Glen Barnett

Background:

I graduated with my PhD on the 23rd of April, 1999. My thesis title is "Bayesian Estimation of Time Series Models". I'm still at the AGSM doing some casual work.

I work not quite full-time for Insureware doing research and development.

Dr. 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.

At Insureware, he is currently researching algorithms for updating multiple triangle models.

Published Papers (post 1988, not counting conference proceedings)

• 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
• 2003-2006 Visiting Associate, Actuarial Studies Department at Macquarie University.

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