Richard Verrall
Richard Verrall
City, University of London
Verified email at city.ac.uk
Title
Cited by
Cited by
Year
Stochastic claims reserving in general insurance
PD England, RJ Verrall
British Actuarial Journal, 443-544, 2002
6102002
A stochastic model underlying the chain-ladder technique
AE Renshaw, RJ Verrall
British Actuarial Journal, 903-923, 1998
2961998
Analytic and bootstrap estimates of prediction errors in claims reserving
P England, R Verrall
Insurance: mathematics and economics 25 (3), 281-293, 1999
2901999
Predictive distributions of outstanding liabilities in general insurance
PD England, RJ Verrall
Annals of Actuarial Science 1 (2), 221, 2006
1662006
An investigation into stochastic claims reserving models and the chain-ladder technique
RJ Verrall
Insurance: mathematics and economics 26 (1), 91-99, 2000
1342000
Modeling operational risk with Bayesian networks
RG Cowell, RJ Verrall, YK Yoon
Journal of Risk and Insurance 74 (4), 795-827, 2007
1232007
Credibility theory and generalized linear models
JA Nelder, RJ Verrall
ASTIN Bulletin: The Journal of the IAA 27 (1), 71-82, 1997
1071997
A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving
RJ Verrall
North American Actuarial Journal 8 (3), 67-89, 2004
1052004
On the estimation of reserves from loglinear models
RJ Verrall
Insurance: mathematics and economics 10 (1), 75-80, 1991
1021991
An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data
TZ Sithole, S Haberman, RJ Verrall
Insurance: Mathematics and Economics 27 (3), 285-312, 2000
992000
A state space representation of the chain ladder linear model
RJ Verrall
Journal of the Institute of Actuaries (1886-1994) 116 (3), 589-609, 1989
901989
Bayes and empirical Bayes estimation for the chain ladder model
RJ Verrall
ASTIN Bulletin: The Journal of the IAA 20 (2), 217-243, 1990
871990
Double chain ladder
MD Martínez-Miranda, JP Nielsen, RJ Verrall
Astin Bulletin 42 (1), 59-76, 2012
792012
A flexible framework for stochastic claims reserving
PD England, RJ Verrall
Proceedings of the Casualty Actuarial Society 88 (1), 1-38, 2001
722001
Chain ladder and maximum likelihood
RJ Verrall
Journal of the Institute of Actuaries 118 (3), 489-499, 1991
661991
Prediction of RBNS and IBNR claims using claim amounts and claim counts
RJ Verrall, JP Nielsen, AH Jessen
Astin Bulletin 40 (2), 871-887, 2010
542010
Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers
MD Martinez-Miranda, B Nielsen, JP Nielsen, RJ Verrall
Astin Bulletin 41 (1), 107-129, 2011
502011
Moving weighted average graduation using kernel estimation
J Gavin, S Haberman, R Verrall
Insurance: Mathematics and Economics 12 (2), 113-126, 1993
481993
Claims reserving and generalised additive models
R Verrall
Insurance: Mathematics and Economics 19 (1), 31-43, 1996
461996
Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method
PD England, RJ Verrall, MV Wüthrich
Annals of Actuarial Science 6 (2), 258-283, 2012
442012
The system can't perform the operation now. Try again later.
Articles 1–20