| Stochastic claims reserving in general insurance PD England, RJ Verrall British Actuarial Journal 8 (3), 443-518, 2002 | 713 | 2002 |
| Analytic and bootstrap estimates of prediction errors in claims reserving P England, R Verrall Insurance: mathematics and economics 25 (3), 281-293, 1999 | 341 | 1999 |
| A stochastic model underlying the chain-ladder technique AE Renshaw, RJ Verrall British Actuarial Journal 4 (4), 903-923, 1998 | 334 | 1998 |
| Predictive distributions of outstanding liabilities in general insurance PD England, RJ Verrall Annals of Actuarial Science 1 (2), 221-270, 2006 | 184 | 2006 |
| Modeling operational risk with Bayesian networks RG Cowell, RJ Verrall, YK Yoon Journal of Risk and Insurance 74 (4), 795-827, 2007 | 168 | 2007 |
| An investigation into stochastic claims reserving models and the chain-ladder technique RJ Verrall Insurance: mathematics and economics 26 (1), 91-99, 2000 | 152 | 2000 |
| A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving RJ Verrall North American Actuarial Journal 8 (3), 67-89, 2004 | 120 | 2004 |
| Credibility theory and generalized linear models JA Nelder, RJ Verrall ASTIN Bulletin: The Journal of the IAA 27 (1), 71-82, 1997 | 118 | 1997 |
| On the estimation of reserves from loglinear models RJ Verrall Insurance: mathematics and economics 10 (1), 75-80, 1991 | 114 | 1991 |
| 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 | 111 | 2000 |
| A state space representation of the chain ladder linear model RJ Verrall Journal of the Institute of Actuaries 116 (3), 589-609, 1989 | 104 | 1989 |
| Bayes and empirical Bayes estimation for the chain ladder model RJ Verrall ASTIN Bulletin: The Journal of the IAA 20 (2), 217-243, 1990 | 102 | 1990 |
| Double chain ladder MDM Miranda, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012 | 100 | 2012 |
| A flexible framework for stochastic claims reserving PD England, RJ Verrall Proceedings of the Casualty Actuarial Society 88 (1), 1-38, 2001 | 81 | 2001 |
| Prediction of RBNS and IBNR claims using claim amounts and claim counts R Verrall, JP Nielsen, AH Jessen ASTIN Bulletin: The Journal of the IAA 40 (2), 871-887, 2010 | 76 | 2010 |
| Chain ladder and maximum likelihood RJ Verrall Journal of the Institute of Actuaries 118 (3), 489-499, 1991 | 76 | 1991 |
| Moving weighted average graduation using kernel estimation J Gavin, S Haberman, R Verrall Insurance: Mathematics and Economics 12 (2), 113-126, 1993 | 58 | 1993 |
| Claims reserving and generalised additive models R Verrall Insurance: Mathematics and Economics 19 (1), 31-43, 1996 | 56 | 1996 |
| 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 | 52 | 2012 |
| Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers MDM Miranda, B Nielsen, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 41 (1), 107-129, 2011 | 51 | 2011 |
