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Loss Reserving: An Actuarial Perspective
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Loss Reserving: An Actuarial Perspective (2000)Loss Reserving: An Actuarial PerspectiveOn 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 …Loss Reserving: Past, Present and Future (2015)Loss Reserving: Past, Present…Modeling Dependence between Loss Triangles (2012)Modeling Dependence between L…Efficiency, productivity, and scale economies in the U.S. property-liability insurance industry (2012)Efficiency, productivity, and…A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)A Bayesian Log-Normal Model f…Dependent Loss Reserving using Copulas (2011)Dependent Loss Reserving usin…The robustness of output measures in property-liability insurance efficiency studies (2009)The robustness of output meas…Efficiency of insurance firms with endogenous risk management and financial intermediation activities (2009)Efficiency of insurance firms…Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Prediction Error of the Multi…Individual Claim Loss Reserving Conditioned by Case Estimates (2008)Individual Claim Loss Reservi…Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Predictive Distributions of O…Forecasting Runoff Triangles (2006)Forecasting Runoff TrianglesClaims Reserving Using Tweedie's Compound Poisson Model (2003)Claims Reserving Using Tweedi…Bootstrap Methodology in Claim Reserving (2003)Bootstrap Methodology in Clai…Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving” (2002)Addendum to “Analytic and boo…Introduction to Dynamic Financial Analysis (2001)Introduction to Dynamic Finan…The Measurement of Productive Efficiency (1957)Efficiency of financial institutions: International survey and directions for future research (1997)Efficiency, Productivity and Returns to Scale Economies in the Non-Life Insurance Market in South Africa (2015)Competition and efficiency in the non-life insurance market in South Africa (2016)Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries (2016)Measuring hotel performance: Toward more rigorous evidence in both scope and methods (2018)CHAPMAN AND HALL (1985)Stochastic Claims Reserving in General Insurance (2002)Stochastic claims reserving methods in insurance (2008)Dependence modelling in multivariate claims run-off triangles (2012)MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (2015)A marked Cox model for the number of IBNR claims: Theory (2016)Measuring the efficiency of decision making units (1978)Strategic management a stakeholder approach (2010)Property–Liability Insurer Reserve Error: Motive, Manipulation, or Mistake (2011)Under pressure: how the business environment affects productivity and efficiency of European life insurance companies (2016)Modeling investments in the dynamic network performance of insurance companies (2018)Second moments of estimates of outstanding claims (1983)A Stochastic Model Underlying the Chain-Ladder Technique (1998)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Excess of loss reinsurance under joint survival optimality (2006)Double Chain Ladder (2012)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Chain ladder method: Bayesian bootstrap versus classical bootstrap (2010)A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)Managerial discretion and optimal financing policies (1990)Enterprise risk management and solvency: The case of the listed EU insurers (2019)The long-run environmental impacts of economic growth, financial development, and energy consumption: Evidence from emerging markets (2019)Modern Actuarial Risk Theory (2008)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Coherent Measures of Risk (1999)Global Asset Liability Management (2003)The cost of capital, corporation finance and the theory of investment (2008)The one-year non-life insurance risk (2009)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)Semiparametric model for prediction of individual claim loss reserving (2009)An Individual Claims History Simulation Machine (2018)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)An Introduction to Copulas (1999)Goodness-of-fit tests for copulas: A review and a power study (2007)
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  • 2009The robustness of output measures in property-liability insurance efficiency studies109 cited
  • 2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
  • 2012Efficiency, productivity, and scale economies in the U.S. property-liability insurance industry98 cited
  • 2001Introduction to Dynamic Financial Analysis98 cited
  • 2003Bootstrap Methodology in Claim Reserving79 cited
  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2012A Bayesian Log-Normal Model for Multivariate Loss Reserving69 cited
  • 2009Efficiency of insurance firms with endogenous risk management and financial intermediation activities68 cited
  • 2002Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”66 cited
  • 2008Individual Claim Loss Reserving Conditioned by Case Estimates58 cited
  • 2003Claims Reserving Using Tweedie's Compound Poisson Model56 cited
  • 2008Prediction Error of the Multivariate Chain Ladder Reserving Method51 cited
  • 2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins51 cited
  • 2006Forecasting Runoff Triangles46 cited

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  • 2012Modeling Dependence between Loss Triangles41 cited
  • 2015Loss Reserving: Past, Present and Future41 cited