Claims Reserving Manual, vol.2: Section E: Precis of other actuarial papers

Document description

• Negative incremental claims: chain ladder and linear models, by Richard J Verrall and Z Li
• A state space representation of the chain ladder linear model, by Richard J Verrall
• Probabilistic development factor models with applications to loss reserve variability, prediction intervals and risk based capital, by Benjamin Zehnwirth
• Stochastic claims reserving when past claim numbers are known, by Thomas S Wright
• Operational time and a fundamental problem of insurance in a data-rich environment, by D H Reid <br>Unbiased loss development factors, by Daniel M Murphy
• Using expected loss ratios in reserving, by Daniel F Gogol