City Research Online

Items where City Author is "England, P."

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Number of items: 3.

Article

England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 and Wüthrich, M. V. (2019). On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2018.12.002

England, P. D., Verrall, R. J. and Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/S1748499512000012

Monograph

England, P. D. (2001). Addendum to "Analytic and bootstrap estimates of prediction errors in claims reserving" (Actuarial Research Paper No. 138). London, UK: Faculty of Actuarial Science & Insurance, City University London.

This list was generated on Fri May 24 04:35:20 2019 UTC.