References

• 1994Modelling of extremal events in insurance and finance3,574 cited
• 1998Forecasting the U.S. Unemployment Rate294 cited
• 1999Dynamic Asymmetries in U.S. Unemployment185 cited
• 2000Loss Reserving: An Actuarial Perspective161 cited
• 1991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves103 cited
• 2003Forecasting the US unemployment rate102 cited
• 2000An investigation into stochastic claims reserving models and the chain-ladder technique102 cited
• 1990Applications of the GB2 family of distributions in modeling insurance loss processes101 cited
• 1999On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model98 cited
• 1983Claims reserving, state-space models and the Kalman filter88 cited
• 2002Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty79 cited
• 1989A state space representation of the chain ladder linear model65 cited
• 2002Bayesian Estimation of Outstanding Claim Reserves64 cited
• 1999The financing of catastrophe risk60 cited
• 2011A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments50 cited