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Prof

David Pitt

University of Melbourne
finance and investment
banking
suicide
australia
humans
age-standardized mortality rate
young adult
male
suicide-exclusion period
David Pitt's Profile Picture
Prof

David Pitt

David Pitt's Profile Picture
Prof

David Pitt

 

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 13 most recent scholarly works by David Pitt.

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Estimation of Disability Transition Probabilities in Australia I: Preliminary

EA Hariyanto, DCM Dickson, DG Pitt

Report  |  2012

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

S Tanthanongsakkun, D PITT, S Treepongkaruna

Report  |  2007

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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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Modeling the claim duration of income protection insurance policyholders using parametric mixture models

D PITT

Report  |  2006

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The Monty Hall three doors problem

B Puza, D PITT, T O Neill

Journal article  |  2005  |  Teaching Statistics

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Impact of Genetic Testing on Life Insurance

R Heaney, D PITT

Journal article  |  2004  |  Agenda

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Disability Claims – does anyone recover?

D PITT, D Service

Journal article  |  2002  |  Australian Actuarial Journal

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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

Fellow of the Institute of Actuaries of Australia

Macquarie University

Bachelor of Economics

Macquarie University

Bachelor of Science

Macquarie University