David Scollnik

David P.M. Scollnik

Positions

Professor

Faculty of Science , Department of Mathematics and Statistics

Contact information

Email

scollnik@ucalgary.ca

Phone number

Office: +1 (403) 220-7677

Location

Office: MS324

Background

Educational Background

PhD Statistics, University of Toronto, 1992

MSC Statistics, University of Toronto, 1988

BSc (Hons) Pure Mathematics and Actuarial Science, University of Western Ontario, 1987

Research

Areas of Research

Actuarial science, Bayesian statistics and computation, Markov chain Monte Carlo and related simulation methods, Mathematical finance

Courses

Course number Course title Semester
ACSC 513 Fundamentals of Actuarial Practice Fall
ACSC 325 Theory of Interest/Mathematics of Finance Winter
ACSC 327 Life Contingencies I Winter

More Information

Journal articles

  • Scollnik, David. "A Pareto Scale-Inflated Outlier Model and Its Bayesian Analysis". Scandinavian Actuarial Journal (to appear), Print.
  • Scollnik, David. "Regarding Folded Models and the Paper by Brazauskas and Kleefeld (2011)". Scandinavian Actuarial Journal 2014.3 (2014): 278-181. Print.
  • Scollnik, David. "Comments on two papers concerning estimation of the parameters of the Pareto distribution in the presence of outliers". Statistical Methodology 13. (2013): 1-11. Print.
  • Scollnik, David and Sun, Chenchen. "Modeling with Weibull-Pareto Models". North American Actuarial Journal 16.2 (2012): 260-272. Print.
  • Scollnik, David. "Bayesian Inference for a Class of Start-Up Demonstration Tests with Rejection of Units Upon the Observation of d Failures". Communications in Statistics 40.13 (2011): 2528-2538. Print.
  • Scollnik, David. "Bayesian Statistical Inference for Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures". Journal of Applied Statistics 37.7 (2010): 1113-1121. Print.
  • Scollnik, David. "On composite lognormal-Pareto models". Scandinavian Actuarial Journal 2007.1 (2007): 20-33. Print.
  • Scollnik, David. "A Damaged Generalised Poisson Model and Its Application to Reported and Unreported Accident Counts". ASTIN Bulletin 36.2 (2006): 463-487. Print.
  • Scollnik, David. "On The Intervened Generalized Poisson Distribution". Communica- tions in Statistics: Theory and Methods 35.6 (2006): 953-963. Print.
  • Scollnik, David. "Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS". ARCH 2004.2. (2004). Print.
  • Scollnik, David. "Modeling Size of Loss Distributions for Exact Data in WinBUGS". Journal of Actuarial Practice 10. (2002): 202-227. Print.
  • Scollnik, David and Wai Man Sara Lau. "A Note on the Parallelogram Method for Computing the On-level Premium". Journal of Actuarial Practice 10. (2002): 252-264. Print.
  • Scollnik, David. "Regression Models for Bivariate Loss Data". North American Actuarial Journal 6.4 (2002): 67-80. Print.
  • Scollnik, David. "Implementation of Four Models for Outstanding Liabilities in WinBUGS: A discussion of a paper by Ntzoufras and Dellaportas". North American Actuarial Journal 6(1). (2002): 128-136. Print.
  • Scollnik, David. "Actuarial Modeling with MCMC and BUGS". North American Actuarial Journal 5.2 Society of Actuaries, (2001): 96-125. Print.
  • Scollnik, David. "Inference Concerning the Size of the Zero Class from an Incomplete Poisson Sample". Communications in Statistics. Theory and Methods 26.1 (1997): 221-236. Print.
  • Scollnik, David. "An Introduction to Markov Chain Monte Carlo Methods and Their Actuarial Applications". Proceedings of the Casualty Actuarial Society LXXXIII. (1996): 114-165. Print.
  • Scollnik, David. "Simulating Random Variates from Makehams Distribution and from Others with Exact or Nearly Log-Concave Densities". Transactions of the Society of Actuaries, (1995): 41-69. Print.
  • Scollnik, David. "Bayesian Analysis of an Intervened Poisson Model". Communications in Statistics: Theory and Method 24.3 (1995). Print.
  • Scollnik, David. "Bayesian Analysis of Generalized Poisson models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods". ASTIN Bulletin, (1995). Print.
  • Scollnik, David. "Bayesian Analysis of Two Overdispersed Poisson Models". Biometrics 51. (1995): 1117-1126. Print.
  • Scollnik, David. "Bayesian Analysis of Two Overdispersed Poisson Regression Models". Communications in Statistics. Theory and Methods 24.11 (1995): 2901-2918. Print.
  • Scollnik, David and Guttman, I.. "An Index Sampling Algorithm for the Bayesian Analysis of a Class of Model Selection Problems". Communications in Statistics: Simulation and Computation 23.2 (1994). Print.
  • Scollnik, David. "A Bayesian Analysis of a Simultaneous Equations Model for Insurance Rate-making". Insurance: Mathematics \& Economics 12.3 (1993): 265-286. Print.

Other

  • Scollnik, David. Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS April 2004. 1-44.

Preprint

  • Scollnik, David. "Current List of Publications". , (2010). Print.