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A Change Agenda for Reserving. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 12 , Issue 3 , 01 September 2006 , pp. 600 - 619
Copyright
Copyright © Institute and Faculty of Actuaries 2006

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References

England, P.D. & Verrall, R.J. (2002). Stochastic claims reserving in general insurance. British Actuarial Journal, 8, 443–544.CrossRefGoogle Scholar
Verrall, R.J. (2004). Obtaining predictive distributions for reserves which incorporate expert opinion. Casualty Actuarial Society Forum, Fall, 283-316.Google Scholar
Verrall, R.J. (2005). A Bayesian generalised linear model for the Bornhuetter-Ferguson technique of claims reserving. North American Actuarial Journal, 8(3), 67–89.CrossRefGoogle Scholar
Verrall, R.J. & England, P.D. (2005). Incorporating expert opinion into a stochastic model for the chain-ladder technique. Insurance: Mathematics and Economics, 37, 355–370.Google Scholar
England, P. & Verrall, R. (1998). Standard errors of prediction in claims reserving: a comparison of methods. GIRO workshop.Google Scholar