Edit Profile (opens in new tab) Taylor, Greg Co-Author Distance Author ID: taylor.greg Published as: Taylor, Greg Documents Indexed: 32 Publications since 1988 Co-Authors: 10 Co-Authors with 10 Joint Publications 32 Co-Co-Authors all top 5 Co-Authors 20 single-authored 8 Avanzi, Benjamin 8 Wong, Bernard 2 Vu, Phuong Anh 1 Al-Mudafer, Muhammed Taher 1 Carnevali, Paolo 1 Heitzenrater, Chad 1 McGuire, Gráinne 1 Morris, R. B. 1 Simpson, Andrew 1 Wang, Melantha 1 Xian, Alan 1 Yang, Xinda all top 5 Serials 10 Insurance Mathematics & Economics 9 ASTIN Bulletin 4 North American Actuarial Journal 2 Scandinavian Actuarial Journal 1 International Journal for Numerical Methods in Engineering 1 Journal of Mathematical Economics 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Scandinavian Actuarial Journal 1 European Actuarial Journal all top 5 Fields 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 76 times in 59 Documents Cited by ▼ Year ▼ New basis functions and computational procedures for \(p\)-version finite element analysis. Zbl 0795.73067 Carnevali, P.; Morris, R. B.; Tsuji, Y.; Taylor, G. 20 1993 Risk exchange. I: A unification of some existing results. Zbl 0758.90014 Taylor, Greg 9 1992 Maximum likelihood and estimation efficiency of the chain ladder. Zbl 1214.91058 Taylor, Greg 7 2011 Bayesian chain ladder models. Zbl 1390.62223 Taylor, Greg 7 2015 Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015 Taylor, Greg 7 1992 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076 Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 6 2016 Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 5 2016 Stochastic control of funding systems. Zbl 1055.91034 Taylor, Greg 5 2002 Geographic premium rating by Whittaker spatial smoothing. Zbl 1060.91101 Taylor, Greg 3 2001 A synchronous bootstrap to account for dependencies between lines of business in the estimation of loss reserve prediction error. Zbl 1480.91247 Taylor, Greg; McGuire, Gráinne 3 2007 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 3 2021 Second-order Bayesian revision of a generalised linear model. Zbl 1224.62015 Taylor, Greg 2 2008 Chain ladder bias. Zbl 1098.62569 Taylor, Greg 2 2003 A Bayesian interpretation of Whittaker-Henderson graduation. Zbl 0752.62075 Taylor, Greg 2 1992 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055 Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 A simple model of insurance market dynamics. Zbl 1481.91187 Taylor, Greg 2 2008 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445 Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 2 2021 On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda 2 2021 Common shock models for claim arrays. Zbl 1416.91150 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 2 2018 Existence and uniqueness of chain ladder solutions. Zbl 1390.62224 Taylor, Greg 1 2017 Reserving consecutive layers of inwards excess-of-loss reinsurance. Zbl 0931.62092 Taylor, Greg 1 1997 When the winning move is not to play: games of deterrence in cyber security. Zbl 1448.68191 Heitzenrater, Chad; Taylor, Greg; Simpson, Andrew 1 2015 Comment on the paper ”The impact of covariates on a bonus-malus system: an application of Taylor’s model” by Lemaire, Park & Wang. Zbl 1415.91165 Taylor, Greg 1 2016 A Cape Cod model for the exponential dispersion family. Zbl 1415.62082 Taylor, Greg 1 2019 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 3 2021 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445 Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 2 2021 On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda 2 2021 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055 Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 A Cape Cod model for the exponential dispersion family. Zbl 1415.62082 Taylor, Greg 1 2019 Common shock models for claim arrays. Zbl 1416.91150 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 2 2018 Existence and uniqueness of chain ladder solutions. Zbl 1390.62224 Taylor, Greg 1 2017 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076 Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 6 2016 Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202 Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 5 2016 Comment on the paper ”The impact of covariates