Loss Reserving: An Actuarial Perspective

By G. Taylor. 2000

226 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Stochastic Claims Reserving in General Insurance (2002, background): “The book by Taylor (2000) provides a useful summary of deterministic loss reserving techniques, together with much useful material on stochastic methods and practical issues.”
A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004, background): “A review of stochastic reserving in general insurance is given in England and Verrall (2002) and Taylor (2000), and other papers using a Bayesian approach include Ntzoufras and Dellaportas (2002) and de Alba (2002).”
Individual Claim Loss Reserving Conditioned by Case Estimates (2008, methodology): “Taylor (2000) provides a sum mary of this type of methodology.”
Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry. (2010, unknown): “Cash flow patterns are estimated from data in Schedule P using the Taylor separation method (Taylor, 2000).”
A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012, background): “See Taylor (2000), England and Verrall (2002), and Wüthrich and Merz (2008) for excellent reviews of a loss-reserving method for a single line of business.”
BOOTSTRAP METHODOLOGY IN CLAIM RESERVING (2003, methodology): “We discuss several forms of performing the bootstrap and illustrate the different solutions using the data set from Taylor and Ashe (1983) which has already been used by several authors.”