David P.M. Scollnik
Associate Professor

Actuarial Science at the University of Calgary
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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
Member,
Institute of Mathematical Statistics
Actuarial Science, Bayesian Inference ( 1, 2, 3 ), Markov Chain Monte Carlo and Related Techniques
Recent and / or Selected Publications :
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 135152.
Scollnik, D.P.M., (1997), Inference Concerning the Size of the Zero Class from an Incomplete Poisson Sample.
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 114165.
Scollnik, D.P.M., (1995), Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly LogConcave Densities, Transactions of the Society of Actuaries , XLVII, pages 4169.
Scollnik, D.P.M., (1995), Bayesian Analysis of Two Overdispersed Poisson Regression Models, Communications in Statistics: Theory and Method , 24 (11), pages 29012918.
Scollnik, D.P.M., (1995), Bayesian Analysis of Two Overdispersed Poisson Models, Biometrics , 51, pages 11171126.
Scollnik, D.P.M., (1995), Bayesian Analysis of an Intervened Poisson Model, Communications in Statistics: Theory and Method , 24 (3), pages 735754.
Scollnik, D.P.M., (1995), Bayesian Analysis of Generalized Poisson models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods, A.R.C.H. (Forum for the 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 323339.
Scollnik, D.P.M., (1993), A Bayesian Analysis of a Simultaneous Equations Model for Insurance RateMaking, Insurance: Mathematics and Economics , 12, pages 265286.
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email:
scollnik@acs.ucalgary.ca
Phone: (403) 220 7677 or (403) 220 5202