Dr. Ben Zehnwirth
He is author of more than 30 research papers in Statistics, Econometrics and Actuarial Science published in international scientific journals including a paper that generalises the classical Kalman filter algorithm (Journal of the American Statistical Association (1986)). He is also co-author of Introductory Statistics with Applications in General Insurance, which was awarded the Clarence A. Kulp prize by the American Risk and Insurance Association (1985).
Ben Zehnwirth serves as editor and/or referee for more than fifteen Scientific Journals and has been invited guest speaker at a number of international scientific meetings, including the First Space Information Systems conference held in Stockholm (1984), the Premium Principles conference held at Catholique Universite de Louvain (1983), and eight Casualty Loss Reserving Seminars sponsored by the Casualty Actuarial Society and American Academy of Actuaries (1985-96).
He has consulted widely to a broad spectrum of commercial organisations, including the Insurance, Energy and Telecommunication industries. Moreover, he has widespread experience in the development of software packages including two complex software programs for the Electricity Commission of NSW (the country's largest Electric Utility). In the field of Insurance he has consulted on a wide variety of matters ranging from loss reserving to premium rating of international risk for a North American reinsurer as well as advising on mergers and acquisitions.
- Introductory Statistics with applications in General Insurance. Published by Cambridge University Press. 275 pages (1983) (with Hossack, I.B. and Pollard, J.H.)
- Awarded the Clarence A. Kulp Award by the American Risk and Insurance Association, Inc. (1985).
- The book is cited in Encyclopaedia Britannica under Statistics and is a set prescribed text book by the Institute of Actuaries (London) and the Casualty Actuarial Society (U.S.A.)
- Minimax interval estimators of location parameters. Ann. Statist. Vol. 3, No. 2, 451-56. (1975)
- The credibility mean is a proper Bayes rule. Scand. Actuarial J., 212-16. (1977)
- The credible distribution function is an admissible Bayes rule. Scand. Actuarial J., 121-27. (1978)
- Credibility and the Dirichlet process. Scand. Actuarial J., 13-23. (1979)
- A hierarchical model for the estimation of claim rates in a motor car insurance portfolio. Scand. Actuarial J., 75-82 (1979)
- Applications of credibility theory to the estimation of claim rates and claim size distributions. Proceedings of the 1980 International Actuarial Congress, Zurich. Vol. 1, 473-78
- A note on the asymptotic optimality of the empirical Bayes distribution function. Ann. Statist. Vol. 9, No. 1, 221-24 (1981)
- The Esscher premium principle: a criticism. ASTIN Bulletin, Vol. 12, 77-78 (1981)
- Improving estimators of insect densities at receival of grain into Bulk Handling Authority storages. Proceedings of the 1st Australian Stored Grain Pest Control Conference, Latrobe Uni. pp. 1,17-1,21(1981) (with Salbe, I. and Johnston, J.)
- The jackknife and the variance part of the credibility premium. Scand. Actuarial J., Vol. 4, 245-50 (1981)
- Comments on Taylor's see-saw approach to claims reserving. Insurance: Mathematics and Economics, Vol. 1, No. 2,99-103 (1982)
- Conditional linear Bayes rules for hierarchical models. Scand. Actuarial J., 143-154 (1982)
- Claims reserving, state-space models and the Kalman filter. Journal of the Institute of Actuaries, Vol. 110, Part 1, No. 444, 157-181 (with de Jong, P.)(1983)
- Hachemeister's Bayesian regression model revisited. Journal of Econometrics 23, 119-129 (1983)
- Credibility theory: a concise partial survey. Austral. J. Statist., 25, 402-411 (1983)
- Credibility theory and the Kalman filter. Insurance: Mathematics and Economics 2, 281-286 (1983) (with P. de Jong)
- A note on the estimation of mean insect intensity in grain bulk. Biometrics 40, 1137-1143 (1985) (with Salbe, I. and Oakenfull, E.)
- Credibility in Worker's Compensation Insurance. General Insurance Bulletin, 35, 16-19, (1983).
- Estimation of the mean and standard deviation of a long tail distribution. General Insurance Bulletin, 37, 17-20, (1984).
- Credibility theory: estimation of structural parameters. Invited paper given at the NATO Advanced Study Institute, Belgium, 1983. In F. De Vylder et al., Premium Calculations 347-362, D. Reidel Publishing Co.
- A linear filtering theory approach to recursive credibility estimation. ASTIN (Journal of the International Actuarial Association), Vol 15, 19-36, (1985).
