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Verrall, Richard J.

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Author ID: verrall.richard-j Recent zbMATH articles by "Verrall, Richard J."
Published as: Verrall, Richard; Verrall, R. J.; Verrall, Richard J.; Verrall, R.

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 266 times in 174 Documents Cited by Year
Analytic and bootstrap estimates of prediction errors in claims reserving. Zbl 0944.62093
England, Peter; Verrall, Richard
36
1999
An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555
Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J.
29
2000
An investigation into stochastic claims reserving models and the chain-ladder technique. Zbl 1072.62654
Verrall, R. J.
28
2000
On the estimation of reserves from loglinear models. Zbl 0723.62070
Verrall, R. J.
22
1991
Double chain ladder. Zbl 1277.91092
Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard
22
2012
Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109
Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard
21
2010
A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving. Zbl 1085.62516
Verrall, R. J.
20
2004
Moving weighted average graduation using kernel estimation. Zbl 0778.62096
Gavin, John; Haberman, Steven; Verrall, Richard
11
1993
Claims reserving and generalised additive models. Zbl 0894.62114
Verrall, Richard
9
1996
Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092
Khalaf-Allah, M.; Haberman, S.; Verrall, R.
8
2006
Double chain ladder and Bornhuetter-Ferguson. Zbl 07054990
Martínez-Miranda, Maria Dolores; Nielsen, Jens Perch; Verrall, Richard
6
2013
Incorporating expert opinion into a stochastic model for the chain-ladder technique. Zbl 1117.91385
Verrall, R. J.; England, P. D.
6
2005
A fuzzy approach to grouping by policyholder age in general insurance. Zbl 1070.91511
Verrall, Richard J.; Yakoubov, Yakoub H.
6
1999
Entropy, longevity and the cost of annuities. Zbl 1233.91147
Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard
6
2011
The collective reserving model. Zbl 1410.91290
Wahl, Felix; Lindholm, Mathias; Verrall, Richard
6
2019
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239
Verrall, Richard J.; Wüthrich, Mario V.
5
2012
Predictive distributions for reserves which separate true IBNR and IBNER claims. Zbl 1205.91087
Liu, Huijuan; Verrall, Richard
4
2009
Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.
4
2015
A generalized linear model with smoothing effects for claims reserving. Zbl 1218.91069
Björkwall, Susanna; Hössjer, Ola; Ohlsson, Esbjörn; Verrall, Richard
3
2011
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
A state space formulation of Whittaker graduation, with extensions. Zbl 0789.62090
Verrall, R. J.
3
1993
Modelling claims runoff triangles with two-dimensional time series. Zbl 0711.62094
Verrall, R. J.
3
1989
Modelling claims run-off with reversible jump Markov chain Monte Carlo methods. Zbl 1277.91099
Verrall, Richard; Hössjer, Ola; Björkwall, Susanna
2
2012
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202
Verrall, Richard J.; Wüthrich, Mario V.
1
2015
Regression based reserving models and partial information. Zbl 1454.91201
Lindholm, Mathias; Verrall, Richard
1
2020
Regression based reserving models and partial information. Zbl 1454.91201
Lindholm, Mathias; Verrall, Richard
1
2020
The collective reserving model. Zbl 1410.91290
Wahl, Felix; Lindholm, Mathias; Verrall, Richard
6
2019
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.
4
2015
Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202
Verrall, Richard J.; Wüthrich, Mario V.
1
2015
Double chain ladder and Bornhuetter-Ferguson. Zbl 07054990
Martínez-Miranda, Maria Dolores; Nielsen, Jens Perch; Verrall, Richard
6
2013
Double chain ladder. Zbl 1277.91092
Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard
22
2012
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239
Verrall, Richard J.; Wüthrich, Mario V.
5
2012
Modelling claims run-off with reversible jump Markov chain Monte Carlo methods. Zbl 1277.91099
Verrall, Richard; Hössjer, Ola; Björkwall, Susanna
2
2012
Entropy, longevity and the cost of annuities. Zbl 1233.91147
Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard
6
2011
A generalized linear model with smoothing effects for claims reserving. Zbl 1218.91069
Björkwall, Susanna; Hössjer, Ola; Ohlsson, Esbjörn; Verrall, Richard
3
2011
Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109
Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard
21
2010
Predictive distributions for reserves which separate true IBNR and IBNER claims. Zbl 1205.91087
Liu, Huijuan; Verrall, Richard
4
2009
Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092
Khalaf-Allah, M.; Haberman, S.; Verrall, R.
8
2006
Incorporating expert opinion into a stochastic model for the chain-ladder technique. Zbl 1117.91385
Verrall, R. J.; England, P. D.
6
2005
A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving. Zbl 1085.62516
Verrall, R. J.
20
2004
An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555
Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J.
29
2000
An investigation into stochastic claims reserving models and the chain-ladder technique. Zbl 1072.62654
Verrall, R. J.
28
2000
Analytic and bootstrap estimates of prediction errors in claims reserving. Zbl 0944.62093
England, Peter; Verrall, Richard
36
1999
A fuzzy approach to grouping by policyholder age in general insurance. Zbl 1070.91511
Verrall, Richard J.; Yakoubov, Yakoub H.
6
1999
Claims reserving and generalised additive models. Zbl 0894.62114
Verrall, Richard
9
1996
Moving weighted average graduation using kernel estimation. Zbl 0778.62096
Gavin, John; Haberman, Steven; Verrall, Richard
11
1993
A state space formulation of Whittaker graduation, with extensions. Zbl 0789.62090
Verrall, R. J.
3
1993
On the estimation of reserves from loglinear models. Zbl 0723.62070
Verrall, R. J.
22
1991
Modelling claims runoff triangles with two-dimensional time series. Zbl 0711.62094
Verrall, R. J.
3
1989
all top 5

