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Prof

David Pitt

University of Melbourne
Disability
Stochastic Modelling
banking
finance and investment
social sciences
psychology
life insurance
life sciences & biomedicine
female
David Pitt's Profile Picture
Prof

David Pitt

David Pitt's Profile Picture
Prof

David Pitt

 
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Projects

Displaying the 4 most recent projects by David Pitt.

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CLAIM TERMINATION FOR INCOME PROTECTION INSURANCE AND DATA MINING

2010 - 2010
Completed
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STATISTICAL ANALYSIS OF INSURANCE CLAIM DATA

2009
Active
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The pricing and risk management of reverse mortgages in the Australian market.

This project will develop new methodologies for the pricing of reverse mortgages and will examine how sensitive prices are to demographic an..

2008 - 2013
Completed
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Determinants of the Longevity of Workers� Compensation Insurance Claims

4

Projects

Project Types

2

Research Grant

1

Internal Research Grant

1

Research Contracts

Scholarly Works

Displaying the 10 most recent scholarly works by David Pitt.

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Estimation of Disability Transition Probabilities in Australia II: Implementation

Evan A Hariyanto, David CM Dickson, David GW Pitt

Report  |  2013  |  Annals of Actuarial Science

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Assessing the Impact of Suicide Exclusion Periods on Life Insurance

Paul Yip, David Pitt, Yan Wang, Xueyuan Wu, Ray Watson, Richard Huggins, Ying Xu

Report  |  2010  |  Crisis: the Journal of Crisis Intervention and Suicide Prevention

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An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

DGP Pitt, M Guillen

Report  |  2010

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Investment return calculations and senior school mathematics

RM Fitzherbert, DG Pitt

Journal article  |  2010  |  Australian Senior Mathematics Journal

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A Comparison of Corporate Bankruptcy Models in Australia: The Merton vs. Accounting-based Models

Suparatana Tanthanongsakkun, David Pitt, Sirimon Treepongkaruna

Report  |  2009  |  Asia-Pacific Journal of Risk and Insurance

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A Comparison of Corporate Bankruptcy Models in Australia: The Merton vs. Accounting-based Models

Suparatana Tanthanongsakkun, David Pitt, Sirimon Treepongkaruna

Journal article  |  2009  |  Asia-Pacific Journal of Risk and Insurance

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Modelling the Claim Duration of Income Protection Insurance Policyholders using Parametric Mixture Models

DGW Pitt

Journal article  |  2007  |  Annals of Actuarial Science

ABSTRACTThis paper considers the modelling of claim durations for existing claimants under income protection insurance policies. A..

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Modelling the Claim Duration of Income Protection Insurance Policyholders using Parametric Mixture Models

DGW Pitt

Report  |  2007  |  Annals of Actuarial Science

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Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance

DGW Pitt

Journal article  |  2006  |  Annals of Actuarial Science

ABSTRACTThis paper investigates the use of censored regression quantiles in the analysis of claim termination rates for income pro..

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Regression quantile analysis of claim termination rates for income protection insurance

D PITT

Report  |  2006

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Scholarly Works

Keyword Analysis

Non-Oriented Research
Other Mathematical Sciences
Statistics
Applied Economics
Financial Services
Accounting, Auditing and Accountability
Banking, Finance and Investment
Demography
Economic Theory
Expanding Knowledge

Credentials

Positions

Professor

Economics

Education

Doctor of Philosophy

The Australian National University

Doctor of Philosophy

The Australian National University

Fellow of the Institute of Actuaries of Australia

Macquarie University

Bachelor of Economics

Macquarie University