ChainLadder.bib

%% Markus Gesmann
%% Saved with string encoding Unicode (UTF-8) 

@article{MW2010,
	Abstract = {We present a novel stochastic model for claims reserving that allows us to combine claims payments and incurred losses information. The main idea is to combine two claims reserving models (Hertig's (1985) model and Gogol's (1993) model) leading to a log-normal paid--incurred chain (PIC) model. Using a Bayesian point of view for the parameter modelling we derive in this Bayesian PIC model the full predictive distribution of the outstanding loss liabilities. On the one hand, this allows for an analytical calculation of the claims reserves and the corresponding conditional mean square error of prediction. On the other hand, simulation algorithms provide any other statistics and risk measure on these claims reserves.},
	Author = {Mario V. W{\"u}thrich and Michael Merz},
	Date-Added = {2015-06-13 17:47:44 +0000},
	Date-Modified = {2015-06-13 17:55:01 +0000},
	Journal = {Insurance: Mathematics and Economics},
	Keywords = {Claims reserving, Outstanding loss liabilities, Ultimate loss, Claims payments, Claims incurred, Incurred losses, Prediction uncertainty},
	Number = {3},
	Pages = {568--579},
	Title = {Paid--incurred chain claims reserving method.},
	Volume = {46},
	Year = {2010}}


@manual{chainladder,
    title = {ChainLadder: Statistical Methods and Models for 
              Claims Reserving in General Insurance},
    author = {Markus Gesmann and Dan Murphy and Wayne Zhang and 
              Alessandro Carrato and Mario W\"{u}thrich and Fabio Concina},
    year = {2023},
    note = {R package version 0.2.18},
    Howpublished = {\url{https://mages.github.io/ChainLadder/}}
  }

@incollection{gesmann2014claims,
  title={Claims Reserving and {IBNR}},
  author={Gesmann, Markus},
  booktitle={Computational {A}ctuarial {S}cience with {R}},
  pages={545 -- 584},
  year={2014},
  publisher={Chapman and Hall/CRC}
}

@book{CASwR2014,
  title={Computational {A}ctuarial {S}cience with {R}},
  editor={Arthur Charpentier},
  pages={656},
  year={2014},
  publisher={Chapman and Hall/CRC}
}

@article{MW2014,
author = {Michael Merz and Mario V. W\"{u}thrich},
title ={Claims Run-Off Uncertainty: The Full Picture},
journal = {Swiss Finance Institute Research Paper},
volume = {No. 14-69},
year = {2014},
url = {https://ssrn.com/abstract=2524352}
}

@Manual{MRMR,
    title = {MRMR: Multivariate Regression Models for Reserving},
    author = {Brian A. Fannin},
    year = {2013},
    note = {R package version 0.1.3},
    url = {https://CRAN.R-project.org/package=MRMR},
  }
@manual{R,
	Address = {Vienna, Austria},
	Author = {{R Development Core Team}},
	Note = {{ISBN} 3-900051-07-0},
	Organization = {R Foundation for Statistical Computing},
	Title = {R: A Language and Environment for Statistical Computing},
	Url = {\url{https://www.R-project.org}},
	Year = 2022,
	Bdsk-Url-1 = {https://www.R-project.org}
}

@manual{RFAQ,
	Address = {Vienna, Austria},
	Author = {Kurt Hornik},
	Edition = {Version 1.8-26},
	Month = {10},
	Note = {ISBN 3-900051-01-1},
	Organization = {R Foundation for Statistical Computing},
	Title = {Frequently Asked Questions on R},
	Url = {\url{https://www.ci.tuwien.ac.at/~hornik/R/}},
	Year = {2012}
}

@manual{R-Intro,
	Address = {Vienna, Austria},
	Author = {W. N. Venables, D. M. Smith and the R Development Core Team},
	Edition = {Version 1.6.2},
	Month = {1},
	Note = {ISBN 3-901167-55-2},
	Organization = {R Foundation for Statistical Computing},
	Title = {An Introduction to R },
	Url = {\url{https://www.R-project.org}},
	Year = 2003
}


@Manual{Rdata,
  title = 	 {R Data Import/Export},
  author = 	 {{R Development Core Team}},
  organization = {R Foundation for Statistical Computing},
  year = 	 {2022},
  note = 	 {ISBN 3-900051-10-0},
  howpublished = {\url{https://cran.r-project.org/doc/manuals/R-data.pdf}}
}


