Dr Gregory Clive Taylor
Adjunct Professor

Dr Gregory Clive Taylor

Business School
Risk & Actuarial
Greg Taylor was a founding director of Taylor Fry Consulting Actuaries, where he acted as a consultant for 15 years.  Prior to the foundation of that company in 1999, he worked as an actuary in the finance and insurance industry for 30 years, and a further 8 years as an academic.
 
He is an Officer of the Order of Australia, and recipient of the only Gold Medal ever awarded by the Institute of Actuaries of Australia.  He also holds the Finlaison Medal (Silver Medal) of the UK Institute and Faculty of Actuaries.
 
He specialises in the theory of Insurance Loss Reserving, and has authored two books, and co-authored a third, on the subject.  One has been translated into Japanese.  He has lectured and held research positions in many academic and industry institutions in Europe and the North America.
Phone
02 9385 3391
Location
Room 646, Level 6, East Wing, UNSW Business School (E12)

Publications

  • Books | 2016
    Dr Gregory Clive Taylor
    Taylor GC; McGuire G, 2016, Stochastic loss reserving using Generalized Linear Models, CAS monography series, Casualty Actuarial Society, Arlington, Virginia, http://www.casact.org/pubs/monographs/papers/03-Taylor.pdf
    Book Chapters | 2016
    Dr Gregory Clive Taylor
    Taylor GC; Sullivan JP, 2016, 'GLMs as predictive claim models', in Frees EW; Meyers G; Derrig RA (ed.), Predictive Modeling Applications in Actuarial Science, Cambridge University Press, pp. 60 - 99
    Book Chapters | 2014
    Dr Gregory Clive Taylor
    Taylor GC, 2014, 'Claims Triangle/Loss Reserves', in Frees EW; Derrig RA; Meyers G (ed.), Predictive Modeling Applications in Actuarial Science, Cambridge University Press, pp. 449 - 480, http://dx.doi.org/10.1017/CBO9781139342674.018
    Books | 2000
    Dr Gregory Clive Taylor
    Taylor GC, 2000, Loss Reserving: an Actuarial Perspective, Kluwer Academic Publishers , (ed.)
    Books | 1986
    Dr Gregory Clive Taylor
    Taylor GC, 1986, Claims reserving in non-life insurance, North Holland , (ed.), Elsevier Science Ltd
    Book Chapters | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'Rating a motor insurance portfolio by statistical techniques', in McNeil D (ed.), Interactive statistics, North Holland
    Book Chapters | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'Credibility under conditions of imperfect persistency', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 391 - 400
    Book Chapters | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'Credibility for time-heterogeneous loss ratios', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 363 - 389
    Book Chapters | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'In search of a general parameter-free credibility formula', in Kahn PM (ed.), Credibility - Theory and Applications, pp. 401 - 408
  • Journal articles | 2021
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B; Yang X, 2021, 'On the modelling of multivariate counts with Cox processes and dependent shot noise intensities', Insurance: Mathematics and Economics, vol. 99, pp. 9 - 24, http://dx.doi.org/10.1016/j.insmatheco.2021.01.002
    Journal articles | 2021
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B; Xian A, 2021, 'Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework', European Journal of Operational Research, vol. 290, pp. 177 - 195, http://dx.doi.org/10.1016/j.ejor.2020.07.022
    Journal articles | 2021
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wang M; Wong B, 2021, 'SynthETIC: An individual insurance claim simulator with feature control', Insurance: Mathematics and Economics, vol. 100, pp. 296 - 308, http://dx.doi.org/10.1016/j.insmatheco.2021.06.004
    Journal articles | 2020
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Vu PA; Wong B, 2020, 'A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving', Insurance: Mathematics and Economics, http://dx.doi.org/10.1016/j.insmatheco.2020.04.007
    Journal articles | 2020
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Vu PA; Wong B, 2020, 'On unbalanced data and common shock models in stochastic loss reserving', Annals of Actuarial Science, pp. 1 - 31, http://dx.doi.org/10.1017/S1748499520000196
    Journal articles | 2020
    Dr Gregory Clive Taylor
    Taylor G, 2020, 'Risks special issue on “granular models and machine learning models”', Risks, vol. 8, http://dx.doi.org/10.3390/risks8010001
    Journal articles | 2019
    Dr Gregory Clive Taylor
    Taylor G, 2019, 'Loss reserving models: Granular and machine learning forms', Risks, vol. 7, http://dx.doi.org/10.3390/risks7030082
    Journal articles | 2019
    Dr Gregory Clive Taylor
    Taylor G, 2019, 'A Cape Cod model for the exponential dispersion family', Insurance: Mathematics and Economics, vol. 85, pp. 126 - 137, http://dx.doi.org/10.1016/j.insmatheco.2018.11.008
    Journal articles | 2018