on a bonus-malus system: an application of Taylor’s model” by Lemaire, Park & Wang. Zbl 1415.91165 Taylor, Greg 1 2016 Bayesian chain ladder models. Zbl 1390.62223 Taylor, Greg 7 2015 When the winning move is not to play: games of deterrence in cyber security. Zbl 1448.68191 Heitzenrater, Chad; Taylor, Greg; Simpson, Andrew 1 2015 Maximum likelihood and estimation efficiency of the chain ladder. Zbl 1214.91058 Taylor, Greg 7 2011 Second-order Bayesian revision of a generalised linear model. Zbl 1224.62015 Taylor, Greg 2 2008 A simple model of insurance market dynamics. Zbl 1481.91187 Taylor, Greg 2 2008 A synchronous bootstrap to account for dependencies between lines of business in the estimation of loss reserve prediction error. Zbl 1480.91247 Taylor, Greg; McGuire, Gráinne 3 2007 Chain ladder bias. Zbl 1098.62569 Taylor, Greg 2 2003 Stochastic control of funding systems. Zbl 1055.91034 Taylor, Greg 5 2002 Geographic premium rating by Whittaker spatial smoothing. Zbl 1060.91101 Taylor, Greg 3 2001 Reserving consecutive layers of inwards excess-of-loss reinsurance. Zbl 0931.62092 Taylor, Greg 1 1997 New basis functions and computational procedures for \(p\)-version finite element analysis. Zbl 0795.73067 Carnevali, P.; Morris, R. B.; Tsuji, Y.; Taylor, G. 20 1993 Risk exchange. I: A unification of some existing results. Zbl 0758.90014 Taylor, Greg 9 1992 Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015 Taylor, Greg 7 1992 A Bayesian interpretation of Whittaker-Henderson graduation. Zbl 0752.62075 Taylor, Greg 2 1992 all cited Publications top 5 cited Publications all top 5 Cited by 109 Authors 10 Taylor, Greg 6 Avanzi, Benjamin 6 Wong, Bernard 4 Boonen, Tim J. 3 Josa-Fombellida, Ricardo 3 Pantelous, Athanasios A. 3 Rincón-Zapatero, Juan Pablo 2 Abdallah, Anas 2 Cossette, Hélène 2 Gabrielli, Andrea 2 Hürlimann, Werner 2 Verrall, Richard J. 2 Vu, Phuong Anh 2 Wüthrich, Mario Valentin 1 Aase, Knut Kristian 1 Adekpedjou, Akim 1 Al-Mudafer, Muhammed Taher 1 Antonio, Katrien 1 Araiza Iturria, Carlos Andrés 1 Assa, Hirbod 1 Blier-Wong, Christopher 1 Boucher, Jean-Philippe 1 Çeker, Hayreddin 1 Cheung, Ka Chun 1 Côté, Marie-Pier 1 Crevecoeur, Jonas 1 Eling, Martin 1 Feuerriegel, Stefan 1 Furman, Edward 1 Geiger, Daniel J. 1 Genest, Christian 1 Gerber, Hans U. 1 Ghossoub, Mario 1 Gigante, Patrizia 1 Godin, Frédéric 1 Grize, Yves L. 1 Guerrero, Victor M. 1 Ignatov, Zvetan G. 1 Juárez, Rodrigo 1 Jung, Kwangmin 1 Kaishev, Vladimir K. 1 Krachunov, Rossen S. 1 Kuznetsov, Alexey 1 La, Quang Duy 1 Lamontagne, Luc 1 Landriault, David 1 Lemaire, Jean-Jacques 1 Li, Rong 1 Limin, Wen 1 Lin, Jessica T. 1 Lu, Yi 1 Mailhot, Mélina 1 Marceau, Étienne 1 Merz, Michael 1 Naumzik, Christof 1 Nielsen, Anne Molgaard 1 Nielsen, Bent 1 Nielsen, Jens Perch 1 Nieto-Barajas, Luis E. 1 Otunba, Rasaq 1 Owadally, Iqbal 1 Pafumi, Gérard 1 Park, Sojung Carol 1 Picech, Liviana 1 Pigeon, Mathieu 1 Pinquet, Jean 1 Poncela, Pilar 1 Poon, Jimmy 1 Portugal, Luis F. 1 Richman, Ronald 1 Robben, Jens 1 Rong, Ximin 1 Schiegl, Magda 1 Selvaraju, N. 1 Sen, Ankita 1 Sheng, Delei 1 Sigalotti, Luciano 1 Soong, Boon-Hee 1 Tan, Ken Seng 1 Tang, Qihe 1 Targino, Rodrigo S. 1 Taylor, Gregory Clive 1 Teng, Ye 1 Tong, Zhiwei 1 Trufin, Julien 1 Upadhyaya, Shambhu J. 1 Wang, Kili C. 1 Wang, Shaun S. 1 Willmot, Gordon E. 1 Wright, Douglas 1 Wu, Renchao 1 Xu, Di 1 Xu, Jing 1 Xun, Li 1 Yam, Sheung Chi Phillip 1 Yanez, Juan Sebastian 1 Yang, Lin 1 Yang, Xinda 1 Yi, Zhang 1 Young, Virginia R. ...and 9 more Authors all top 5 Cited in 15 Serials 19 Insurance Mathematics & Economics 9 ASTIN Bulletin 7 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 European Actuarial Journal 3 European Journal of Operational Research 2 Statistics & Probability Letters 1 Applied Mathematics and Computation 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Stochastic Analysis and Applications 1 Computers & Operations Research 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Methodology and Computing in Applied Probability all top 5 Cited in 7 Fields 53 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Statistics (62-XX) 6 Systems theory; control (93-XX) 5 Probability theory and stochastic processes (60-XX) 3 Computer science (68-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year