@Manual{Radmin,
  title = 	 {R Installation and Administration},
  author = 	 {{R Development Core Team}},
  organization = {R Foundation for Statistical Computing},
  year = 	 {2022},
  note = 	 {ISBN 3-900051-09-7},
  howpublished = {\url{https://cran.r-project.org/doc/manuals/R-admin.pdf}}
}


@article{Mack1999,
	Author = {Thomas Mack},
	Journal = {Astin Bulletin},
	Number = {2},
	Pages = {361 -- 266},
	Title = {The Standard Error of Chain Ladder Reserve Estimates:   Recursive Calculation and Inclusion of a Tail Factor},
	Volume = {Vol. 29},
	Year = {1999}
}

@article{Mack1993,
	Author = {Thomas Mack},
	Journal = {Astin Bulletin},
	Pages = {213 -- 25},
	Title = {Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates},
	Volume = {Vol. 23},
	Year = {1993}
}

@article{EnglandVerrall1999,
	Author = {Peter England and Richard Verrall},
	Journal = {Mathematics and Economics},
	Pages = {281 -- 293},
	Title = {Analytic and bootstrap estimates of prediction errors in claims reserving},
	Volume = {Vol. 25},
	Year = {1999}
}


@Misc{Schmidt2011,
  author = 	 {Klaus D. Schmidt},
  title = 	 {A Bibliography on Loss Reserving},
  howpublished = {https://tu-dresden.de/mn/math/stochastik/ressourcen/dateien/schmidt/dsvm/reserve.pdf},
  year = 	 {2017}
}


@Article{Zhang2010a,
  author = 	 {Yanwei Zhang},
  title = 	 {A general multivariate chain ladder model},
  journal = 	 {Insurance: Mathematics and Economics},
  year = 	 {2010},
  volume = 	 {46},
  pages = 	 {588 -- 599}
}

@article{EnglandVerrall2002,
	Author = {Peter England and Richard Verrall},
	Date-Added = {2006-09-10 22:32:13 +0100},
	Date-Modified = {2006-09-10 22:32:13 +0100},
	Journal = {British Actuarial Journal},
	Pages = {443--544},
	Title = {Stochastic Claims Reserving in General Insurance},
	Volume = {8},
	Year = {2002}}

@manual{splus,
	Address = {Seattle, WA},
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	Year = {2001}
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@manual{rexcel,
	Address = {Vienna, Austria},
	Author = {Thomas Baier and Erich Neuwirth},
	Edition = {Version 3.2.2},
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	Organization = {statconn},
	Title = {RExcel and R(D)-COM server},
	Year = {2011}
}


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	Address = {New Jersey},
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@misc{DeSilva2006,
	Author = {De Silva, Nigel},
	Edition = {Version 0.1},
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@manual{simpleR,
	Author = {John Verzani},
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	Year = {2002}
}


@Booklet{Quarg2004,
  title = 	 {Munich Chain Ladder},
  key = 	 {Munich Chain Ladder},
  author = 	 {Gerhard Quarg and Thomas Mack},
  address = 	 {Munich Re Group},
  year = 	 {2004}
}

@string{AB = {ASTIN Bulletin}}
@string{IME = {Insurance: Mathematics and Economics}}
@string{MVSVM = {Bulletin of the Swiss Association of Actuaries}}
@string{NAAJ = {North American Actuarial Journal}}


@Article{AsmussenRolski1991,
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  title =	 {Hierarchical credibility revisited},
  year =	 1987,
  journal =	 MVSVM,
  volume =	 87,
  pages =	 {35--54},
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@Article{BuhlmannStraub1970,
  author =	 {B\"{u}hlmann, H. and Straub, E.},
  title =	 {Glaubgw\"{u}rdigkeit f\"{u}r {S}chadens\"{a}tze},
  year =	 1970,
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@InCollection{Kaas2004,
  author = 	 {Kaas, R.},
  title = 	 {Beekman's convolution formula},
  booktitle = 	 {Encyclopedia of actuarial science},
  publisher = 	 {Wiley},
  year = 	 2004,
  editor =	 {J. L. Teugels and B. Sundt},
  volume =	 1,
  ISBN =	 {0-4708467-6-3},
  language =	 {english}
}

