Relevant Papers

Here you will find a list of reference papers that are cited in various places.

[BZ00]

G. Barnett and B. Zehnwirth. Best Estimates for Reserves. Proceedings of the CAS, Volume LXXXVII, 2000. URL: https://www.casact.org/sites/default/files/database/proceed_proceed00_00245.pdf.

[Cla03]

D. Clark. Ldf Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach. Casualty Actuarial Society Forum, 2003. URL: https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf.

[Fri10]

J. Friedland. Estimating Unpaid Claims Using Basic Techniques. Casualty Actuarial Society, Ch. 12 , 7 , 9 , 10 & 13, 2010. URL: https://www.casact.org/sites/default/files/database/studynotes_friedland_estimating.pdf.

[Mac93]

T. Mack. Distribution-Free Calculation of The Standard Error of Chain Ladder Reserve Estimates. ASTIN Bulletin, Vol. 23, No. 2, pp.213:225, 1993. URL: http://www.actuaries.org/LIBRARY/ASTIN/vol23no2/213.pdf.

[Mac94]

T. Mack. Measuring the Variability of Chain Ladder Reserve Estimates. Variability of Loss Reserves, 1994. URL: https://www.casact.org/sites/default/files/2021-02/pubs_forum_94spforum_94spf101.pdf.

[Mac99]

T. Mack. The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. ASTIN Bulletin, Vol. 29, No. 2, pp.361:366, 1999. URL: https://www.casact.org/sites/default/files/database/astin_vol29no2_361.pdf.

[Par13]

CAS Tail Factor Working Party. The Estimation of Loss Development Tail Factors: A Summary Report. Casualty Actuarial Society E-Forum, 2013. URL: https://www.casact.org/sites/default/files/database/forum_13fforum_02-tail-factors-working-party.pdf.

[QM04]

G. Quarg and T. Mack. Munich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR. Variance, 2004. URL: https://www.casact.org/sites/default/files/2021-07/Munich-Chain-Ladder-Quarg-Mack.pdf.

[Sch06]

K. Schmidt. Methods and Models of Loss Reserving Based on Run–Off Triangles: A Unifying Survey. 2006. URL: https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.376.544&rep=rep1&type=pdf.

[Sha16]

M. Shapland. Using The ODP Bootstrap Model: A Practitioner's Guide. CAS Monograph No.4, 2016. URL: https://live-casact.pantheonsite.io/sites/default/files/2021-02/04-shapland.pdf.

[TG16]

G. Taylor and McGuire G. Stochastic Loss Reserving Using Generalized Linear Models. Casualty Actuarial Society Monograph #3, 2016. URL: https://web.wpi.edu/Pubs/E-project/Available/E-project-042319-150245/unrestricted/03-Taylor.pdf.