Cited by 248 Authors

19 Verrall, Richard J.
12 Haberman, Steven
7 Denuit, Michel M.
7 Nielsen, Jens Perch
7 Taylor, Greg
7 Wüthrich, Mario Valentin
5 Antonio, Katrien
4 Debón, Ana
4 England, Peter D.
4 Gao, Guangyuan
4 Gigante, Patrizia
4 Kremer, Erhard K.
4 Meng, Shengwang
4 Montes, Francisco
4 Picech, Liviana
4 Sigalotti, Luciano
3 Avanzi, Benjamin
3 Chan, Jennifer So Kuen
3 D’Amato, Valeria
3 De Alba, Enrique
3 Gabrielli, Andrea
3 Lindholm, Mathias
3 Mammen, Enno
3 Martínez Miranda, María Dolores
3 Pigeon, Mathieu
3 Renshaw, Arthur E.
3 Shi, Yanlin
3 Verdonck, Tim
3 Wong, Bernard
3 Wu, Xianyi
2 Ahmadi, Seyed Saeed
2 Badescu, Andrei L.
2 Beirlant, Jan
2 Boj, Eva
2 Brouhns, Natacha
2 Choy, S. T. Boris
2 Christiansen, Marcus Christian
2 Costa, Teresa
2 Cox, Samuel H. jun.
2 de Andrés Sánchez, Jorge
2 Delwarde, Antoine
2 Dhaene, Jan
2 Guillen, Montserrat
2 Hatzopoulos, Peter
2 Hoedemakers, Tom
2 Huang, Jinlong
2 Khalaf-Allah, Marwa
2 Kunkler, Michael
2 Lin, X. Sheldon
2 Lin, Yijia
2 Liu, Huijuan
2 Makov, Udi E.
2 Nieto-Barajas, Luis E.
2 Ntzoufras, Ioannis
2 Ohlsson, Esbjörn
2 Pantelous, Athanasios A.
2 Park, Byeong Uk
2 Pešta, Michal
2 Portugal, Luis F.
2 Psarrakos, Georgios
2 Qiu, Chunjuan
2 Russolillo, Maria
2 Schmidt, Klaus D.
2 Scollnik, David P. M.
2 Shapiro, Arnold F.
2 Tang, Dameng
2 Wahl, Felix
2 Zhou, Xian
1 Abduwali, Abdurishit
1 Alai, Daniel H.
1 Alvarez, Jesús-Adrián
1 Arnold-Gaille, Séverine
1 Assa, Hirbod
1 Atherino, Rodrigo
1 Badounas, Ioannis
1 Baeza Sampere, I.
1 Bajekal, Madhavi
1 Bakbergenuly, Ilyas
1 Ballotta, Laura
1 Basu, Sanjib
1 Bevilacqua, Moreno
1 Bissantz, Kathrin
1 Bissantz, Nicolai
1 Björkwall, Susanna
1 Blake, David
1 Bohnert, Alexander
1 Bolancé, Catalina
1 Borgonovo, Emanuele
1 Bosch-Rodríguez, Juan Carlos
1 Boucher, Jean-Philippe
1 Boulier, Jean-François
1 Chang, Le
1 Chen, Tianle
1 Cipra, Tomáš
1 Costa, Leonardo
1 Crevecoeur, Jonas
1 Crowder, Martin J.
1 Czado, Claudia
1 Dalkilic, Turkan Erbay
1 de Jong, Piet
...and 148 more Authors

Citations by Year