Estimation of loss reserves with lognormal development factors
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References listed on IDEAS
- Verrall, R. J., 1991. "On the estimation of reserves from loglinear models," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 75-80, March.
- England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(03), pages 443-518, August.
- England, Peter & Verrall, Richard, 1999. "Analytic and bootstrap estimates of prediction errors in claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 281-293, December.
- Mack, Thomas, 1993. "Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 23(02), pages 213-225, November.
- Taylor, G. C. & Ashe, F. R., 1983. "Second moments of estimates of outstanding claims," Journal of Econometrics, Elsevier, vol. 23(1), pages 37-61, September.
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- repec:eee:insuma:v:76:y:2017:i:c:p:135-140 is not listed on IDEAS
- Guillen, Montserrat & Prieto, Faustino & Sarabia, José María, 2011. "Modelling losses and locating the tail with the Pareto Positive Stable distribution," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 454-461.
- Michelle S. Goeree & John C. Ham & Daniela Iorio, 2009.
"Caught in the bulimic trap? Persistence and state dependence of bulimia among young women,"
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447, Institute for Empirical Research in Economics - University of Zurich, revised Jul 2012.
- John Ham & Daniela Iorio & Michelle Sovinsky, 2012. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," Working Papers 2012-018, Human Capital and Economic Opportunity Working Group.
- Michelle Goeree & John Ham & Daniela Iorio, 2011. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," Working Papers 2011-033, Human Capital and Economic Opportunity Working Group.
- Goeree, Michelle S. & Ham, John C. & Iorio, Daniela, 2011. "Caught in the Bulimic Trap? Persistence and State Dependence of Bulimia Among Young Women," IZA Discussion Papers 5824, Institute for the Study of Labor (IZA).
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