David P.M. Scollnik Full Professor Department of Mathematics and Statistics University of Calgary 2500 University Drive, N.W. Calgary ( 1, 2 ), Alberta ( 1, 2 ) Canada ( 1, 2, 3 ), T2N 1N4 Another Picture or Some Descriptive Text

Related Links :

Actuarial Science at the University of Calgary

Balducci's Actuarial Home Page
- Balducci's Actuarial Preprint Service
- Balducci's Actuarial, Risk, and Insurance Page Links
- - Actuarial Programs in Academia
- - Actuaries on the Web
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Famous statisticians ?
Hear me speak !
How my students feel after ( or during ) one of my lectures ?
Some of My Favourite Quotations
Some recent courses I have taught

The Gauntlet and The Gazette

Educational Background :

Ph.D., University of Toronto, Toronto
- Department of Statistics
- My Doctoral Thesis
M.Sc., University of Toronto, Toronto
- Department of Statistics
Joint Honours B.Sc., University of Western Ontario, London
- Departments of Mathematics and Statistical and Actuarial Sciences
My Old High Scool, Martingrove Collegiate Institute, Etobicoke

Professional Designations and Affiliations :

Associate of the Society of Actuaries, 1988

Academic Correspondent, Casualty Actuarial Society
Member, American Risk and Insurance Association
Member, Statistical Society of Canada
Member, American Statistical Association

Current Research Interests :

Actuarial Science, Bayesian Inference ( 1, 2, 3 ), Markov Chain Monte Carlo and Related Techniques

Recent and / or Selected Publications :

Scollnik, D.P.M. (2006). A Damaged Gemeralised Poisson Model and Its Application to Reported and Unreported Accident Counts. ASTIN Bulletin , ??, pages ??-??.

Scollnik, D.P.M. (2006). On The Intervened Generalized Poisson Distribution. Communications in Statistics: Theory and Methods, 35(6), pages 953-963.

Scollnik, D.P.M. (2004). Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS . ARCH, 2004.2.

Scollnik, D.P.M. (2002). Regression Models for Bivariate Loss Data. North American Actuarial Journal, Volume 6, Number 4, pages 67-80.

Scollnik, D.P.M. (2002). Modeling Size of Loss Distributions for Exact Data in WinBUGS. Journal of Actuarial Practice , Volume 10, pages 202-227.

Scollnik, D.P.M., and Lau, W.M.S. (2002). A Note on the Parallelogram Method for Computing the On-Level Premium. Journal of Actuarial Practice, Volume 10, pages 252-264.

Scollnik, D.P.M. (2002). Implementation of Four Models for Outstanding Liabilities in WinBUGS : A Discussion of a Paper by Ntzoufras and Dellaportas. North American Actuarial Journal, Volume 6, Number 1, pages 128-136.

Scollnik, D.P.M. (2001). Discussion of ``Principal Applications of Bayesian Methods in Actuarial Science: A Perspective,'' by Udi Makov. North American Actuarial Journal, Volume 5, Number 4, page 72.

Scollnik, D.P.M. (2001). Actuarial Modeling with MCMC and BUGS. North American Actuarial Journal, Volume 5, Number 2, pages 96-124.

Scollnik, D.P.M. (2000). Actuarial Modeling with MCMC and BUGS: Additional Worked Examples. Actuarial Research Clearing House , 2000.2, pages 433-585.

Scollnik, D.P.M. (2000). Actuarial Modeling with MCMC and BUGS. Actuarial Research Clearing House (34th Actuarial Research Conference Proceedings) , 2000.1, pages 427-494.

Scollnik, D.P.M. (1998). On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method. ASTIN Bulletin , Volume 28, No.1, pages 135-152.

Scollnik, D.P.M. (1997). Inference Concerning the Size of the Zero Class from an Incomplete Poisson Sample. Communications in Statistics: Theory and Methods , 26, pages 221-236.

Scollnik, D.P.M. (1996). An Introduction to Markov Chain Monte Carlo Methods and Their Actuarial Applications. Proceedings of the Casualty Actuarial Society , LXXXIII, pages 114-165.

Scollnik, D.P.M. (1995). Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities. Transactions of the Society of Actuaries , XLVII, pages 41-69.

Scollnik, D.P.M. (1995). Bayesian Analysis of Two Overdispersed Poisson Regression Models. Communications in Statistics: Theory and Methods , 24 (11), pages 2901-2918.

Scollnik, D.P.M. (1995). Bayesian Analysis of Two Overdispersed Poisson Models. Biometrics , 51, pages 1117-1126.

Scollnik, D.P.M. (1995). Bayesian Analysis of an Intervened Poisson Model. Communications in Statistics: Theory and Methods , 24 (3), pages 735-754.

Scollnik, D.P.M. (1995). Bayesian Analysis of Generalized Poisson models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods, Actuarial Research Clearing House (29th Actuarial Research Conference Proceedings) , 1995.1.

Guttman, I., and D.P.M. Scollnik. (1994). An Index Sampling Algorithm for the Bayesian Analysis of a Class of Model Selection Problems. Communications in Statistics: Simulation and Computation , 23 (2), pages 323-339.

Scollnik, D.P.M. (1993). A Bayesian Analysis of a Simultaneous Equations Model for Insurance Rate-Making. Insurance: Mathematics and Economics , 12, pages 265-286.

Favourite Breweries :

Big Rock Beer, Guinness Irish Stout

Great Music :

Elvis Costello, Talking Heads, The Specials, No Doubt.

Man's Best Friend

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Email: "scollnik" AT "ucalgary.ca"
Phone: (403) 220 7677 or (403) 220 5203