23 results
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting
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- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
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- 25 March 2024, pp. 310-326
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- May 2024
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CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
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- 28 March 2017, pp. 3-24
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- January 2018
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CHAIN LADDER AND ERROR PROPAGATION
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- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 2 / May 2016
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- 19 April 2016, pp. 293-330
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- May 2016
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A QUANTITATIVE STUDY OF CHAIN LADDER BASED PRICING APPROACHES FOR LONG-TAIL QUOTA SHARES
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- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
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- 24 March 2015, pp. 267-307
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- May 2015
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BAYESIAN CHAIN LADDER MODELS
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- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 1 / January 2015
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- 17 October 2014, pp. 75-99
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- January 2015
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A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
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- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 1 / January 2014
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- 13 November 2013, pp. 127-172
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- January 2014
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Triangle-free reserving: A non-traditional framework for estimating reserves and reserve uncertainty
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- British Actuarial Journal / Volume 19 / Issue 1 / March 2014
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- 13 May 2013, pp. 168-218
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Double Chain Ladder
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- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 1 / May 2012
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- 09 August 2013, pp. 59-76
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- May 2012
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Predictive Distributions of Outstanding Liabilities in General Insurance
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- Annals of Actuarial Science / Volume 1 / Issue 2 / September 2006
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- 10 May 2011, pp. 221-270
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Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles
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- Annals of Actuarial Science / Volume 2 / Issue 1 / March 2007
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- 10 May 2011, pp. 25-50
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Maximum Likelihood and Estimation Efficiency of the Chain Ladder
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 131-155
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- May 2011
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Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
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- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 1 / May 2009
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- 09 August 2013, pp. 35-60
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- May 2009
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Credibility for the Chain Ladder Reserving Method
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- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 2 / November 2008
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- 17 April 2015, pp. 565-600
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- November 2008
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An Individual Claims Reserving Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 37 / Issue 1 / May 2007
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- 17 April 2015, pp. 113-132
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- May 2007
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The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
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- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 2 / November 2004
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- 17 April 2015, pp. 399-423
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- November 2004
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Chain Ladder Bias
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- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 2 / November 2003
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- 17 April 2015, pp. 313-330
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- November 2003
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On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study
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- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 1 / May 2002
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- 29 August 2014, pp. 107-128
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- May 2002
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Credible Claims Reserves: the Benktander Method
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- ASTIN Bulletin: The Journal of the IAA / Volume 30 / Issue 2 / November 2000
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- 29 August 2014, pp. 333-347
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- November 2000
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The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
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- ASTIN Bulletin: The Journal of the IAA / Volume 29 / Issue 2 / November 1999
- Published online by Cambridge University Press:
- 29 August 2014, pp. 361-366
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- November 1999
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Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates
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- ASTIN Bulletin: The Journal of the IAA / Volume 23 / Issue 2 / November 1993
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- 29 August 2014, pp. 213-225
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- November 1993
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