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A Robustification of the Chain-Ladder Method
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A Robustification of the Chain-Ladder Method (2009)A Robustification of the Chain-Ladder Met…Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalModern Actuarial Risk Theory (2008)Modern Actuarial Risk TheoryThe Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment (2006)The Mean Square Error of Pred…Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Predictive Distributions of O…Bootstrap Methodology in Claim Reserving (2003)Bootstrap Methodology in Clai…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Modern Actuarial Risk Theory (2002)Modern Actuarial Risk TheoryAddendum to “Analytic and bootstrap estimates of prediction errors in claims reserving” (2002)Addendum to “Analytic and boo…An investigation into stochastic claims reserving models and the chain-ladder technique (2000)An investigation into stochas…A comparison of stochastic models that reproduce chain ladder reserve estimates (2000)A comparison of stochastic mo…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Analytic and bootstrap estima…A Stochastic Model Underlying the Chain-Ladder Technique (1998)A Stochastic Model Underlying…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…On the estimation of reserves from loglinear models (1991)On the estimation of reserves…Second moments of estimates of outstanding claims (1983)Second moments of estimates o…A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (2016)A MARKED COX MODEL FOR THE NU…Prediction and Improved Estimation in Linear Models (1979)Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty (2002)Self-Annuitization and Ruin in Retirement (2000)Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004)The Private Market for Long‐Term Care Insurance in the United States: A Review of the Evidence (2009)Non-Life Insurance Pricing with Generalized Linear Models (2010)The concept of comonotonicity in actuarial science and finance: applications (2002)Using copulae to bound the Value-at-Risk for functions of dependent risks (2003)Risk measures and comonotonicity (2006)A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)Double Chain Ladder (2012)Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007)Optimal reinsurance under VaR and CTE risk measures (2008)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)
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References

  • 2008Modern Actuarial Risk Theory661 cited
  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2002Modern Actuarial Risk Theory282 cited
  • 2008Scandinavian Actuarial Journal261 cited
  • 1999Analytic and bootstrap estimates of prediction errors in claims reserving207 cited
  • 1998A Stochastic Model Underlying the Chain-Ladder Technique177 cited
  • 1983Second moments of estimates of outstanding claims128 cited
  • 2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
  • 2000An investigation into stochastic claims reserving models and the chain-ladder technique102 cited
  • 2003Bootstrap Methodology in Claim Reserving79 cited
  • 2002Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”66 cited
  • 1991On the estimation of reserves from loglinear models61 cited
  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment48 cited
  • 2000A comparison of stochastic models that reproduce chain ladder reserve estimates46 cited

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  • 2016A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION32 cited