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B, 2018, 'Common shock models for claim arrays', ASTIN Bulletin, vol. 48, pp. 1109 - 1136, http://dx.doi.org/10.1017/asb.2018.18
    Journal articles | 2018
    Dr Gregory Clive Taylor
    Taylor GC, 2018, 'Observations on industry practice in the construction of large correlation structures for risk and capital margins', European Actuarial Journal, vol. 8, pp. 517 - 543, http://dx.doi.org/10.1007/s13385-018-0173-7
    Journal articles | 2016
    Dr Gregory Clive Taylor
    Taylor G, 2016, 'Existence and uniqueness of chain ladder solutions', ASTIN Bulletin, vol. 47, pp. 1 - 41, http://dx.doi.org/10.1017/asb.2016.23
    Journal articles | 2016
    Dr Gregory Clive Taylor
    Avanzi B; Taylor GC; Vu PA; Wong B, 2016, 'Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach', Insurance: Mathematics and Economics, vol. 71, pp. 63 - 78, http://dx.doi.org/10.1016/j.insmatheco.2016.08.006
    Journal articles | 2016
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B, 2016, 'Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations', ASTIN Bulletin, vol. 46, pp. 225 - 263, http://dx.doi.org/10.1017/asb.2015.31
    Journal articles | 2016
    Dr Gregory Clive Taylor
    Taylor GC, 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.org/10.1007/s13385-016-0126-y
    Journal articles | 2014
    Dr Gregory Clive Taylor
    Taylor G, 2014, 'Bayesian chain ladder models', ASTIN Bulletin, vol. 45, pp. 75 - 99, http://dx.doi.org/10.1017/asb.2014.25
    Journal articles | 2011
    Dr Gregory Clive Taylor
    Taylor GC, 2011, 'Maximum likelihood and estimation efficiency of the chain ladder', ASTIN Bulletin, vol. 41, pp. 131 - 155, http://dx.doi.org/10.2143/AST.41.1.2084389
    Journal articles | 2011
    Dr Gregory Clive Taylor
    Taylor GC, 2011, 'Chain-Ladder Correlations', Variance: advancing the science of risk, vol. 5, pp. 115 - 123
    Journal articles | 2011
    Dr Gregory Clive Taylor
    Taylor GC, 2011, 'A statistical basis for claims experience monitoring', North American Actuarial Journal, vol. 15, pp. 535 - 552, http://dx.doi.org/10.1080/10920277.2011.10597637
    Journal articles | 2009
    Dr Gregory Clive Taylor
    McGuire G; Taylor GC, 2009, 'Adaptive Reserving Using Bayesian Revision for the Exponential Dispersion Family', Variance, vol. 3, pp. 105 - 130
    Journal articles | 2009
    Dr Gregory Clive Taylor
    Taylor GC, 2009, 'The Chain Ladder and Tweedie Distributed Claims Data', Variance, vol. 3, pp. 96 - 104
    Journal articles | 2008
    Dr Gregory Clive Taylor
    Taylor G; McGuire G; Sullivan J, 2008, 'Individual Claim Loss Reserving Conditioned by Case Estimates', Annals of Actuarial Science, vol. 3, pp. 215 - 256, http://dx.doi.org/10.1017/s1748499500000518
    Journal articles | 2008
    Dr Gregory Clive Taylor
    Taylor G, 2008, 'A Simple Model of Insurance Market Dynamics', North American Actuarial Journal, vol. 12, pp. 242 - 262, http://dx.doi.org/10.1080/10920277.2008.10597520
    Journal articles | 2008
    Dr Gregory Clive Taylor
    Taylor G, 2008, 'Second-order Bayesian revision of a generalized linear model', Scandinavian Actuarial Journal, pp. 202 - 242, http://dx.doi.org/10.1080/03461230701287517
    Journal articles | 2008
    Dr Gregory Clive Taylor
    Taylor GC, 2008, 'Credibility, Hypothesis Testing and Regression Software', ASTIN Bulletin, vol. 37, pp. 517 - 535, http://dx.doi.org/10.2143/AST.37.2.2024078
    Journal articles | 2007
    Dr Gregory Clive Taylor
    Taylor G; McGuire G, 2007, 'A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error', North American Actuarial Journal, vol. 11, pp. 70 - 88, http://dx.doi.org/10.1080/10920277.2007.10597467
    Journal articles | 2007
    Dr Gregory Clive Taylor
    Taylor GC, 2007, 'Modeling Mortgage Insurance as a Multistate Process', Variance, vol. 1, pp. 81 - 102
    Journal articles | 2006
    Dr Gregory Clive Taylor
    Taylor GC, 2006, 'APRA general insurance risk margins', Australian Actuarial Journal, vol. 12, pp. 367 - 397
    Journal articles | 2004
    Dr Gregory Clive Taylor
    Taylor G, 2004, 'Risk and Discounted Loss Reserves', North American Actuarial Journal, vol. 8, pp. 37 - 44, http://dx.doi.org/10.1080/10920277.2004.10596127
    Journal articles | 2003
    Dr Gregory Clive Taylor
    Taylor GC, 2003, 'Chain Ladder Bias', ASTIN Bulletin, vol. 33, pp. 313 - 330
    Journal articles | 2002
    Dr Gregory Clive Taylor
    Taylor G, 2002, 'Stochastic control of funding systems', Insurance: Mathematics and Economics, vol. 30, pp. 323 - 350, http://dx.doi.org/10.1016/S0167-6687(02)00107-5
    Journal articles | 2002
    Dr Gregory Clive Taylor
    Taylor GC, 2002, 'Guest Editorial', British Actuarial Journal, vol. 8, pp. 835 - 841, http://dx.doi.org/10.1017/S1357321700003949
    Journal articles | 2001
    Dr Gregory Clive Taylor
    TAYLOR G, 2001, 'Geographic Premium Rating by Whittaker-Spatial Smoothing', ASTIN Bulletin, vol. 31, pp. 147 - 160, http://dx.doi.org/10.2143/AST.31.1.999
    Journal articles | 1999
    Dr Gregory Clive Taylor
    Taylor GC, 1999, 'Sub-direct sums and positivity classes of matrices.', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1670523
    Journal articles | 1998
    Dr Gregory Clive Taylor
    Taylor GC, 1998, 'A relative perturbation bound for positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1484087
    Journal articles | 1998
    Dr Gregory Clive Taylor
    Taylor GC, 1998, 'Completely positive matrices with a book-graph.', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1624496
    Journal articles | 1998
    Dr Gregory Clive Taylor
    Taylor GC, 1998, '“Credibility Using a Loss Function from Spline Theory”, Virginia R. Young, January 1998', North American Actuarial Journal, vol. 2, pp. 116 - 117, http://dx.doi.org/10.1080/10920277.1998.10595685
    Journal articles | 1997
    Dr Gregory Clive Taylor
    TAYLOR G, 1997, 'Setting a Bonus-Malus Scale in the Presence of Rating Factors', ASTIN Bulletin, vol. 27, pp. 319 - 327, http://dx.doi.org/10.2143/AST.27.2.542055
    Journal articles | 1997
    Dr Gregory Clive Taylor
    Taylor GC, 1997, 'A new positive definite geometric mean of two positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1421263
    Journal articles | 1997
    Dr Gregory Clive Taylor
    Taylor GC, 1997, 'Some remarks on partial orderings of nonnegative definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1465882
    Journal articles | 1997
    Dr Gregory Clive Taylor
    Taylor G, 1997, 'Reserving consecutive layers of inwards excess-of-loss reinsurance', Insurance: Mathematics and Economics, vol. 20, pp. 225 - 242, http://dx.doi.org/10.1016/S0167-6687(97)00034-6
    Journal articles | 1997
    Dr Gregory Clive Taylor
    Taylor GC, 1997, 'Smoothness criteria for multi-dimensional Whittaker graduation', Insurance: Mathematics and Economics, vol. 20, pp. 148 - 148, http://dx.doi.org/10.1016/S0167-6687(97)80657-9
    Journal articles | 1996
    Dr Gregory Clive Taylor
    Taylor GC, 1996, 'A note on comparison theorems for splittings and multisplittings of Hermitian positive definite matrices', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1368073
    Journal articles | 1996
    Dr Gregory Clive Taylor
    Taylor GC, 1996, 'Reserving for long tail lines of business', Transactions of the Institute of Actuaries of Australia, pp. 579 - 645
    Journal articles | 1995
    Dr Gregory Clive Taylor
    Taylor GC, 1995, 'Criteria for copositive matrices using simplices and barycentric coordinates', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=1334568
    Journal articles | 1995
    Dr Gregory Clive Taylor
    Taylor GC, 1995, 'An Equilibrium Model of Insurance Pricing and Capitalization', Journal of Risk and Insurance, vol. 62, pp. 409 - 446, http://www.jstor.org/stable/253818
    Journal articles | 1994
    Dr Gregory Clive Taylor
    TAYLOR G, 1994, 'Modelling Mortgage Insurance Claims Experience', ASTIN Bulletin, vol. 24, pp. 97 - 129, http://dx.doi.org/10.2143/AST.24.1.2005084
    Journal articles | 1994
    Dr Gregory Clive Taylor
    Taylor GC, 1994, 'Fair premium rating methods and the relations between them', Journal of Risk and Insurance, vol. 61, pp. 592 - 615, http://www.jstor.org/stable/253640
    Journal articles | 1993
    Dr Gregory Clive Taylor
    TAYLOR G, 1993, 'The Incidence of Risk under Credit Insurance', ASTIN Bulletin, vol. 23, pp. 287 - 299, http://dx.doi.org/10.2143/AST.23.2.2005096
    Journal articles | 1992
    Dr Gregory Clive Taylor
    Taylor G, 1992, 'Risk exchange II: Optimal reinsurance contracts', Scandinavian Actuarial Journal, vol. 1992, pp. 40 - 59, http://dx.doi.org/10.1080/03461238.1992.10413896
    Journal articles | 1992
    Dr Gregory Clive Taylor
    Taylor G, 1992, 'Risk exchange I: A unification of some existing results', Scandinavian Actuarial Journal, vol. 1992, pp. 15 - 39, http://dx.doi.org/10.1080/03461238.1992.10413895
    Journal articles | 1992
    Dr Gregory Clive Taylor
    Taylor G, 1992, 'A Bayesian interpretation of Whittaker—Henderson graduation', Insurance: Mathematics and Economics, vol. 11, pp. 7 - 16, http://dx.doi.org/10.1016/0167-6687(92)90084-O
    Journal articles | 1991
    Dr Gregory Clive Taylor
    BROCKETT P; GOOVAERTS M; TAYLOR G, 1991, 'The Schmitter Problem', ASTIN Bulletin, vol. 21, pp. 129 - 132, http://dx.doi.org/10.2143/AST.21.1.2005405
    Journal articles | 1990
    Dr Gregory Clive Taylor
    Taylor GC, 1990, 'Valuation of a non-life insurance company for purchase', 1990 SCOR Re International Prize in Actuarial Science, vol. 1990
    Journal articles | 1989
    Dr Gregory Clive Taylor
    TAYLOR GC, 1989, 'Use of Spline Functions for Premium Rating by Geographic Area', ASTIN Bulletin, vol. 19, pp. 91 - 122, http://dx.doi.org/10.2143/AST.19.1.2014917
    Journal articles | 1989
