Research

Research Philosophy

Taylor Fry has led thinking and debate in the Australian market in many technical areas involving actuarial and statistical techniques. We are committed to ongoing research and development. Recent completed projects include:

• Capital allocation to different lines of business;
• Development of a methodology for adaptive claims reserving from period to period;
• Application of hierarchical credibility to ANZSIC codes for Australian workers' compensation schemes;
• Strategic pricing analysis for domestic lines of business.

Research in progress:

• Value-at-risk (VaR) for sums of random variables;
• Statistical case estimation;
• Spatial smoothing.