David Pitt

Macquarie University

Australia

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Articles (9)

Year:

2025

Year:

2023

Year:

2022

Year:

2022

Year:

2022

Year:

2022

Year:

2021

Year:

2021

Year:

2020

Collaborators (9)

Stefan Trueck

Macquarie University

AUSTRALIA

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Timothy Kyng

Associate Professor

Macquarie University

AUSTRALIA

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Jackie Li

MONASH UNIVERSITY

AUSTRALIA

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Chi Truong

Macquarie University

AUSTRALIA

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Sachi Purcal

Macquarie University

AUSTRALIA

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Chris Baumann

Macquarie University

AUSTRALIA

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Gaurav Khemka

Senior Lecturer

Australian National University

AUSTRALIA

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Jinhui Zhang

Macquarie University

AUSTRALIA

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Han Li

University of Melbourne

AUSTRALIA

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David Pitt

Research Interests

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Contact this professor

Articles (9)

Quantifying and hedging economic risk in disability income insurance portfolios

Time trends in losses from major tornadoes in the United States

Competitive Productivity (CP) as an emergent phenomenon

Dispersion modelling of mortality for both sexes with Tweedie distributions

Permutation entropy and its variants for measuring temporal dependence

A model sufficiency test using permutation entropy

Financial 'metrics for comparing Australian retirement villages

On the use of Archimedean copulas for insurance modelling

Modeling risks from natural hazards with generalized additive models for location, scale and shape

Collaborators (9)

Stefan Trueck

Timothy Kyng

Jackie Li

Chi Truong

Sachi Purcal

Chris Baumann

Gaurav Khemka

Jinhui Zhang

Han Li

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