Edit Profile (opens in new tab) Taylor, Greg Compute Distance To: Compute Author ID: taylor.greg Published as: Taylor, Greg Documents Indexed: 31 Publications since 1988 Co-Authors: 10 Co-Authors with 10 Joint Publications 39 Co-Co-Authors all top 5 Co-Authors 20 single-authored 7 Avanzi, Benjamin 7 Wong, Bernard 2 Vu, Phuong Anh 1 Carnevali, Paolo 1 Conover, William Jay 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 9 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 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 1 Combinatorics (05-XX) 1 Computer science (68-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 21 Publications have been cited 81 times in 45 Documents Cited by ▼ Year ▼ New basis functions and computational procedures for \(p\)-version finite element analysis. Zbl 0795.73067Carnevali, P.; Morris, R. B.; Tsuji, Y.; Taylor, G. 19 1993 Risk exchange. I: A unification of some existing results. Zbl 0758.90014Taylor, Greg 8 1992 Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015Taylor, Greg 7 1992 Maximum likelihood and estimation efficiency of the chain ladder. Zbl 1214.91058Taylor, Greg 7 2011 Bayesian chain ladder models. Zbl 1390.62223Taylor, Greg 7 2015 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 6 2016 Stochastic control of funding systems. Zbl 1055.91034Taylor, Greg 5 2002 Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 5 2016 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 A Bayesian interpretation of Whittaker-Henderson graduation. Zbl 0752.62075Taylor, Greg 2 1992 Chain ladder bias. Zbl 1098.62569Taylor, Greg 2 2003 Geographic premium rating by Whittaker spatial smoothing. Zbl 1060.91101Taylor, Greg 2 2001 Common shock models for claim arrays. Zbl 1416.91150Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 1 2018 A Cape Cod model for the exponential dispersion family. Zbl 1415.62082Taylor, Greg 1 2019 Reserving consecutive layers of inwards excess-of-loss reinsurance. Zbl 0931.62092Taylor, Greg 1 1997 Second-order Bayesian revision of a generalised linear model. Zbl 1224.62015Taylor, Greg 1 2008 Comment on the paper ”The impact of covariates on a bonus-malus system: an application of Taylor’s model” by Lemaire, Park & Wang. Zbl 1415.91165Taylor, Greg 1 2016 When the winning move is not to play: games of deterrence in cyber security. Zbl 1448.68191Heitzenrater, Chad; Taylor, Greg; Simpson, Andrew 1 2015 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 07354586Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 1 2021 Existence and uniqueness of chain ladder solutions. Zbl 1390.62224Taylor, Greg 1 2017 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 1 2021 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 07354586Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan 1 2021 SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard 1 2021 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard 2 2020 A Cape Cod model for the exponential dispersion family. Zbl 1415.62082Taylor, Greg 1 2019 Common shock models for claim arrays. Zbl 1416.91150Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 1 2018 Existence and uniqueness of chain ladder solutions. Zbl 1390.62224Taylor, Greg 1 2017 Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076Avanzi, 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 1390.62202Avanzi, 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 1415.91165Taylor, Greg 1 2016 Bayesian chain ladder models. Zbl 1390.62223Taylor, Greg 7 2015 When the winning move is not to play: games of deterrence in cyber security. Zbl 1448.68191Heitzenrater, Chad; Taylor, Greg; Simpson, Andrew 1 2015 Maximum likelihood and estimation efficiency of the chain ladder. Zbl 1214.91058Taylor, Greg 7 2011 Second-order Bayesian revision of a generalised linear model. Zbl 1224.62015Taylor, Greg 1 2008 Chain ladder bias. Zbl 1098.62569Taylor, Greg 2 2003 Stochastic control of funding systems. Zbl 1055.91034Taylor, Greg 5 2002 Geographic premium rating by Whittaker spatial smoothing. Zbl 1060.91101Taylor, Greg 2 2001 Reserving consecutive layers of inwards excess-of-loss reinsurance. Zbl 0931.62092Taylor, Greg 1 1997 New basis functions and computational procedures for \(p\)-version finite element analysis. Zbl 0795.73067Carnevali, P.; Morris, R. B.; Tsuji, Y.; Taylor, G. 19 1993 Risk exchange. I: A unification of some existing results. Zbl 0758.90014Taylor, Greg 8 1992 Risk exchange. II: Optimal reinsurance contracts. Zbl 0758.90015Taylor, Greg 7 1992 A Bayesian interpretation of Whittaker-Henderson graduation. Zbl 0752.62075Taylor, Greg 2 1992 all cited Publications top 5 cited Publications all top 5 Cited by 82 Authors 9 Taylor, Greg 5 Avanzi, Benjamin 5 Wong, Bernard 3 Josa-Fombellida, Ricardo 3 Rincón-Zapatero, Juan Pablo 2 Gabrielli, Andrea 2 Hürlimann, Werner 2 Pantelous, Athanasios A. 2 Verrall, Richard J. 2 Vu, Phuong Anh 1 Aase, Knut Kristian 1 Antonio, Katrien 1 Araiza Iturria, Carlos Andrés 1 Blier-Wong, Christopher 1 Boonen, Tim J. 1 Çeker, Hayreddin 1 Cheung, Ka Chun 1 Cossette, Hélène 1 Crevecoeur, Jonas 1 Eling, Martin 1 Furman, Edward 1 Gerber, Hans U. 1 Gigante, Patrizia 1 Godin, Frédéric 1 Guerrero, Victor M. 1 Ignatov, Zvetan G. 1 Juárez, Rodrigo 1 Jung, Kwangmin 1 Kaishev, Vladimir K. 1 Kannan, Devika 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 Lu, Yi 1 Mailhot, Mélina 1 Marceau, Étienne 1 Nieto-Barajas, Luis E. 1 Pafumi, Gérard 1 Park, Sojung Carol 1 Picech, Liviana 1 Pigeon, Mathieu 1 Poncela, Pilar 1 Poon, Jimmy 1 Portugal, Luis F. 1 Richman, Ronald 1 Robben, Jens 1 Rong, Ximin 1 Schiegl, Magda 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 Tong, Zhiwei 1 Upadhyaya, Shambhu J. 1 Wang, Kili C. 1 Wang, Shaun S. 1 Willmot, Gordon E. 1 Wüthrich, Mario Valentin 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. 1 Zhang, Bo 1 Zhang, Yiying 1 Zhao, Hui 1 Zhilong, Li 1 Zhuang, Jun 1 Zhuang, Sheng Chao 1 Zitikis, Ričardas all top 5 Cited in 12 Serials 17 Insurance Mathematics & Economics 9 ASTIN Bulletin 6 Scandinavian Actuarial Journal 3 European Actuarial Journal 2 North American Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Computers & Operations Research 1 European Journal of Operational Research 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis all top 5 Cited in 6 Fields 42 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Statistics (62-XX) 6 Systems theory; control (93-XX) 2 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year