@Article{Beekman1968,
  author = 	 {Beekman, J. A.},
  title = 	 {Collective risk results},
  journal = 	 {Transactions of the Society of Actuaries},
  year = 	 1968,
  volume = 	 20,
  pages = 	 {182-199},
  language =	 {english}
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@Manual{raw,
    title = {raw: R Actuarial Workshops},
    author = {Brian A. Fannin},
    year = {2021},
    note = {R package version 0.1.8},
    url = {https://CRAN.R-project.org/package=raw},
  }

@Manual{SPLICE,
    title = {SPLICE: Synthetic Paid Loss and Incurred Cost Experience (SPLICE)
Simulator},
    author = {Benjamin Avanzi and Greg Taylor and Melantha Wang},
    year = {2021},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=SPLICE},
  }

@Article{SynthETIC,
    title = {{SynthETIC}: {An} individual insurance claim simulator with feature control},
    volume = {100},
    issn = {01676687},
    url = {https://linkinghub.elsevier.com/retrieve/pii/S0167668721001013},
    doi = {10.1016/j.insmatheco.2021.06.004},
    language = {en},
    journal = {Insurance: Mathematics and Economics},
    author = {Benjamin Avanzi and Greg Taylor and Melantha Wang and Bernard Wong},
    month = {sep},
    year = {2021},
    pages = {296--308},
  }

@Article{NetSimR,
  title = {Escaping the triangle},
  author = {Yiannis Parizas},
  journal = {The Actuary Magazine},
  year = {2019},
  volume = {June}
}

@Article{BuhlmannGisler1997,
  author = 	 {B\"{u}hlmann, H. and Gisler, A.},
  title = 	 {Credibility in the regression case revisited},
  journal = 	 AB,
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  author =	 {B\"{u}hlmann, H.},
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  year =	 1969,
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@Book{BuhlmannGisler2005,
  author =	 {B\"{u}hlmann, H. and Gisler, A.},
  title = 	 {A course in credibility theory and its applications},
  publisher = 	 {Springer},
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  isbn =	 {3-5402575-3-5},
  language =	 {english}
}


@Manual{Clark2003,
  title = 	 {{LDF} Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach},
  author = 	 {Clark, David R.},
  organization = {Casualty Actuarial Society},
  Howpublished = {\url{https://www.casact.org/sites/default/files/database/forum_03fforum_03ff041.pdf}}, 
  year = 	 {2003},
  note = 	 {CAS Fall Forum},
}

@Article{Centeno2002,
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  volume = 	 30,
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}

@Book{DaykinPentikaninenPesonen1994,
  author =	 {Daykin, C.D. and Pentik\"{a}inen, T. and Pesonen, M.},
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}

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  title = 	 {Math\'ematiques de l'assurance non-vie},
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  year = 	 2004,
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@Book{Gerber1979,
  author =	 {Gerber, H. U.},
  title =	 {An Introduction to Mathematical Risk Theory},
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  language =	 {english}
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@article{miranda_nielsen_verrall_2012, 
  title={Double Chain Ladder}, 
  volume={42}, 
  DOI={10.2143/AST.42.1.2160712}, 
  number={1}, journal={ASTIN Bulletin}, 
  publisher={Cambridge University Press}, 
  author={Miranda, María Dolores Martínez and Nielsen, Jens Perch and Verrall, Richard}, 
  year={2012}, 
  pages={59–76}
  }

@Article{GouletPigeon2008,
  author = 	 {Goulet, V. and Pigeon, M.},
  title = 	 {Statistical Modeling of Loss Distributions Using
                  \pkg{actuar}},
  journal = 	 {R News},
  year = 	 2008,
  volume = 	 8,
  number = 	 1,
  pages = 	 {34-40},
  month = 	 {May},
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  language =	 {english}
}

@Article{GouletPouliot2008,
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  note = 	 {To appear},
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  author =	 {Goulet, V.},
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  pages = 	 {49-62},
  language =	 {english}
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@InProceedings{Hachemeister1975,
  author =	 {Hachemeister, C. A.},
  title =	 {Credibility for Regression Models with Application
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  series =	 {Proceedings of the berkeley Actuarial Research
                  Conference on Credibility},
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  address =	 {New York},
  language =	 {english}
}

