Relevant Papers#

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


G. Barnett and B. Zehnwirth. Best Estimates for Reserves. Proceedings of the CAS, Volume LXXXVII, 2000. URL:


D. Clark. Ldf Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach. Casualty Actuarial Society Forum, 2003. URL:


J. Friedland. Estimating Unpaid Claims Using Basic Techniques. Casualty Actuarial Society, Ch. 12 , 7 , 9 , 10 & 13, 2010. URL:


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:


T. Mack. Measuring the Variability of Chain Ladder Reserve Estimates. Variability of Loss Reserves, 1994. URL:


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:


CAS Tail Factor Working Party. The Estimation of Loss Development Tail Factors: A Summary Report. Casualty Actuarial Society E-Forum, 2013. URL:


G. Quarg and T. Mack. Munich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR. Variance, 2004. URL:


K. Schmidt. Methods and Models of Loss Reserving Based on Run–Off Triangles: A Unifying Survey. 2006. URL:


M. Shapland. Using The ODP Bootstrap Model: A Practitioner's Guide. CAS Monograph No.4, 2016. URL:


G. Taylor and McGuire G. Stochastic Loss Reserving Using Generalized Linear Models. Casualty Actuarial Society Monograph #3, 2016. URL: