Select Publications
Journal articles
, 1980, 'A multi-level hierarchical credibility regression model', Scandinavian Actuarial Journal, 1980, pp. 25 - 32, http://dx.doi.org/10.1080/03461238.1980.10404683
, 1980, 'Determination of internal rate of return in respect of an arbitrary cash flow', Journal of the Institute of Actuaries, 107, pp. 487 - 497, http://dx.doi.org/10.1017/S0020268100040439
, 1980, 'Probability of ruin with variable premium rate', Scandinavian Actuarial Journal, 1980, pp. 57 - 76, http://dx.doi.org/10.1080/03461238.1980.10408641
, 1980, 'Report of the morbidity committee', Transactions of the Institute of Actuaries of Australia
, 1979, 'Reply to G.B. Hey on gross versus net', General Insurance Bulletin, pp. 4 - 4
, 1979, 'Possible amendments to the insurance act 1973', General Insurance Bulletin, pp. 19 - 22
, 1979, 'The negative exponential distribution and average excess claim size', General Insurance Bulletin, pp. 16 - 17
, 1979, 'Claim size distribution and outstanding claims provisions', General Insurance Bulletin, pp. 9 - 16
, 1979, 'Credibility analysis of a general hierarchical model', Scandinavian Actuarial Journal, 1979, pp. 1 - 12, http://dx.doi.org/10.1080/03461238.1979.10413705
, 1979, 'Rating the discount for a motor insurance excess', ASTIN Bulletin, 10, pp. 295 - 302
, 1979, 'Some results of graduation of mortality rates by the Whittaker-Henderson and spline fitting methods.', Bulletin de l'Association Royale des Actuaires Belges, 71, pp. 48 - 77
, 1979, 'The credibility approach to experience rating', Scandinavian Actuarial Journal, 1979, pp. 181 - 221, http://dx.doi.org/10.1080/03461238.1979.10413721
, 1979, 'The negative exponential distribution and average excess claim size', ASTIN Bulletin, 10, pp. 303 - 304
, 1979, 'The probability of ruin under conditions of inflation or experience rating.', ASTIN Bulletin, 10, pp. 149 - 162
, 1978, 'Effect on outstanding claims of benefit increase for early duration workers' compensation claims', General Insurance Bulletin, pp. 9 - 14
, 1978, 'An investigation of the use of weighted averages for the estimation of the mean of a long-tailed claim size distribution', ASTIN Bulletin, 10, pp. 87 - 98
, 1978, 'Concerning Hardy's Method of Performing a Makeham Graduation.', Journal of the Staple Inn Actuarial Society, 22, pp. 217 - 224, http://dx.doi.org/10.1017/S0020269X00009051
, 1978, 'General insurance database and methods of claim reserving', Australian Insurance Institute Journal, 2, pp. 2 - 5
, 1978, 'Representation and explicit calculation of Finite-time ruin probabilities', Scandinavian Actuarial Journal, 1978, pp. 1 - 18, http://dx.doi.org/10.1080/03461238.1978.10414315
, 1978, 'Stability in Recurrence Systems whose Recurrence Relations Possess a Certain Positivity Property', SIAM Journal on Applied Mathematics, 35, pp. 48 - 67, http://dx.doi.org/10.1137/0135005
, 1978, 'Testing Goodness-of-Fit of an Estimated Run-Off Triangle', ASTIN Bulletin, 10, pp. 78 - 86
, 1977, 'Runoff analysis and changing quality of business', General Insurance Bulletin, pp. 2 - 5
, 1977, 'A score of errors', General Insurance Bulletin, pp. 13 - 14
, 1977, 'Experimentation with the estimation of the provision for outstanding claims in nonlife insurance', General Insurance Bulletin, pp. 17 - 18
, 1977, 'Solvency Margins', GIRO Bulletin, pp. 15 - 18
, 1977, 'A topological version of some ergodic theorems', Studia Mathematica, 63, pp. 199 - 205
, 1977, 'Abstract credibility', Scandinavian Actuarial Journal, 1977, pp. 149 - 168, http://dx.doi.org/10.1080/03461238.1977.10405636
, 1977, 'Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory', Blätter der DGVFM, 13, pp. 85 - 92, http://dx.doi.org/10.1007/BF02810155
, 1977, 'Confidence intervals for superannuation fund contribution rates', Bulletin of the Institute of Actuaries of Australia, 1977, pp. 579 - 584
, 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
, 1977, 'Inhomogeneous products of cyclic irreducible nonnegative matrices', Journal of the Australian Mathematical Society, 24 (Series A), pp. 409 - 416
, 1977, 'Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays', ASTIN Bulletin, 9, pp. 219 - 230
, 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, 71, pp. 15 - 25
, 1977, 'The chi-square test of a graduation by linear-compound formula', Bulletin de l'Association des Actuaires Belges, pp. 26 - 42
, 1977, 'Upper bounds on stop-loss premiums under constraints on claim size distribution', Scandinavian Actuarial Journal, 1977, pp. 94 - 105, http://dx.doi.org/10.1080/03461238.1977.10405631
, 1976, 'Some practical variations of the separation method', General Insurance Bulletin, pp. 9 - 16
, 1976, 'Tests on the adequacy of provisions for employers' liability outstanding claims', General Insurance Bulletin, pp. 2 - 7
, 1976, 'Comments on "Errors in risk theory"', General Insurance Bulletin, pp. 16 - 16
, 1976, 'Comments on "More convulsions on cumulants"', General Insurance Bulletin, pp. 11 - 11
, 1976, 'A revised actuarial notation', Transactions of the Institute of Actuaries of Australia and New Zealand
, 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
, 1976, 'Claims mortality and the existence of moments of the claim size distribution.', Bulletin of the Swiss Association of Actuaries, 76, pp. 750 - 781
, 1976, 'Credibility: theory and applications', Australian Journal of Statistics, 18, pp. 185 - 187, http://dx.doi.org/10.1111/j.1467-842X.1976.tb01295.x
, 1976, 'Use of differential and integral inequalities to bound ruin and queuing probabilities', Scandinavian Actuarial Journal, 1976, pp. 197 - 208, http://dx.doi.org/10.1080/03461238.1976.10405616
, 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
, 1975, 'A solution of Ziock's autocorrelation problem', Actuarial Research Clearing House
, 1975, 'Further remarks on the application of inequalities to actuarial functions', Actuarial Research Clearing House
, 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
, 1975, 'On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations', Scandinavian Actuarial Journal, 1975, pp. 11 - 20, http://dx.doi.org/10.1080/03461238.1975.10405074
, 1974, 'A generalization of Makeham's formula for valuation of securities', Journal of the Institute of Actuaries, 101, pp. 89 - 95, http://dx.doi.org/10.1017/S0020268100048873