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Find an ExpertProfiling the University of Melbourne's Researchers

DR DAVID GORDON WILLIAM PITT



Contact Details

Organization: Economics
Position: SENIOR LECTURER IN ACTUARIAL STUDIES
Email:
Homepage: http://www.economics.unimelb.edu.au/staffprofile/dPitt.htm
Work: 8344 4728
Fax: 8344 6899
Room: 532
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Income Protection Insurance, Stochastic Modelling in Actuarial Science Disability, Stochastic Modelling Australia, United Kingdom

International Linkages

Country Establishment Collaboration
Singapore Nanyang Technological University Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Economics Macquarie University 23-Apr-1998
Bachelor of Science Macquarie University 23-Apr-1998
Fellow of the Institute of Actuaries of Australia Macquarie University 16-Feb-2000
Doctor of Philosophy The Australian National University 20-Apr-2005

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Grants

Title Role Funding Source Scheme Award Date
The pricing and risk management of reverse mortgages in the Australian market. Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2008

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2007

Journal Articles

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


    Year: 2007
    Journal: Annals of Actuarial Science
    Volume: 2
    Issue: 1
    Page numbers: 1-24
    Author(s):
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Reports

  • A Comparison of Corporate Bankruptcy Models in Australia: the Merton vs Accounting-based Models
    Year: 2007
    Report No:: 165
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2006

Journal Articles

  • Regression quantile analysis of claim termination rates for income protection insurance
    Year: 2006
    Journal: Annals of Actuarial Science
    Volume: 1
    Issue: 2
    Page numbers: 345-357
    Author(s):
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Reports

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

    Year: 2006
    Report No:: 132
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • Regression quantile analysis of claim termination rates for income protection insurance
    Year: 2006
    Report No:: 135
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2005

Journal Articles

  • The Monty Hall three doors problem

    Year: 2005
    Journal: Teaching Statistics
    Volume: 27
    Issue: 1
    Page numbers: 11-15
    Author(s):
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Publications in 2004

Journal Articles

  • Impact of Genetic Testing on Life Insurance

    Year: 2004
    Journal: Agenda
    Volume: 10
    Issue: 1
    Page numbers: 61-72
    Author(s):
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Publications in 2002

Journal Articles

  • Disability Claims – does anyone recover?

    Year: 2002
    Journal: Australian Actuarial Journal
    Volume: 8
    Issue: 4
    Page numbers: 615-659
    Author(s):
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