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Comments on: "A comparison of stochastic models that reproduce chain ladder reserve estimates", by Mack and Venter

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  • Verrall, R. J.
  • England, P. D.

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  • Verrall, R. J. & England, P. D., 2000. "Comments on: "A comparison of stochastic models that reproduce chain ladder reserve estimates", by Mack and Venter," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 109-111, February.
    • Handle: RePEc:eee:insuma:v:26:y:2000:i:1:p:109-111
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    Cited by:

    1. Wüthrich, Mario V., 2013. "Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 352-358.
    2. Hess, Klaus Th. & Schmidt, Klaus D., 2002. "A comparison of models for the chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 351-364, December.
    3. Schmidt, Klaus D., 2002. "A note on the overdispersed Poisson family," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 21-25, February.
    4. D Kuang & Bent Nielsen & J P Nielsen, 2013. "The Geometric Chain-Ladder," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford.
    5. Nils Engler & Filip Lindskog, 2023. "Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting," Papers 2310.12056, arXiv.org.

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