    Dr Gregory Clive Taylor
    Taylor GC, 1989, 'Products of random matrices or "Why do biennials live longer than two years?''', Mathematical Reviews, http://www.ams.org/mathscinet-getitem?mr=999624
    Journal articles | 1988
    Dr Gregory Clive Taylor
    Taylor GC, 1988, 'Underwriting cycles in relation to insurance pricing and solvency', Australian Insurance Institute Journal, pp. 33 - 36
    Journal articles | 1987
    Dr Gregory Clive Taylor
    Taylor GC, 1987, 'Expenses and underwriting strategy in competition', Insurance: Mathematics and Economics, vol. 6, pp. 275 - 287, http://dx.doi.org/10.1016/0167-6687(87)90032-1
    Journal articles | 1987
    Dr Gregory Clive Taylor
    Goovaerts MJ; Taylor GC, 1987, 'Premium rating under non-exponential utility', Insurance: Mathematics and Economics, vol. 6, pp. 245 - 257, http://dx.doi.org/10.1016/0167-6687(87)90029-1
    Journal articles | 1987
    Dr Gregory Clive Taylor
    Taylor GC, 1987, 'Balancing an insurance portfolio by class of business', Insurance: Mathematics and Economics, vol. 6, pp. 7 - 18, http://dx.doi.org/10.1016/0167-6687(87)90003-5
    Journal articles | 1987
    Dr Gregory Clive Taylor
    Taylor GC, 1987, 'Control of unfunded and partially funded systems of payments', Journal of the Institute of Actuaries, vol. 114, pp. 371 - 392, http://dx.doi.org/10.1017/S0020268100019107
    Journal articles | 1986
    Dr Gregory Clive Taylor
    Taylor GC, 1986, 'Determination of the rate of investment return for the discounting of general insurance outstanding claims', Journal of the Institute of Actuaries, vol. 113, pp. 61 - 101, http://dx.doi.org/10.1017/S0020268100042311
    Journal articles | 1986
    Dr Gregory Clive Taylor
    Taylor GC, 1986, 'Discussion of ‘Ordering of risks and ruin probabilities’ by F. Broeckx, M. Goovaerts and F. De Vylder', Insurance: Mathematics and Economics, vol. 5, pp. 41 - 44, http://dx.doi.org/10.1016/0167-6687(86)90006-5
    Journal articles | 1986
    Dr Gregory Clive Taylor
    Taylor GC, 1986, 'Underwriting strategy in a competitive insurance environment', Insurance: Mathematics and Economics, vol. 5, pp. 59 - 77, http://dx.doi.org/10.1016/0167-6687(86)90009-0
    Journal articles | 1985
    Dr Gregory Clive Taylor
    TAYLOR GC, 1985, 'A Heuristic Review of Some Ruin Theory Results', ASTIN Bulletin, vol. 15, pp. 73 - 88, http://dx.doi.org/10.2143/AST.15.2.2015020
    Journal articles | 1985
    Dr Gregory Clive Taylor
    Taylor GC, 1985, 'Combination of estimates of outstanding claims in non-life insurance', Insurance: Mathematics and Economics, vol. 4, pp. 81 - 91, http://dx.doi.org/10.1016/0167-6687(85)90002-2
    Journal articles | 1985
    Dr Gregory Clive Taylor
    Taylor GC, 1985, 'Primitivity of products of leslie matrices', Bulletin of Mathematical Biology, vol. 47, pp. 23 - 34, http://dx.doi.org/10.1007/BF02459644
    Journal articles | 1984
    Dr Gregory Clive Taylor
    Taylor GC; Cumpston JR; de Ravin JW; Gerrard PN, 1984, '"Standard methods" of estimating outstanding claims', Transactions of the Institute of Actuaries of Australia, pp. 321 - 413
    Journal articles | 1984
    Dr Gregory Clive Taylor
    Taylor GC, 1984, 'Solvency margin funding for general insurance companies', Journal of the Institute of Actuaries, vol. 111, pp. 173 - 179, http://dx.doi.org/10.1017/S0020268100041585
    Journal articles | 1984
    Dr Gregory Clive Taylor
    Taylor GC, 1984, 'Effects of reserve certification legislation may not necessarily be all desirable', Australian Insurance Institute Journal, vol. 7, pp. 27 - 28
    Journal articles | 1983
    Dr Gregory Clive Taylor
    Taylor GC, 1983, 'An invariance principle for the analysis of non-life insurance claims', Journal of the Institute of Actuaries, vol. 110, pp. 205 - 242, http://dx.doi.org/10.1017/S0020268100041305
    Journal articles | 1983
    Dr Gregory Clive Taylor
    Taylor GC; Ashe FR, 1983, 'Second moments of estimates of outstanding claims', Journal of Econometrics, vol. 23, pp. 37 - 61, http://dx.doi.org/10.1016/0304-4076(83)90074-X
    Journal articles | 1982
    Dr Gregory Clive Taylor
    Taylor GC, 1982, 'Editorial', Insurance: Mathematics and Economics, vol. 11, pp. 1 - 1, http://dx.doi.org/10.1016/0167-6687(82)90014-2
    Journal articles | 1982
    Dr Gregory Clive Taylor
    Taylor GC, 1982, 'Zehnwirth's comments on the see-saw method: a reply', Insurance: Mathematics and Economics, vol. 1, pp. 105 - 108, http://dx.doi.org/10.1016/0167-6687(82)90004-X
    Journal articles | 1982
    Dr Gregory Clive Taylor
    Taylor GC, 1982, 'Estimation of outstanding reinsurance recoveries on the basis of incomplete information', Insurance: Mathematics and Economics, vol. 1, pp. 3 - 11, http://dx.doi.org/10.1016/0167-6687(82)90015-4
    Journal articles | 1981
    Dr Gregory Clive Taylor
    Taylor GC, 1981, 'Actuarial assessment of leasing plans', Rydge's Business Journal, pp. 113 - 115
