Richard Verrall

发表

Geometrically designed, variable knot regression splines

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2016, Comput. Stat..

Work Life Expectancy: Calculating Compensation for Loss of Future Earnings

Victoria Wass, Steven Haberman, Richard Verrall, 2010 .

Double Chain Ladder

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall, 2012, ASTIN Bulletin.

Modeling Operational Risk with Bayesian Networks

Richard Verrall, R. G. Cowell, Y. K. Yoon, 2007 .

Validating the double chain ladder stochastic claims reserving model

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall, 2014 .

Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims

Richard Verrall, H. Liu, 2010 .

Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem

María Dolores Martínez Miranda, Jens Perch Nielsen, Stefan Sperlich, 2013, Expert Syst. Appl..

Predictive Distributions of Outstanding Liabilities in General Insurance

Richard Verrall, P. D. England, 2006, Annals of Actuarial Science.

Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data

Richard Verrall, Carolin Margraf, Valandis Elpidorou, 2018 .

A Stochastic Model Underlying the Chain-Ladder Technique

Richard Verrall, A. E. Renshaw, A. Renshaw, 1998, British Actuarial Journal.

Modelling Claims Runoff Triangles with Two-dimensional Time Series

Richard Verrall, R. Verrall, 1989 .

Incorporating expert opinion into a stochastic model for the chain-ladder technique

Richard Verrall, P. D. England, 2005 .

Geometrically designed, variable knot regression splines: variation diminish optimality of knots

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2006 .

An investigation into stochastic claims reserving models and the chain-ladder technique

Richard Verrall, R. Verrall, 2000 .

An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data

Steven Haberman, Richard Verrall, S. Haberman, 2000 .

Introduction Statistics With Applications in General Insurance

Richard Verrall, 2001 .

Bayes and Empirical Bayes Estimation for the Chain Ladder Model

Richard Verrall, R. Verrall, 1990, ASTIN Bulletin.

Credibility Theory and Generalized Linear Models

Richard Verrall, J. A. Nelder, J. Nelder, 1997, ASTIN Bulletin.

Premium Rating by Geographic Area Using Spatial Models

Richard Verrall, M. Boskov, R. Verrall, 1994, ASTIN Bulletin.

Ratemaking by geographical area in the Boskov and Verrall model: a case study using Belgian car insurance data

Michel Denuit, Richard Verrall, M. Denuit, 2002 .

On the estimation of reserves from loglinear models

Richard Verrall, R. Verrall, 1991 .

Automatic, computer aided geometric design of free-knot, regression splines

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2004 .

Measuring the effect of mortality improvements on the cost of annuities

Steven Haberman, Richard Verrall, S. Haberman, 2006 .

Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference

Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman, 2006 .

A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

Richard Verrall, Richard Verrall, 2004 .

A generalized linear model with smoothing effects for claims reserving

Richard Verrall, Ola Hössjer, Esbjörn Ohlsson, 2011 .

A state space formulation of Whittaker graduation, with extensions

Richard Verrall, 1993 .