Richard Verrall

Available identifiers

zbMath Open verrall.richard-jMaRDI QIDQ190766

List of research outcomes

Publication	Date of Publication	Type
Geometrically designed variable knot splines in generalized (non-)linear models	2022-09-21	Paper
Univariate and multivariate claims reserving with generalized link ratios	2021-03-17	Paper
Regression based reserving models and partial information	2020-11-19	Paper
The collective reserving model	2019-06-17	Paper
Double Chain Ladder and Bornhuetter-Ferguson	2019-05-15	Paper
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins	2019-03-28	Paper
Double chain ladder, claims development inflation and zero-claims	2018-07-11	Paper
Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data	2018-06-15	Paper
Geometrically designed, variable knot regression splines	2016-09-29	Paper
Parameter reduction in log-normal chain-ladder models	2016-01-15	Paper
Geometrically designed, variable knot regression splines	2015-09-14	Paper
Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving	2014-07-19	Paper
Double chain ladder	2013-12-12	Paper
Modelling claims run-off with reversible jump Markov chain Monte Carlo methods	2013-12-12	Paper
Entropy, longevity and the cost of annuities	2011-08-01	Paper
A generalized linear model with smoothing effects for claims reserving	2011-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q3071121	2011-02-01	Paper
Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims	2011-01-20	Paper
A bootstrap estimate of the predictive distribution of outstanding claims for the Schnieper model	2009-12-22	Paper
Measuring the effect of mortality improvements on the cost of annuities	2006-10-31	Paper
Incorporating expert opinion into a stochastic model for the chain-ladder technique	2006-01-10	Paper
A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving	2006-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q4817764	2004-09-21	Paper
Analytic and bootstrap estimates of prediction errors in claims reserving	2000-09-26	Paper
An investigation into stochastic claims reserving models and the chain-ladder technique.	2000-07-25	Paper
An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data	2000-01-01	Paper
Claims reserving and generalised additive models	1998-03-17	Paper
A state space formulation of Whittaker graduation, with extensions	1994-03-27	Paper
Moving weighted average graduation using kernel estimation	1994-01-09	Paper
On the estimation of reserves from loglinear models	1991-01-01	Paper
Modelling Claims Runoff Triangles with Two-dimensional Time Series	1989-01-01	Paper

Research outcomes over time

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