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Loss reserving with GLMs : a case study

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001973458

Loss reserving : past, present and future

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001790697

Individual claim loss reserving conditioned by case estimates

Taylor, Greg; Mc Guire, Gráinne; Sullivan, James - In: Annals of actuarial science : publ. by the Institute of … 3 (2008) 1/2, pp. 215-256

Persistent link: https://www.econbiz.de/10003938502

Individual claim loss reserving conditioned by case estimates

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2006

Persistent link: https://www.econbiz.de/10003479383

Adaptive reserving using Bayesian revision for the exponential dispersion family

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632998

Synchronous bootstrapping of seemingly unrelated regressions

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2005

Persistent link: https://www.econbiz.de/10003145406

Model error (or ambiguity) and its estimation, with particular application to loss reserving

Taylor, Greg; Mc Guire, Gráinne - In: Risks : open access journal 11 (2023) 11, pp. 1-28

This paper is concerned with the estimation of forecast error, particularly in relation to insurance loss reserving. Forecast error is generally regarded as consisting of three components, namely parameter, process and model errors. The first two of these components, and their estimation, are...

Persistent link: https://www.econbiz.de/10014435599