Richard Verrall
Richard Verrall
City, University of London
Verified email at city.ac.uk
TitleCited byYear
Stochastic claims reserving in general insurance
PD England, RJ Verrall
British Actuarial Journal 8 (3), 443-518, 2002
5752002
Analytic and bootstrap estimates of prediction errors in claims reserving
P England, R Verrall
Insurance: mathematics and economics 25 (3), 281-293, 1999
2771999
A stochastic model underlying the chain-ladder technique
AE Renshaw, RJ Verrall
British Actuarial Journal 4 (4), 903-923, 1998
2711998
Predictive distributions of outstanding liabilities in general insurance
PD England, RJ Verrall
Annals of Actuarial Science 1 (2), 221-270, 2006
1562006
An investigation into stochastic claims reserving models and the chain-ladder technique
RJ Verrall
Insurance: mathematics and economics 26 (1), 91-99, 2000
1242000
Modeling operational risk with Bayesian networks
RG Cowell, RJ Verrall, YK Yoon
Journal of Risk and Insurance 74 (4), 795-827, 2007
1202007
Credibility theory and generalized linear models
JA Nelder, RJ Verrall
ASTIN Bulletin: The Journal of the IAA 27 (1), 71-82, 1997
1041997
On the estimation of reserves from loglinear models
RJ Verrall
Insurance: mathematics and economics 10 (1), 75-80, 1991
1021991
A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving
RJ Verrall
North American Actuarial Journal 8 (3), 67-89, 2004
992004
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
962000
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
A state space representation of the chain ladder linear model
RJ Verrall
Journal of the Institute of Actuaries 116 (3), 589-609, 1989
861989
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
692012
A flexible framework for stochastic claims reserving
PD England, RJ Verrall
Proceedings of the Casualty Actuarial Society 88 (1), 1-38, 2001
682001
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
R Verrall, JP Nielsen, AH Jessen
ASTIN Bulletin: The Journal of the IAA 40 (2), 871-887, 2010
482010
Moving weighted average graduation using kernel estimation
J Gavin, S Haberman, R Verrall
Insurance: Mathematics and Economics 12 (2), 113-126, 1993
481993
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
452011
Claims reserving and generalised additive models
R Verrall
Insurance: Mathematics and Economics 19 (1), 31-43, 1996
441996
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
422012
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Articles 1–20