    Journal articles | 1981
    Dr Gregory Clive Taylor
    Taylor GC, 1981, 'An actuary's reflections on the Broadbeach seminar', Australian Insurance Institute Journal, vol. 4, pp. 75 - 76
    Journal articles | 1981
    Dr Gregory Clive Taylor
    Taylor GC, 1981, 'Speed of finalization of claims and claims runoff analysis', ASTIN Bulletin, vol. 12, pp. 81 - 100
    Journal articles | 1981
    Dr Gregory Clive Taylor
    Taylor GC, 1981, 'Stop-loss premiums and danger of the claim frequency distribution', Bulletin de l'Association Royale des Actuaires Belges, pp. 71 - 74
    Journal articles | 1980
    Dr Gregory Clive Taylor
    Sundt B, 1980, 'A multi-level hierarchical credibility regression model', Scandinavian Actuarial Journal, vol. 1980, pp. 25 - 32, http://dx.doi.org/10.1080/03461238.1980.10404683
    Journal articles | 1980
    Dr Gregory Clive Taylor
    Taylor GC, 1980, 'Outstanding reinsurance recoveries', General Insurance Bulletin, pp. 3 - 6
    Journal articles | 1980
    Dr Gregory Clive Taylor
    Taylor GC; Prime CM; Carey RV; Boag KA; Day JH, 1980, 'Report of the morbidity committee', Transactions of the Institute of Actuaries of Australia
    Journal articles | 1980
    Dr Gregory Clive Taylor
    Taylor GC, 1980, 'Determination of internal rate of return in respect of an arbitrary cash flow', Journal of the Institute of Actuaries, vol. 107, pp. 487 - 497, http://dx.doi.org/10.1017/S0020268100040439
    Journal articles | 1980
    Dr Gregory Clive Taylor
    Taylor GC, 1980, 'Probability of ruin with variable premium rate', Scandinavian Actuarial Journal, vol. 1980, pp. 57 - 76, http://dx.doi.org/10.1080/03461238.1980.10408641
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'Reply to G.B. Hey on gross versus net', General Insurance Bulletin, pp. 4 - 4
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'The negative exponential distribution and average excess claim size', General Insurance Bulletin, pp. 16 - 17
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC; Cumpston JR; Kimber DJ; Matthews TJ; Ryder JM, 1979, 'Possible amendments to the insurance act 1973', General Insurance Bulletin, pp. 19 - 22
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Norberg R, 1979, 'The credibility approach to experience rating', Scandinavian Actuarial Journal, vol. 1979, pp. 181 - 221, http://dx.doi.org/10.1080/03461238.1979.10413721
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'Claim size distribution and outstanding claims provisions', General Insurance Bulletin, pp. 9 - 16
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'The negative exponential distribution and average excess claim size', ASTIN Bulletin, vol. 10, pp. 303 - 304
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'Rating the discount for a motor insurance excess', ASTIN Bulletin, vol. 10, pp. 295 - 302
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'Credibility analysis of a general hierarchical model', Scandinavian Actuarial Journal, vol. 1979, pp. 1 - 12, http://dx.doi.org/10.1080/03461238.1979.10413705
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC; Cameron BD; Churche WJ; Drastik VC; Fletcher CF; Kolar AR; Moore IR, 1979, 'Some results of graduation of mortality rates by the Whittaker-Henderson and spline fitting methods.', Bulletin de l'Association Royale des Actuaires Belges, vol. 71, pp. 48 - 77
    Journal articles | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, 'The probability of ruin under conditions of inflation or experience rating.', ASTIN Bulletin, vol. 10, pp. 149 - 162
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'Effect on outstanding claims of benefit increase for early duration workers' compensation claims', General Insurance Bulletin, pp. 9 - 14
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'General insurance database and methods of claim reserving', Australian Insurance Institute Journal, vol. 2, pp. 2 - 5
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC; Worcester PA, 1978, 'Concerning Hardy's Method of Performing a Makeham Graduation.', Journal of the Staple Inn Actuarial Society, vol. 22, pp. 217 - 224, http://dx.doi.org/10.1017/S0020269X00009051
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'Representation and explicit calculation of Finite-time ruin probabilities', Scandinavian Actuarial Journal, vol. 1978, pp. 1 - 18, http://dx.doi.org/10.1080/03461238.1978.10414315
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'Stability in Recurrence Systems whose Recurrence Relations Possess a Certain Positivity Property', SIAM Journal on Applied Mathematics, vol. 35, pp. 48 - 67, http://dx.doi.org/10.1137/0135005
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'An investigation of the use of weighted averages for the estimation of the mean of a long-tailed claim size distribution', ASTIN Bulletin, vol. 10, pp. 87 - 98
    Journal articles | 1978
    Dr Gregory Clive Taylor
