Article citationsMore>>

Verrall, R.J. and England, P.D. (2000) Comments on: “A Comparison of Stochastic Models That Reproduce Chain Ladder Reserve Estimates”, by Mack and Venter. Insurance: Mathematics and Economics, 26, 109-111.
http://ideas.repec.org/a/eee/insuma/v26y2000i1p109-111.html

has been cited by the following article:

• TITLE: The Stochastic Error Rate Estimation of Prediction Distributions

  AUTHORS: Hafedh Faires

  KEYWORDS: Reserving Claims, EDS, Error Rate, Prediction Distributions

  JOURNAL NAME: Journal of Mathematical Finance, Vol.5 No.2, May 13, 2015

  ABSTRACT: The estimation of claims reserves is usually done by applying techniques called IBNR techniques within a stochastic framework. The main objective of this paper is to predict the partial reserve and to estimate the error rate of prediction distributions by using the stochastic model proposed in [1].