@Book{HoggKlugman1984,
  author =	 {Hogg, R. V. and Klugman, S. A.},
  title =	 {Loss Distributions},
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  author =	 {Jewell, W. S.},
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@Book{GoovaertsHoogstad1987,
  author =	 {Goovaerts, M. J. and Hoogstad, W. J.},
  title =	 {Credibility theory},
  series =	 {Surveys of actuarial studies},
  number =	 4,
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  publisher =	 {Nationale-Nederlanden N.V.},
  address =	 {Netherlands},
  language =	 {english}
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@Book{KlugmanPanjerWillmot1998,
  author =	 {Klugman, S. A. and Panjer, H. H. and Willmot, G.},
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  publisher = 	 {Wiley},
  year = 	 1998,
  address =	 {New York},
  isbn =         {0-4712388-4-8},
  language =	 {english}
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@Book{KlugmanPanjerWillmot2004,
  author =	 {Klugman, S. A. and Panjer, H. H. and Willmot, G.},
  title = 	 {Loss Models: From Data to Decisions},
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  publisher = 	 {Wiley},
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@Book{KaassGoovaertsDhaeneDenuit2001,
  author =	 {Kaas, R. and Goovaerts, M. and Dhaene, J. and Denuit, M.},
  title = 	 {Modern actuarial risk theory},
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@Book{Neuts1981,
  author = 	 {Neuts, M. F.},
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@Unpublished{Ohlsson2005,
  author = 	 {Ohlsson, E.},
  title = 	 {Simplified estimation of structure parameters in
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@misc{Michaels2002,
  title = 	 {{APH}: how the love carnal and silicone implants nearly destroyed {L}loyd's (slides)},
  author = 	 {Darren Michaels},
  address = 	 {Institute of Actuaries},
  month = 	 {December},
  year = 	 {2002},
  note = 	 {Presented at the Younger Members' Convention},
  Howpublished = {\url{https://www.actuaries.org.uk/system/files/documents/pdf/aph-how-love-canal-and-silicone-breasts.pdf}}
}

  @Article{systemfit,
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    url = {https://doi.org/10.18637/jss.v023.i04},
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@Article{BaierNeuwirth2007,
  author = 	 {Thomas Baier and Erich Neuwirth},
  title = 	 { Excel :: COM :: R},
  journal = 	 {Computational Statistics},
  year = 	 {2007},
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@misc{Gravelsons2009,
  title = 	 {B12: UK Asbestos Working Party update 2009},
  author = 	 {Brian Gravelsons and Matthew Ball and Dan Beard and Robert Brooks and Naomi Couchman and Brian Gravelsons and Charlie Kefford and Darren Michaels and Patrick Nolan and Gregory Overton and Stephen Robertson-Dunn and Emiliano Ruffini and Graham Sandhouse and Jerome Schilling and Dan Sykes and Peter Taylor and Andy Whiting and Matthew Wilde and John Wilson},
  month = 	 {October},
  year = 	 {2009},
  note = 	 {Presented at the General Insurance Convention},
  Howpublished = {\url{https://www.actuaries.org.uk/system/files/documents/pdf/b12asbestoswp.pdf}}
}

@misc{MaynardDeSilvaHollowayGesmannLauHarnett2006,
  title = 	 {An actuarial toolkit. Introducing {T}he {T}oolkit {M}anifesto},
  author = 	 {Trevor Maynard and Nigel De Silva and Richard Holloway and Markus Gesmann and Sie Lau and John Harnett},
  year = 	 {2006},
  note = 	 {General Insurance Convention},
  Howpublished = {\url{https://www.actuaries.org.uk/system/files/documents/pdf/actuarial-toolkit.pdf}}
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@Manual{SuppDists,
  title = {SuppDists: Supplementary distributions},
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@Article{DutangGouletPigeon2008,
  author = 	 {Dutang, C and Goulet, V. and Pigeon, M.},
  title = 	 {actuar: An {R} Package for Actuarial Science},
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  language = 	 {english}
}

@Article{GouletOuellet2008,
  author = 	 {Goulet, V. and Ouellet, T.},
  title = 	 {On parameter estimation in hierarchical credibility},
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  language =	 {english}
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@Manual{LawsSchmid2011,
    title = {lossDev: Robust Loss Development Using MCMC},
    author = {Christopher W. Laws and Frank A. Schmid},
    year = {2011},
    note = {R package version 3.0.0-1},
    Howpublished = {\url{https://lossdev.r-forge.r-project.org}}
  }