    Taylor GC, 1978, 'Testing Goodness-of-Fit of an Estimated Run-Off Triangle', ASTIN Bulletin, vol. 10, pp. 78 - 86
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Runoff analysis and changing quality of business', General Insurance Bulletin, pp. 2 - 5
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'A score of errors', General Insurance Bulletin, pp. 13 - 14
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC; Matthews TJ, 1977, 'Experimentation with the estimation of the provision for outstanding claims in nonlife insurance', General Insurance Bulletin, pp. 17 - 18
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Confidence intervals for superannuation fund contribution rates', Bulletin of the Institute of Actuaries of Australia, vol. 1977, pp. 579 - 584
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC; Matthews TJ, 1977, 'Experimentation with the Estimation of the provision for outstanding Claims in Non-life Insurance', Transaction of the Institute of Actuaries of Australia, pp. 178 - 254
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC; Cheetham SJ; Harris IL; Jameson LA; McMullen LJ, 1977, 'Some empirical investigation of the distribution of the "chi-square" test statistic of a graduation by linear-compound formula', Bulletin de l'Association Royale des Actuaires Belges, vol. 71, pp. 15 - 25
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Solvency Margins', GIRO Bulletin, pp. 15 - 18
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Upper bounds on stop-loss premiums under constraints on claim size distribution', Scandinavian Actuarial Journal, vol. 1977, pp. 94 - 105, http://dx.doi.org/10.1080/03461238.1977.10405631
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory', Blätter der DGVFM, vol. 13, pp. 85 - 92, http://dx.doi.org/10.1007/BF02810155
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Inhomogeneous products of cyclic irreducible nonnegative matrices', Journal of the Australian Mathematical Society, vol. 24 (Series A), pp. 409 - 416
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'A topological version of some ergodic theorems', Studia Mathematica, vol. 63, pp. 199 - 205
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'The chi-square test of a graduation by linear-compound formula', Bulletin de l'Association des Actuaires Belges, pp. 26 - 42
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays', ASTIN Bulletin, vol. 9, pp. 219 - 230
    Journal articles | 1977
    Dr Gregory Clive Taylor
    Taylor GC, 1977, 'Abstract credibility', Scandinavian Actuarial Journal, vol. 1977, pp. 149 - 168, http://dx.doi.org/10.1080/03461238.1977.10405636
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Some practical variations of the separation method', General Insurance Bulletin, pp. 9 - 16
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC; Cumpston JR, 1976, 'Tests on the adequacy of provisions for employers' liability outstanding claims', General Insurance Bulletin, pp. 2 - 7
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Credibility: theory and applications', Australian Journal of Statistics, vol. 18, pp. 185 - 187, http://dx.doi.org/10.1111/j.1467-842X.1976.tb01295.x
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Comments on "Errors in risk theory"', General Insurance Bulletin, pp. 16 - 16
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Comments on "More convulsions on cumulants"', General Insurance Bulletin, pp. 11 - 11
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Allowance for heterogeneity in the testing of a graduation of mortality rates', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 403 - 412
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC; Atfield R; Brennan AR; Brown A; Dodds A; Ringstad C; Stanton D; Steel D; Ward FC, 1976, 'A revised actuarial notation', Transactions of the Institute of Actuaries of Australia and New Zealand
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC; Bühlmann H, 1976, 'Claims mortality and the existence of moments of the claim size distribution.', Bulletin of the Swiss Association of Actuaries, vol. 76, pp. 750 - 781
    Journal articles | 1976
    Dr Gregory Clive Taylor
    Taylor GC, 1976, 'Use of differential and integral inequalities to bound ruin and queuing probabilities', Scandinavian Actuarial Journal, vol. 1976, pp. 197 - 208, http://dx.doi.org/10.1080/03461238.1976.10405616
    Journal articles | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'Regarding Cumpston's application of the separation method to the estimation of provisions for Workers' Compensation outstanding claims', General Insurance Bulletin, pp. 11 - 12
    Journal articles | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'How many claims are necessary for reliable estimation of outstanding claims provisions', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 735 - 741
