Stochastic Claims Reserving Methods in Insurance

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Individual Loss Reserving with the Multivariate Skew Normal Model (2011, unknown): “A rich literature exists about those techniques and an overview can be found in England & Verrall (2002) or Wüthrich & Merz (2008).”
Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009, methodology): “…the dispersion parameter φ is estimated using Pearson’s residuals as φ̂P = 1 N − k ∑ i+j≤I (Yi,j − α̂MLEi β̂MLEj )2 (α̂MLEi β̂ MLE j ) p , (3.18) where N is the number of observations Yi,j in DI and k is the number of estimated parameters αi, βj (see e.g. Wüthrich and Merz (2008), formula (6.58)).”
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation (2008, unknown): “W¨uthrich and Merz, 2008).”
Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010, unknown): “Wüthrich and Merz (2008), England and Verrall (2002) and Taylor (1986) provide useful overviews of stochastic claims reserving.”
Modelling The Claims Development Result For Solvency Purposes (2008, unknown): “5 in [9]) σ̂(2) j = 1 I − j − 1 I−j−1 ∑”
Micro-level stochastic loss reserving for general insurance (2012, unknown): “England and Verrall (2002) and Wuthrich and Merz (2008) give overviews of techniques for loss reserving based on triangles.”