| Publication | Date of Publication | Type |
|---|
Geometrically designed variable knot splines in generalized (non-)linear models
Applied Mathematics and Computation | 2022-09-21 | Paper |
Univariate and multivariate claims reserving with generalized link ratios
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Regression based reserving models and partial information
Insurance Mathematics & Economics | 2020-11-19 | Paper |
The collective reserving model
Insurance Mathematics & Economics | 2019-06-17 | Paper |
Double Chain Ladder and Bornhuetter-Ferguson
North American Actuarial Journal | 2019-05-15 | Paper |
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
Insurance Mathematics & Economics | 2019-03-28 | Paper |
Double chain ladder, claims development inflation and zero-claims
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data
Insurance Mathematics & Economics | 2018-06-15 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2016-09-29 | Paper |
Parameter reduction in log-normal chain-ladder models
European Actuarial Journal | 2016-01-15 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2015-09-14 | Paper |
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
North American Actuarial Journal | 2014-07-19 | Paper |
Double chain ladder
ASTIN Bulletin | 2013-12-12 | Paper |
Modelling claims run-off with reversible jump Markov chain Monte Carlo methods
ASTIN Bulletin | 2013-12-12 | Paper |
Entropy, longevity and the cost of annuities
Insurance Mathematics & Economics | 2011-08-01 | Paper |
A generalized linear model with smoothing effects for claims reserving
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Prediction of RBNS and IBNR claims using claim amounts and claim counts
| 2011-02-01 | Paper |
Predictive distributions for reserves which separate true IBNR and IBNER claims
ASTIN Bulletin | 2011-01-20 | Paper |
A bootstrap estimate of the predictive distribution of outstanding claims for the Schnieper model
ASTIN Bulletin | 2009-12-22 | Paper |
Measuring the effect of mortality improvements on the cost of annuities
Insurance Mathematics & Economics | 2006-10-31 | Paper |
Incorporating expert opinion into a stochastic model for the chain-ladder technique
Insurance Mathematics & Economics | 2006-01-10 | Paper |
A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
North American Actuarial Journal | 2006-01-06 | Paper |
scientific article; zbMATH DE number 2101192 (Why is no real title available?)
| 2004-09-21 | Paper |
Analytic and bootstrap estimates of prediction errors in claims reserving
Insurance Mathematics & Economics | 2000-09-26 | Paper |
An investigation into stochastic claims reserving models and the chain-ladder technique.
Insurance Mathematics & Economics | 2000-07-25 | Paper |
An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
Insurance Mathematics & Economics | 2000-01-01 | Paper |
Claims reserving and generalised additive models
Insurance Mathematics & Economics | 1998-03-17 | Paper |
A state space formulation of Whittaker graduation, with extensions
Insurance Mathematics & Economics | 1994-03-27 | Paper |
Moving weighted average graduation using kernel estimation
Insurance Mathematics & Economics | 1994-01-09 | Paper |
On the estimation of reserves from loglinear models
Insurance Mathematics & Economics | 1991-01-01 | Paper |
Modelling Claims Runoff Triangles with Two-dimensional Time Series
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
