← All authors David Pitt University of Melbourne (from arXiv:2601.05702, 2026) · ORCID · OpenAlex
11 papers in scope · 9 published · 2 on the econ.EM arXiv · 70 citations · h-index 5 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (2 of 11)
working paper 2026 · arXiv
working paper 2025 · arXiv
Permutation entropy and its variants for measuring temporal dependence
published 2022 · Australian & New Zealand Journal of Statistics · 14 citations
On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
published 2022 · North American Actuarial Journal · 3 citations
with Gaurav Khemka, Jinhui Zhang
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE
published 2022 · Astin Bulletin · 17 citations
with Pengcheng Zhang, Xueyuan Wu
A model sufficiency test using permutation entropy
published 2022 · Journal of Forecasting · 4 citations · first circulated 2021
Dispersion modelling of mortality for both sexes with Tweedie distributions
published 2021 · Scandinavian Actuarial Journal · 5 citations
SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES
published 2018 · Astin Bulletin · 11 citations
with Jackie Li, Tian Kang Lim
On the prediction of claim duration for income protection insurance policyholders
published 2013 · Annals of Actuarial Science · 8 citations
with Qing Liu, Xueyuan Wu
Model Selection and claim frequency for workers' compensation insurance
published 2010 · Astin Bulletin · 1 citations
with Jisheng Cui, Guoqi Qian
A Comparison of Corporate Bankruptcy Models in Australia: The Merton vs. Accounting-based Models
published 2009 · Asia-Pacific Journal of Risk and Insurance · 7 citations
with Suparatana Tanthanongsakkun, Sirimon Treepongkaruna
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