David Pitt

University of Melbourne - Department of Economics

Melbourne, 3010

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

572

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds

Number of pages: 11 Posted: 11 Dec 2009 Last Revised: 28 Mar 2010
Mark S. Joshi and David Pitt
University of Melbourne - Centre for Actuarial Studies (deceased) and University of Melbourne - Department of Economics
Downloads 356 (85,996)
Citation 3

Abstract:

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actuarial valuation, pensions, adjoints, delta, pathwise method, Monte Carlo

2.

Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions: An Approach Using R

XREAP No. 2011-06
Number of pages: 48 Posted: 03 Jun 2011
University of Melbourne - Department of Economics, affiliation not provided to SSRN and University of Barcelona - Department of Econometrics
Downloads 127 (230,115)
Citation 6

Abstract:

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3.

Professional Education in Australia: A Review of Accounting, Engineering and Medicine with Suggestions for Improvements to Actuarial Education

Number of pages: 34 Posted: 18 Jul 2017
Adam Butt, Jim Farmer and David Pitt
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Macquarie University, Macquarie Business School and University of Melbourne - Department of Economics
Downloads 34 (462,487)

Abstract:

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Actuarial Education, Accreditation

4.

An Introduction to Parametric and Non-Parametric Models for Bivariate Positive Insurance Claim Severity Distributions

XREAP 2010-03
Number of pages: 25 Posted: 22 Apr 2011
David Pitt and Montserrat Guillen
University of Melbourne - Department of Economics and affiliation not provided to SSRN
Downloads 32 (471,586)

Abstract:

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5.

A Pilot Survey of Actuarial Graduates’ Views on Their Education

Australian Journal of Actuarial Practice 2014, 1, 63-75
Number of pages: 13 Posted: 11 Nov 2015
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Centre for Analysis of Complex Financial Systems, Macquarie University, Macquarie Business School and University of Melbourne - Department of Economics
Downloads 23 (519,422)

Abstract:

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actuarial education, graduate survey