Items where City Author is "Verrall, R. J."
Dimitrova, D. S. 
ORCID: 0000-0003-3169-2735, Kaishev, V. K., Lattuada, A. & Verrall, R. J. ORCID: 0000-0003-4098-9792 (2023).
Geometrically designed variable knot splines in generalized (non-)linear models.
Applied Mathematics and Computation, 436,
article number 127493.
doi: 10.1016/j.amc.2022.127493
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
Margraf, C., Elpidorou, V. & Verrall, R. J. (2018). Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. Insurance: Mathematics and Economics, 80, pp. 54-65. doi: 10.1016/j.insmatheco.2018.03.001
Dimitrova, D. S., Kaishev, V. K., Lattuada, L. & Verrall, R. J. (2017). Geometrically Designed Variable Knot Splines in Generalized (Non-)Linear Models.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2016). Geometrically designed, variable knot regression splines. Computational Statistics, 31(3), pp. 1079-1105. doi: 10.1007/s00180-015-0621-7
Martinez-Miranda, M. D., Nielsen, J. P., Verrall, R. J. & Wüthrich, M. V. (2015). Double chain ladder, claims development inflation and zero-claims. Scandinavian Actuarial Journal, 2015(5), pp. 383-405. doi: 10.1080/03461238.2013.823459
Verrall, R. J. & Wüthrich, M. V. (2015). Parameter Reduction in Log-normal Chain-ladder Models. European Actuarial Journal, 5(2), pp. 355-380. doi: 10.1007/s13385-015-0114-7
Agbeko, T., Hiabu, M., Miranda, M. D. M. , Nielsen, J. P. & Verrall, R. J. (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.
Martinez-Miranda, M. D., Nielsen, J. P., Sperlich, S. & Verrall, R. J. (2013). Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem. Expert Systems with Applications, 40(14), pp. 5588-5603. doi: 10.1016/j.eswa.2013.04.006
Martinez-Miranda, M. D., Nielsen, J. P. & Verrall, R. J. (2013). Double Chain Ladder and Bornhuetter-Ferguson. North American Actuarial Journal, 17(2), pp. 101-113. doi: 10.1080/10920277.2013.793158
Verrall, R. J. & Wüthrich, M. V. (2012). Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. North American Actuarial Journal, 16(2), pp. 240-259. doi: 10.1080/10920277.2012.10590639
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
Martinez-Miranda, M. D., Nielsen, J. P. & Verrall, R. J. (2012). Double Chain Ladder. ASTIN Bulletin, 42(1), pp. 59-76. doi: 10.2143/AST.42.1.216071
Verrall, R. J., Hossjer, O. & Bjorkwall, S. (2012). Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods. ASTIN Bulletin, 42(1), pp. 35-58. doi: 10.2143/AST.42.1.2160711
Verrall, R. J. & Haberman, S. (2011). Automated Graduation using Bayesian Trans-dimensional Models. Annals of Actuarial Science, 5(2), pp. 231-251. doi: 10.1017/s1748499511000248
Sithole, T., Haberman, S. & Verrall, R. J. (2011). Second international comparative study of mortality tables for pension fund retirees. British Actuarial Journal, 17(3), pp. 650-671. doi: 10.1017/s1357321712000207
Bjorkwall, S., Hossjer, O., Ohlsson, E. & Verrall, R. J. (2011). A generalized linear model with smoothing effects for claims reserving. Insurance: Mathematics and Economics, 49(1), pp. 27-37. doi: 10.1016/j.insmatheco.2011.01.012
Martinez-Miranda, M. D., Nielsen, B., Nielsen, J. P. & Verrall, R. J. (2011). Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers. ASTIN Bulletin, 41(1), pp. 107-129. doi: 10.2143/AST.41.1.2084388
Haberman, S., Khalaf-Allah, M.A.E. & Verrall, R. J. (2011). Entropy, longevity and the cost of annuities. Insurance: Mathematics and Economics, 48(2), pp. 197-204. doi: 10.1016/j.insmatheco.2010.10.005
Verrall, R. J., Nielsen, J. P. & Jessen, A. H. (2010). Prediction of RBNS and IBNR claims using claim amounts and claim counts. ASTIN Bulletin, 40(2), pp. 871-887. doi: 10.2143/AST.40.2.2061139
Liu, H. & Verrall, R. J. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims. Variance, 4(2), pp. 121-135.
Verrall, R. J. & Liu, H. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims. Paper presented at the ASTIN Colloquium 2008, 13-16 Jul 2008, Manchester, UK.
Liu, H. & Verrall, R. J. (2009). A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model. ASTIN Bulletin, 39(2), pp. 677-689. doi: 10.2143/ast.39.2.2044653
Butt, Z., Haberman, S., Verrall, R. J. & Wass, V. (2008). Calculating compensation for loss of future earnings: estimating and using work life expectancy. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171(4), pp. 763-805. doi: 10.1111/j.1467-985x.2007.00539.x
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2006). Geometrically designed, variable knot regression splines: variation diminish optimality of knots (Statistical Research Paper No. 29). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2006). Geometrically designed, variable know regression splines: asymptotics and inference (Statistical Research Paper No. 28). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2004). Automatic, computer aided geometric design of free-knot, regression splines (Statistical Research Paper No. 24). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Verrall, R. J. (2001). A Bayesian generalised linear model for the Bornhuetter-Ferguson method of claims reserving (Actuarial Research Paper No. 139). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Verrall, R. J. & Yakoubov, Y. H. (1998). A fuzzy approach to grouping by policyholder age in general insurance (Actuarial Research Paper No. 104). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Huber, P. P. & Verrall, R. J. (1998). The need for theory in actuarial economic models (Actuarial Research Paper No. 109). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Verrall, R. J. (1996). A unified framework for graduation (Actuarial Research Paper No. 91). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Verrall, R. J. (1989). Stochastic Models for Triangular Tables with Applications to Cohort Data and Claims Reserving. (Unpublished Doctoral thesis, City University London)