Research Philosophy

Taylor Fry has a corporate commitment to an ongoing research component.

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:

• VaR for sums of random variables.
• Statistical case estimation.
• Spatial smoothing.

Publications

Various research papers and studies made by our staff have been presented at conferences and published.

Some of the areas of publication include:

Books

Contributions to books

Journal referee

Reviews

Research Topics

The Taylor Fry Prize

The Taylor Fry Prize was incepted in 2004 and is offered at each Accident Compensation Seminar and General Insurance Seminar. The Taylor Fry Silver Prize is awarded for a paper considered to have:

• effected significant advance in the profession's understanding or knowledge of a specific subject or sphere of knowledge; or
• collected or presented existing material in such a way as to raise the awareness of the profession regarding an important contemporary issue.

The Taylor Fry Gold Prize is available where the paper is considered to meet these criteria as well as significant theoretical, methodological or analytical advance.

The Taylor Fry Silver Prize has been awarded to:

• Siddharth Parameswaran for the paper History Repeating? Can Insurers Face a Similar Problem to Asbestos Again? presented to the X^th Accident Compensation Seminar in 2004
• Bartosz Piwcewicz for the paper Assessment of Diversification Benefit in Insurance Portfolios presented to the 2005 XV^th General Insurance Seminar in 2005

For further information, please contact Sharanjit Paddam.