David Scollnik

Professor

Department of Mathematics and Statistics

PhD

University of Toronto, 1992

MSc

University of Toronto, 1988

BSc (Hons)

University of Western Ontario, 1987

Contact information

Phone

Office: 403.220.7677

Web presence

Website

Location

Office : MS324

Courses

  • ACSC 325 - Theory of Interest/Mathematics of Finance
  • ACSC 513 - Fundamentals of Actuarial Practice

Research and teaching

Research areas

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

Publications

Journal article

  • 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.