@Article{Christofides1997,
  author = {Stavros Christofides},
  title = {Regression models based on log-incremental payments},
  journal = {Claims Reserving Manual},
  volume = {Volume 2 D5},
  month = {September},
  year = {1997}
}


@Article{GiganteSigalotti2005,
  author = {Gigante and Sigalotti},
  title = {Model Risk In Claims Reserving with GLM},
  journal = {Giornale dell IIA},
  volume = {LXVIII},
  pages = {55 -- 87},
  year = {2005}
}

@Manual{Murphy2011,
    title = {mondate: Keep track of dates in terms of months},
    author = {Daniel Murphy},
    year = {2021},
    note = {R package version 0.10.02},
    Howpublished = {\url{https://CRAN.R-project.org/package=mondate}}
  }

 @Manual{Delignette-MullerPouillotDenisDutang2011,
    title = {fitdistrplus: help to fit of a parametric distribution to non-censored or censored data },
    author = {Marie Laure Delignette-Muller and Regis Pouillot and Jean-Baptiste Denis and Christophe Dutang},
    year = {2010},
    note = {R package version 0.1-3}
  }

%%% ChainLadder cited by others

@manual{Escoto2011,
	Author = {Benedict Escoto},
	Date-Added = {2011-11-12 20:23:10 +0000},
	Date-Modified = {2011-11-12 20:24:15 +0000},
	Edition = {0.5-1},
	Month = {January},
	Title = {favir: Formatted Actuarial Vignettes in R},
	Howpublished = {\url{https://github.com/cran/favir}},
	Year = 2011,
	Bdsk-Url-1 = {https://github.com/cran/favir}
}

@manual{Zhang2010b,	
        Author = {Yanwei Zhang},
	Date-Added = {2011-11-12 20:15:52 +0000},
	Date-Modified = {2011-11-12 20:30:06 +0000},
	Keywords = {Chain ladder; multivariate; seemingly unrelated regression},
	Organization = {CNA {I}nsurance {C}ompany},
	Title = {A General Multivariate Chain Ladder Model},
	Howpublished = {\url{https://www.actuaryzhang.com/publication/generalChainLadder.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {https://www.actuaryzhang.com/publication/generalChainLadder.pdf}}

@manual{Orr2007,
	Author = {James Orr},
	Date-Added = {2011-11-12 20:13:34 +0000},
	Date-Modified = {2011-11-12 20:30:24 +0000},
	Edition = {{C}olloqiua {O}rlando},
	Keywords = {Insurance claims reserving, claims number model, multi-state model, Markov Chain, Bayesian},
	Organization = {ASTIN},
	Title = {A Simple Multi-State Reserving Model},
	Howpublished = {\url{https://www.actuaries.org/ASTIN/Colloquia/Orlando/Papers/Orr.pdf}},
	Year = {2007},
	Bdsk-Url-1 = {https://www.actuaries.org/ASTIN/Colloquia/Orlando/Papers/Orr.pdf}}

@manual{Spedicato2011,
	Author = {Giorgio Alfredo Spedicato},
	Date-Modified = {2011-11-12 20:04:14 +0000},
	Edition = {1.3.8},
	Organization = {StatisticalAdvisor Inc},
	Title = {Introduction to lifecontingencies Package},
	Howpublished = {\url{https://CRAN.R-project.org/package=lifecontingencies/}},
	Year = {2022},
	Bdsk-Url-1 = {https://CRAN.R-project.org/package=lifecontingencies/}}

@manual{MariaDoloresMartinezMiranda2010,
	Author = {Maria Dolores Martinez Miranda and Bent Nielsen and Jens Perch Nielsen and Richard Verrall},
	Date-Added = {2011-11-12 19:59:06 +0000},
	Date-Modified = {2011-11-12 20:01:22 +0000},
	Month = {September},
	Organization = {CASS},
	Title = {Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers},
	Howpublished = {\url{https://www.cassknowledge.com/sites/default/files/article-attachments/514~~cash_flow_simulation.pdf.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {https://www.cassknowledge.com/sites/default/files/article-attachments/514~~cash_flow_simulation.pdf.pdf}}

