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Verrall, R. J.

An investigation into stochastic claims reserving models and the chain-ladder technique. (English) Zbl 1072.62654

Insur. Math. Econ. 26, No. 1, 91-99 (2000).

Cited in 31 Documents

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
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References:

[1] England, P. D.; Verrall, R. J., Analytic and bootstrap estimates of prediction error in claims reserving, Insurance: Mathematics and Economics, 26, 281-293 (1999) · Zbl 0944.62093
[2] Mack, T., Distribution-free calculation of the standard error of chain ladder reserve estimates, ASTIN Bulletin, 23, 213-225 (1993)
[3] Renshaw, A. E.; Verrall, R. J., A stochastic model underlying the chain-ladder technique, British Actuarial Journal, 14, 903-923 (1998)
[4] Taylor, G. C., Separation of inflation and other effects from the distribution of non-life insurance claim delays, ASTIN Bulletin, 9, 217-230 (1977)
[5] Verbeek, H. G., An approach to the analysis of claims experience in motor liability excess-of-loss reinsurance, ASTIN Bulletin, 6, 195-203 (1972)
[6] Verrall, R. J., Chain ladder and maximum likelihood, Journal of the Institute of Actuaries, 118, 489-499 (1991)
[7] Verrall, R.J., 1996. Claims Reserving. Notes for a Short Course presented at City University.; Verrall, R.J., 1996. Claims Reserving. Notes for a Short Course presented at City University.
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