Glen Barnett
BEc (Macq., Actuarial Studies)
BA (Macq., Statistics(Hons), Computing, and Mathematics)
PhD (UNSW)
In 1998 Glen Barnett completed a PhD in statistics at the University of New South Wales, graduating in 1999. His work involves the use of Markov-Chain Monte Carlo methods for robustness and model identification in Bayesian time series models. He has several papers published in this area.
Published Papers (post 1988, not counting conference proceedings)
- Barnett G, Odell, D, and Zehnwirth B (2008) ,"Meaningful Intervals", Fall CAS E-Forum
- Barnett G, Zehnwirth, B, and Dubossarsky, E. (2005) "When can accident years be regarded as development years?", Proceedings of the Casualty Actuarial Society .
- Barnett G., and B. Zehnwirth (2000) "Best Estimates for Reserves", Proceedings of the Casualty Actuarial Society, LXXXVII, No. 166-167, pp. 245-303. (This is now on the CAS syllabus)
- Barnett, G., R. Kohn and S. Sheather (1997) "Robust Bayesian estimation of autoregressive moving-average models" Journal of Time Series, Vol 18 No. 1, 11-28
- Barnett, G., R. Kohn and S. Sheather (1996) "Bayesian estimation of an autoregressive model using Markov Chain Monte Carlo" Journal of Econometrics, 74, 237-254
- Barnett, G., R. Kohn, S. Sheather and J. Wong (1995) "Markov Chain Monte Carlo Estimation of Autoregressive Models with Application to Metal Pollutant Concentration in Sludge" Mathl. Comput. Modelling Vol 22 No. 10-12, pp 7-13.
- Barnett, G., S.Crowe, M.Hudson, P.Leung, K.Notodiputro, R.Proudfoot, and J.Sims (1989) "The use of small scale prototypes in image reconstruction from projections", Journal of Applied Statistics.
Recent conference papers and seminars (post 2003):
- Barnett G, Zehnwirth, B, and Dubossarsky, E. (2005) "When can accident years be regarded as development years?", CAS Annual Meeting, Baltimore (November, 2005)
- Barnett, G (2005) "Multiple Sources of Reserve Uncertainty – in Theory and Practice", Actuarial Studies Research Seminar Series, Macquarie University (October, 2005)
- Barnett, G (2005) "Best Practice in Reserving", XVth General Insurance Seminar, IAAust, Port Douglas, (October, 2005).
- Barnett, G., and Zehnwirth, B (2005) "Reinsurance of Long Tail Liabilities", New Developments in the Quantitative Modelling of Insurance and Financial Risk, Sydney, August 2005.
- Barnett, G (2004) "Generating from bivariate copulas", Actuarial Studies Research Seminar Series, Macquarie University
- Barnett, G, and Zehnwirth, B. (2003) "Is your next reserve increase going to be your last?",Casualty Loss Reserve Seminar, Chicago, 2003
- Barnett, G (2003) "Claims reserving – should ratios be used?", Actuarial Studies Research Seminar Series, Macquarie University
Teaching and related academic work
- Prior to 2002, Glen has been a lecturer in Statistics at Macquarie University and at UNSW, and also taught statistics at the Australian Graduate School of Management.
- Since 2002 Glen has been a casual lecturer in Acturial Studies at Macquarie University.
- 2003-2006 Co-Supervisor for a PhD student in Actuarial Studies at Macquarie, Dumaria Tampubolon (Duma has now submitted)
- 2005-2006 Guest lecturer to Masters Actuarial students at UNSW
- 2003-2009 Visiting Associate, Actuarial Studies Department at Macquarie University.
- 2012-2013 Honorary Fellow in the Department of Applied Finance and Actuarial Studies.