- Nonparametric linear Bayesian estimation of survival curves with incomplete observations. Communications in Statistics, 14, 1769-1778 (1985).
- A generalisation of the Kalman filter for models with state dependent observation variance. Journal of the American Statistical Association, 83, 164-167, (1988).
- Leading Indicators of Australian Telecommunication Traffic (with D.L. Defris and A.P. Layton). Information Economics and Policy, 2; 105-117.
- A short note on the experience of adjustment factor for the calculation of 'category A' employer's initial experience-adjusted premium for 1985-86. General Insurance Bulletin, 39, 16-26 (1985).
- An International Comparison of Economic Leading Indicators of Telecommunication Traffic. International Journal of Forecasting, 2, 413-425, 1986 (with Layton & Defris).
- Haematopoiesis after allergic bone marrow transplantation in man. International Journal of Cell Cloning, 4, 203-220, 1986 (with K. Atkinson et. al)
- Chain Ladder Statistical Model, Claims Reserving Manual, Institute of Actuaries, London, Vol. II, Chapter 1. (1990)
- Age-to-age development factors versus stochastic models. Proceedings of the Casualty Loss Reserve Seminar, Atlanta, (1988).
- Stochastic development factor models. Proceedings of the Casualty Loss Reserve Seminar, Dallas, (1990)
- Predictive Aggregate Claims Distributions. With David Dickson and Leanna Tedesco. Journal of Risk and Insurance 65, 689-709 (1998)
- Investment Returns and Inflation Models: Some Australian Evidence. With Mike Sherris. British Actuarial Journal Vol.5, Part 1 (1999)
- Probabilistic Development Factor Models with Applications to Loss Reserve Variability, Prediction Intervals and Risk Based Capital. Casualty Actuarial Society Forum. Awarded equal second prize in 1993 "Loss Reserve Variability".
- Best Estimates For Reserves. Proceedings of the Casualty Actuarial Society, (2000). Volume LXXXVII, Page 245-321, Part 2.
Technical Reports and Conference Papers
- 'Invariant least favourable distributions'. Macquarie Report No. 74, (1975)
- 'W*-compactness of the class of sub-statistical decision rules with applications to the generalised Hunt-Stein theorem'. Macquarie Report No. 134, (1974)
- 'Sampling estimators for stored grain insects particularly in farmer deliveries to regional silos'. Research Workpaper No. 116, Division of Marketing and Economics, N.S.W. Dept. of Agriculture (1979) (with Salbe, I. and Johnston, J.)
- 'Sampling estimators for Stored Grain insects at receival to regional silos - some new results'. Research Workpaper No. 150, Division of Marketing and Economics, N.S.W. Dept. of Agriculture (1981) (with Salbe, I. and Johnston, J.) 'A short note on a fixed point approach to the generalised Hunt-Stein theorem'. Macquarie Report No. 134 (1977)
- 'A connection between Gauss-Markov theory and linear Bayesian theory with applications to the latter'. Macquarie University Report No. 244. (1982)
- 'The estimation of the number of excess claims in reinsurance treaties'. Macquarie University Report (1979)
- 'Forecasting in a high-tech environment'. Invited paper presented at the First International Conference on Space Information Systems, (with Defris, L.), Stockholm, 1984
- 'The Impact of Economic Cycles on Telecommunications Demand'. Presented at the Annual Pacific Telecommunications Conference, Honolulu, January 1985 (with Defris, L., and Layton, A.)
- 'Leading Indicators of Australian Telecommunication Traffic'. Presented at the 5th International Congress Pacific Science Association, Manila, February 1985 (with Defris, L. and Layton, A.)
- 'A planning strategy for Telecommunication Demand: An Application of an Index of Economic Leading Indicators'. Accepted to appear in Proceedings of the 5th International Symposium on Forecasting, Montreal, June 1985 (with Defris, L. and Layton, A.)
- 'Stochastic Regression models with applications to loss reserving'. Invited paper given at the Casualty Actuarial Society Diamond Jubilee Conference, New York, 1989.
- 'Ratemaking: From minimum variance bias to generalised linear regression models'. Casualty Actuarial Society Ratemaking Seminar, Dallas, March, 1992.
- These two technical reports are not published but are cited heavily in the 'survey' paper: Amenability: A Survey for Statistical Applications of Hunt Stein and Related Conditions on Groups, by James V. Bondar and Paul Milnes, in Z. fur Wahrscheinlichkeitstheorie 1981.