    Journal articles | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'Further remarks on the application of inequalities to actuarial functions', Actuarial Research Clearing House
    Journal articles | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'A solution of Ziock's autocorrelation problem', Actuarial Research Clearing House
    Journal articles | 1975
    Dr Gregory Clive Taylor
    Taylor GC, 1975, 'On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations', Scandinavian Actuarial Journal, vol. 1975, pp. 11 - 20, http://dx.doi.org/10.1080/03461238.1975.10405074
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'Symmetry between components of an analysis of surplus', Transactions of the Institute of Actuaries of Australia and New Zealand
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'Hardy's formula via King's formula', Actuarial Research Clearing House
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'A generalized approach to exposed-to-risk theory', Actuarial Research Clearing House
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'Disability income insurance reserves', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 402 - 405
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'Determination of a basis for surrender and paid-up policy values', Transaction of The Institute of Actuaries of Australia and New Zealand, pp. 34 - 76
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Hossack IB; Taylor GC, 1974, 'A generalization of Makeham's formula for valuation of securities', Journal of the Institute of Actuaries, vol. 101, pp. 89 - 95, http://dx.doi.org/10.1017/S0020268100048873
    Journal articles | 1974
    Dr Gregory Clive Taylor
    Taylor GC, 1974, 'Experience Rating with Credibility Adjustment of the Manual Premium', ASTIN Bulletin, vol. 7, pp. 323 - 336
    Journal articles | 1973
    Dr Gregory Clive Taylor
    Taylor GC, 1973, 'Optimising the term of an investigation into decremental rates', Journal of the Institute of Actuaries, vol. 99, pp. 69 - 83
    Journal articles | 1972
    Dr Gregory Clive Taylor
    Taylor GC, 1972, 'Comments on Aitken's theorem for polynomial interpolation', Bulletin of the institute of Actuaries of Australia and New Zealand, pp. 161 - 166
    Journal articles | 1972
    Dr Gregory Clive Taylor
    Taylor GC, 1972, 'On calculation of the moments of the value of a life assurance liability', Journal of the Institute of Actuaries, vol. 98, pp. 157 - 164, http://www.jstor.org/stable/41140242
    Journal articles | 1971
    Dr Gregory Clive Taylor
    Taylor GC, 1971, 'Sickness: a stochastic process', Journal of the Institute of Actuaries, vol. 97, pp. 69 - 83, http://www.jstor.org/stable/41140172
    Journal articles | 1971
    Dr Gregory Clive Taylor
    Taylor GC, 1971, 'Moments in markovian systems with lumped states', Journal of Applied Probability, vol. 8, pp. 599 - 605, http://dx.doi.org/10.2307/3212182
    Journal articles | 1969
    Dr Gregory Clive Taylor
    Taylor GC, 1969, 'Accuracy of the census formula', Bulletin of the Institute of Actuaries of Australia and New Zealand, pp. 233 - 238
  • Reports | 2005
    Dr Gregory Clive Taylor
    Taylor GC, 2005, The analysis and estimation of loss & ALAE variability: a summary report, Casualty Actuarial Society Forum
    Reports | 1979
    Dr Gregory Clive Taylor
    Taylor GC, 1979, Statistical testing of a non-life insurance model, Instituut voor Actuariele Wetenschappen, Katholieke Universiteit te Leuven, Belguim, Proceedings of the First Meeting of the Contact Group "Actuarial Sciences"
  • Conference Papers | 2018
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B; Xian A, 2018, 'How to proxy the unmodellable: Analysing granular insurance claims in the presence of unobservable or complex drivers', Sydney, Australia, presented at Australian Actuaries Institute General Insurance Seminar 2018, Sydney, Australia, 12 November 2018 - 13 November 2018, https://www.actuaries.asn.au/microsites/general-insurance-seminar-2018/program-and-presentations/papers-and-pre-reading
    Working Papers | 2016
    Dr Gregory Clive Taylor
    Taylor GC, 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
    Working Papers | 2016
    Dr Gregory Clive Taylor
    Taylor GC, 2016, Evolutionary Hierarchical Credibility, http://dx.doi.org10.1017/asb.2017.31
    Other | 2016
    Dr Gregory Clive Taylor
    Avanzi B; Taylor GC; Wong B, 2016, Construction of detailed correlation structures across GI business segments, http://www.actuaries.digital/2016/12/14/construction-of-detailed-correlation-structures-across-gi-business-segments/
    Conference Papers | 2016
    Dr Gregory Clive Taylor
    Avanzi B; Lavender G; Taylor GC; Wong B, 2016, 'On the Impact, Detection and Treatment of Outliers in Robust Loss Reserving', in Proceedings of the Actuaries Institute 2016 General Insurance Seminar, 13-15 November 2016 (Melbourne, Australia), General Insurance Seminar, Melbourne, presented at General Insurance Seminar, Melbourne, 13 November 2016 - 15 November 2016, http://www.actuaries.asn.au/Library/Events/GIS/2016/PaperAvanziLavenderTaylorWong.pdf
