revised: 12 Jul 2019
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 113 (452,329)

Abstract:

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Risk analysis, Markov processes, Count processes, Data analysis, EM algorithm

10.

Evolutionary Hierarchical Credibility

UNSW Business School Research Paper No. 2016ACTL08
Number of pages: 33 Posted: 21 Dec 2016 Last Revised: 27 Jan 2017
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 110 (461,532)

Abstract:

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credibility, credibility matrix, evolutionary model, graph matrix, hierarchy, Kalman filter, tree graph

11.

Claim Models: Granular and Machine Learning Forms

Number of pages: 23 Posted: 03 Jun 2019
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 104 (480,559)

Abstract:

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granular models, loss reserving, machine learning, neural networks

12.

Statistical Case Estimation

University of Melbourne Centre for Actuarial Studies Research Paper No. 104, 2002
Number of pages: 94 Posted: 24 Nov 2015
Greg Taylor and Mireille Campbell
UNSW Australia Business School, School of Risk & Actuarial Studies and GIO Insurance
Downloads 94 (513,947)
Citation 4

Abstract:

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Generalised Linear Model, granular model, incapacity, income replacement, individual claim model, loss reserving, micromodel, non-Markovian, statistical case estimation, survival analysis, workers compensation

13.

An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving

UNSW Business School Research Paper No. 2015ACTL21
Number of pages: 64 Posted: 06 Jun 2015 Last Revised: 15 Jan 2016
Greg Taylor and Jing Xu
UNSW Australia Business School, School of Risk & Actuarial Studies and National University of Singapore (NUS)
Downloads 83 (555,175)
Citation 1

Abstract:

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bootstrap, chain ladder, count data, loss reserving, payments per claim, finalised (PPCF), payments per claim incurred (PPCI), prediction error

14.

Observations on Industry Practice in the Construction of Large Correlation Structures for Risk and Capital Margins

Number of pages: 26 Posted: 08 Feb 2018 Last Revised: 23 Mar 2023
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 74 (593,287)

Abstract:

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capital margin, correlation matrix, industry practice, loss reserving, risk margin, tensor product

15.

A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving

UNSW Business School Research Paper No. 2019ACTL03
Number of pages: 36 Posted: 02 Jul 2019 Last Revised: 07 Jul 2019
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 69 (616,297)

Abstract:

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Claims Reserving, Evolutionary GLM, Adaptive Reserving, Particle Learning, Common Shock Models

16.

A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach

UNSW Business School Research Paper No. 2019ACTL02
Number of pages: 24 Posted: 04 Apr 2019
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 69 (616,297)

Abstract:

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Dependency modelling, Cox process, Shot noise, Insurance claims counts, Micro-level model, Markov chain Monte Carlo

17.

Loss Reserving Prediction Error with Special Reference to a Tweedie Sub-Family

Number of pages: 44 Posted: 29 Jul 2020
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 60 (661,917)

Abstract:

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CMVR, constant mean-variance ratio, loss reserving, model distribution error, model error, prediction error, Tweedie family

18.

On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving

UNSW Business School Research Paper No. 2018ACTL01
Number of pages: 29 Posted: 23 Dec 2018
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 57 (678,327)

Abstract:

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Stochastic loss reserving, Dependence, Common shock, Unbalanced data, Negative claims, Multivariate Tweedie distribution, Bayesian estimation

19.

Existence and Uniqueness of Chain Ladder Solutions

7th Australasian Actuarial Education and Research Symposium, UNSW Business School Research Paper No. 2015ACTL18
Number of pages: 45 Posted: 03 Dec 2015 Last Revised: 29 Mar 2016
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 57 (678,327)

Abstract:

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Bayesian chain ladder, cross-classified chain ladder, EDF chain ladder, existence, loss reserving, maximum likelihood estimate, Tweedie chain ladder, uniqueness

20.

A Cape Cod Model for the Exponential Dispersion Family

Number of pages: 15 Posted: 14 Jul 2018
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 39 (795,596)

Abstract:

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Cape Cod, Chain Ladder, Exponential Dispersion Family, Loss Reserve, MLE, MVUE, ODP, Tweedie Family

21.

The Statistical Distribution of Incurred Losses and Its Evolution Over Time II: Parametric Models

Casualty Actuarial Society; University of Melbourne Centre of Actuarial Studies Research Paper No. 73
Number of pages: 52 Posted: 14 Nov 2015
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 36 (818,544)

Abstract:

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distribution of incurred losses, credibility theory

22.

The Statistical Distribution of Incurred Losses and Its Evolution Over Time I: Non-Parametric Models

Melbourne Institute Working Paper No. 72
Number of pages: 33 Posted: 14 Nov 2015
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 34 (834,723)

Abstract:

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distribution of incurred losses, credible distribution, credibility theory

23.

The Statistical Distribution of Incurred Losses and Its Evolution Over Time Ill: Dynamic Models

Casualty Actuarial Society, 2000
Number of pages: 38 Posted: 14 Nov 2015
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 29 (877,101)

Abstract:

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