City Research Online

Items where Author is "England, P. D."

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Article

England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 & 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, 85, pp. 74-88. doi: 10.1016/j.insmatheco.2018.12.002

England, P. D., Verrall, R. J. & 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

Thesis

England, P. D. (1993). Statistical modelling of excess mortality of medically impaired insured lives. (Unpublished Doctoral thesis, City, University of London)

Working Paper

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.

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