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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 8 (3), 443-518, 2002
7132002
Analytic and bootstrap estimates of prediction errors in claims reserving
P England, R Verrall
Insurance: mathematics and economics 25 (3), 281-293, 1999
3411999
A stochastic model underlying the chain-ladder technique
AE Renshaw, RJ Verrall
British Actuarial Journal 4 (4), 903-923, 1998
3341998
Predictive distributions of outstanding liabilities in general insurance
PD England, RJ Verrall
Annals of Actuarial Science 1 (2), 221-270, 2006
1842006
Modeling operational risk with Bayesian networks
RG Cowell, RJ Verrall, YK Yoon
Journal of Risk and Insurance 74 (4), 795-827, 2007
1682007
An investigation into stochastic claims reserving models and the chain-ladder technique
RJ Verrall
Insurance: mathematics and economics 26 (1), 91-99, 2000
1522000
A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving
RJ Verrall
North American Actuarial Journal 8 (3), 67-89, 2004
1202004
Credibility theory and generalized linear models
JA Nelder, RJ Verrall
ASTIN Bulletin: The Journal of the IAA 27 (1), 71-82, 1997
1181997
On the estimation of reserves from loglinear models
RJ Verrall
Insurance: mathematics and economics 10 (1), 75-80, 1991
1141991
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
1112000
A state space representation of the chain ladder linear model
RJ Verrall
Journal of the Institute of Actuaries 116 (3), 589-609, 1989
1041989
Bayes and empirical Bayes estimation for the chain ladder model
RJ Verrall
ASTIN Bulletin: The Journal of the IAA 20 (2), 217-243, 1990
1021990
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
1002012
A flexible framework for stochastic claims reserving
PD England, RJ Verrall
Proceedings of the Casualty Actuarial Society 88 (1), 1-38, 2001
812001
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
762010
Chain ladder and maximum likelihood
RJ Verrall
Journal of the Institute of Actuaries 118 (3), 489-499, 1991
761991
Moving weighted average graduation using kernel estimation
J Gavin, S Haberman, R Verrall
Insurance: Mathematics and Economics 12 (2), 113-126, 1993
581993
Claims reserving and generalised additive models
R Verrall
Insurance: Mathematics and Economics 19 (1), 31-43, 1996
561996
Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method
PD England, RJ Verrall, MV WŁthrich
Annals of Actuarial Science 6 (2), 258-283, 2012
522012
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
512011
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