    Other | 2015
    Dr Gregory Clive Taylor
    Avanzi B; Taylor GC; Wong B, 2015, Are correlations real or imagined?, The Institute of Actuaries of Australia, http://www.actuaries.digital/2015/09/30/are-correlations-an-illusion-or-a-real-phenomenon-evidence-from-the-ausi-data-set/
    Working Papers | 2015
    Dr Gregory Clive Taylor
    Taylor GC; Avanzi B; Wong B, 2015, Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations, UNSW Business School Research Paper, 2015ACTL11, http://dx.doi.org10.2139/ssrn.2597405, http://ssrn.com/abstract=2597405
    Working Papers | 2015
    Dr Gregory Clive Taylor
    Taylor GC; Xu J, 2015, An empirical investigation of the value of finalisation count information to loss reserving, http://dx.doi.org10.2139/ssrn.2613255, http://ssrn.com/abstract=2613255
    Other | 2014
    Dr Gregory Clive Taylor
    Avanzi B; Taylor G; Wong B, 2014, Research into claim dependencies: an industry and academic collaboration, Actuaries Institute, http://www.actuaries.digital/2014/08/15/research-into-claim-dependencies-an-industry-and-academic-collaboration/
    Working Papers | 2009
    Dr Gregory Clive Taylor
    Taylor GC, 2009, A hierarchical Kalman filter, University of Melbourne Research Papers, 180, http://dx.doi.org
    Conference Papers | 2004
    Dr Gregory Clive Taylor
    Taylor GC; McGuire G, 2004, 'Loss reserving with GLMs: a case study', in Loss reserving with GLMs: a case study, Casualty Actuarial Society 2004 Discussion Paper Program, pp. 327 - 392, presented at Casualty Actuarial Society 2004 Discussion Paper Program, -
    Conference Papers | 1999
    Dr Gregory Clive Taylor
    Taylor GC; Greenfield AJ, 1999, 'Hierarchical credibility and industry risk relativities', in Hierarchical credibility and industry risk relativities, Institute of Actuaries of Australia General Insurance Seminar 12, presented at Institute of Actuaries of Australia General Insurance Seminar 12, -
    Working Papers | 1997
    Dr Gregory Clive Taylor
    Taylor GC, 1997, Technical aspects of domestic lines pricing, Occasional papers of the Centre for Actuarial Studies, University of Melbourne, 45, http://dx.doi.orghttp://fbe.unimelb.edu.au/__data/assets/pdf_file/0009/806904/45.pdf
    Working Papers | 1996
    Dr Gregory Clive Taylor
    Taylor GC, 1996, Risk, capital and profit in insurance, Parkville, Victoria, Occasional papers of the Centre for Actuarial Studies, University of Melbourne, 39, http://dx.doi.org
    Conference Papers | 1995
    Dr Gregory Clive Taylor
    Taylor GC; Cumpston JR; Helenius CO; Sarjeant HB, 1995, 'Models of the World for the next 50 years', in Models of the World for the next 50 years, 1995 ANZAAS Congress, Newcastle, Australia, presented at 1995 ANZAAS Congress, Newcastle, Australia, -
    Conference Papers | 1990
    Dr Gregory Clive Taylor
    Taylor GC, 1990, 'The rate of return for discounting non-life insurance loss reserves', in The rate of return for discounting non-life insurance loss reserves, 1st International AFIR Colloquium, pp. 295 - 348, presented at 1st International AFIR Colloquium, -
    Conference Papers | 1989
    Dr Gregory Clive Taylor
    Taylor GC, 1989, 'Application of options pricing to general insurance', in Application of options pricing to general insurance, Institute of Actuaries of Australia Biennial Convention, Cairns, presented at Institute of Actuaries of Australia Biennial Convention, Cairns, -
    Conference Papers | 1986
    Dr Gregory Clive Taylor
    Taylor GC, 1986, 'Regression models in claims analysis I: theory', in Proceedings of the Casualty Actuarial Society, Casualty Loss Reserve Seminar of the Casualty Actuarial Society and American Academy of Actuaries, Crystal City, Virginia (US), pp. 354 - 383, presented at Casualty Loss Reserve Seminar of the Casualty Actuarial Society and American Academy of Actuaries, Crystal City, Virginia (US), 29 September 1986 - 30 September 1986
    Working Papers | 1981
    Dr Gregory Clive Taylor
    Taylor GC, 1981, A comparison of methods of estimation of third party motor outstanding claims, Cahiers du Centre d'Etudes de Recherche Opérationnelle, 23, http://dx.doi.org
    Conference Papers | 1980
    Dr Gregory Clive Taylor
    Taylor GC, 1980, 'A reduced Reid method of estimation of outstanding claims', in A reduced Reid method of estimation of outstanding claims, Institute of Actuaries of Australia, presented at 2nd General Insurance Seminar, -
    Conference Papers | 1980
    Dr Gregory Clive Taylor
    Taylor GC, 1980, 'No-claim discount systems and their determination', in No-claim discount systems and their determination, Institute of Actuaries of Australia, Broadbeach, presented at 2nd General Insurance Seminar, Broadbeach, -

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