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Stochastic claims reserving methods in insurance
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Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving methods in in…On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins (2018)On the Lifetime and One-Year …Individual loss reserving using paid–incurred data (2014)Individual loss reserving usi…Micro-level stochastic loss reserving for general insurance (2013)Micro-level stochastic loss r…INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)INDIVIDUAL LOSS RESERVING WIT…Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Predicting Multivariate Insur…Double Chain Ladder (2012)Double Chain LadderA Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)A Bayesian Log-Normal Model f…Financial Enterprise Risk Management (2011)Financial Enterprise Risk Man…Dependent Loss Reserving using Copulas (2011)Dependent Loss Reserving usin…Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prediction of RBNS and IBNR C…Paid–incurred chain claims reserving method (2010)Paid–incurred chain claims re…Semiparametric model for prediction of individual claim loss reserving (2009)Semiparametric model for pred…Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Model Uncertainty in Claims R…Implementing loss distribution approach for operational risk (2009)Implementing loss distributio…Modelling The Claims Development Result For Solvency Purposes (2008)Modelling The Claims Developm…Credibility for the Chain Ladder Reserving Method (2008)Credibility for the Chain Lad…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks (2013)On the use of Archimedean copulas for insurance modelling (2020)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect theory: An analysis of decision under risk (1988)Influence of Enterprise Risk Management Success Factors on Firm Financial and Non-Financial Performance: A Proposed Model (2016)Risk identification and assessment for engineering procurement construction management projects using fuzzy set theory (2016)Strategic risk, banks, and Basel III: estimating economic capital requirements (2018)CHAPMAN AND HALL (1985)Loss Reserving: An Actuarial Perspective (2000)Stochastic Claims Reserving in General Insurance (2002)Dependence modelling in multivariate claims run-off triangles (2012)A marked Cox model for the number of IBNR claims: Theory (2016)Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Stochastic Simulation (1987)Munich chain ladder (2004)A Stochastic Model Underlying the Chain-Ladder Technique (1998)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)An Individual Claims History Simulation Machine (2018)Neural networks applied to chain–ladder reserving (2018)A machine learning approach for individual claims reserving in insurance (2019)Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Modern Actuarial Risk Theory: Using R (2010)Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions (2017)Machine learning in individual claims reserving (2018)Goodness-of-fit tests for copulas: A review and a power study (2007)The one-year non-life insurance risk (2009)Market-Consistent Actuarial Valuation (2010)
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  • 2013Micro-level stochastic loss reserving for general insurance148 cited
  • 2009Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models77 cited
  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2008Modelling The Claims Development Result For Solvency Purposes70 cited
  • 2012A Bayesian Log-Normal Model for Multivariate Loss Reserving69 cited
  • 2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
  • 2010Paid–incurred chain claims reserving method60 cited
  • 2011Financial Enterprise Risk Management57 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2012Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework56 cited
  • 2012Double Chain Ladder55 cited
  • 2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins51 cited
  • 2014Individual loss reserving using paid–incurred data50 cited
  • 2008Credibility for the Chain Ladder Reserving Method49 cited
  • 2009Semiparametric model for prediction of individual claim loss reserving

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48 cited
  • 2009Implementing loss distribution approach for operational risk41 cited