Prof David Pitt
Professor
Department of Economics
41 Scholarly works
4 Projects
HIGHLIGHTS
2026
Journal article
Beyond annual data: Mortality forecasting with mixed frequency data
DOI: 10.1016/j.insmatheco.2025.1031722026
Journal article
On technological and analytical innovations in insurance research and industry practice
DOI: 10.1017/S17484995261002682026
Journal article
Cyber risk modeling within the SIR epidemic framework: a comparative analysis of frequency and severity methods
DOI: 10.1017/S17484995251002252025
Journal article
Quantifying and hedging economic risk in disability income insurance portfolios
DOI: 10.1017/S17484995240003072025
Journal article
Seasonality and valuation of renewable energy projects in a two factor model
DOI: 10.1016/j.apenergy.2025.1256692025
Journal article
A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
DOI: 10.1080/03610926.2024.23600792022
Journal article
Dispersion modelling of mortality for both sexes with Tweedie distributions
DOI: 10.1080/03461238.2021.1980430
RECENT SCHOLARLY WORKS
2023
Journal article
Time trends in losses from major tornadoes in the United States
DOI: 10.1016/j.wace.2023.1005792023
Journal article
On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
DOI: 10.1080/10920277.2022.20691242022
Journal article
Permutation entropy and its variants for measuring temporal dependence
DOI: 10.1111/anzs.123762022
Journal article
A model sufficiency test using permutation entropy
DOI: 10.1002/for.2849
RECENT PROJECTS
2008
Research Grant
The Pricing and Risk Management of Reverse Mortgages in the Australian Market.
2010
Research Grant
Claim Termination for Income Protection Insurance and Data Mining
Internal Research Grant
Determinants of the Longevity of Workers� Compensation Insurance Claims
2009
Research Contracts
Statistical Analysis of Insurance Claim Data