@manual{MariaDoloresMartinezMiranda2011,
	Author = {Maria Dolores Martinez Miranda and Jens Perch Nielsen and Richard Verrall},
	Date-Added = {2011-11-12 19:54:45 +0000},
	Date-Modified = {2011-11-12 20:30:59 +0000},
	Edition = {{C}olloqiua {M}adrid},
	Keywords = {Bootstrapping; Chain Ladder; Claims Reserves; Reserve Risk},
	Organization = {ASTIN},
	Title = {Double Chain Ladder},
	Howpublished = {\url{https://www.actuaries.org/ASTIN/Colloquia/Madrid/Papers/Miranda_Nielsen_Verrall_1.pdf}},
	Year = {2010},
	Bdsk-Url-1 = {https://www.actuaries.org/ASTIN/Colloquia/Madrid/Papers/Miranda_Nielsen_Verrall_1.pdf}
	}

@manual{Nichols2009,
	Annote = {Brian Gray Memorial Scholarship Report },
	Author = {Luke Nichols},
	Date-Added = {2011-11-12 19:46:24 +0000},
	Date-Modified = {2011-11-12 19:55:07 +0000},
	Keywords = {APRA},
	Month = {December},
	Organization = {Australian Prudential Regulation Authority (APRA)},
	Title = {Multimodel Inference for Reserving},
	Howpublished = {\url{https://www.apra.gov.au/AboutAPRA/WorkingAtAPRA/Documents/Luke-Nichols_Multimodel-Inference-for-Reserving.pdf}},
	Urldate = {2011/11/12},
	Year = {2009},
	Bdsk-Url-1 = {https://www.apra.gov.au/AboutAPRA/WorkingAtAPRA/Documents/Luke-Nichols_Multimodel-Inference-for-Reserving.pdf}
}


@Misc{Schirmacher2010,
  author = 	 {Ernesto Schirmacher},
  title = 	 {Reserve Variability Calculations, Chain Ladder, {R}, and {E}xcel},
  howpublished = {\url{https://www.casact.org/affiliates/cane/0910/schirmacher.pdf}},
  year = 	 {2010},
  month =        {September},
  note = 	 {Presentation at the Casualty Actuaries of {N}ew {E}ngland (CANE) meeting}
}

@Article{Mack_Benktander2000,
  author = 	 {Thomas Mack},
  title = 	 {Credible Claims Reserve: The Benktander Method},
  journal = 	 {ASTIN Bulletin},
  year = 	 {2000},
  volume = 	 {30},
  number = 	 {2},
  pages = 	 {333 -- 347}
}

@Article{Mack_distributionfree1993,
  author = 	 {Thomas Mack},
  title = 	 {Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates},
  journal = 	 {ASTIN Bulletin},
  year = 	 {1993},
  volume = 	 {23},
  pages = 	 {213 -- 225}
}

@Article{Benktander1976,
  author = 	 {Gunnar Benktander},
  title = 	 {An Approach to Credibility in Calculation IBNR for Casualty Excess Reinsurance},
  journal = 	 {The Actuarial Review},
  year = 	 {1976},
  pages = 	 {7},
  month = 	 {April}
}


@Article{BornhuetterFerguson,
  author = 	 {Bornhuetter,R.L. and Ferguson, R.E.},
  title = 	 {The Acutary and IBNR},
  journal = 	 {Proceedings of the Casualty Actuarial Society},
  pages = 	 {181 -- 195},
  year = 	 {1972},
  volume = 	 {LIX}
}


@Article{Mack_Tail1999,
  author = 	 {Thomas Mack},
  title = 	 {The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor},
  journal = 	 {ASTIN Bulletin},
  year = 	 {1999},
  volume = 	 {29},
  number = 	 {2},
  pages = 	 {361 -- 366}
}

@Article{Mack_WhichStochastik,
  author = 	 {Thomas Mack},
  title = 	 {Which Stochastik Model is Underlying the Chain Ladder Method?},
  journal = 	 {Insurance Mathematics and Economics},
  year = 	 {1994},
  volume = 	 {15},
  number = 	 {2/3},
  pages = 	 {133 -- 138}
}


@Article{ZehnwirthBarnettProceedings,
  author =       {Ben Zehnwirth and Glen Barnett},
  title = 	 {Best Estimates for Reserves},
  year = 	 {2000},
  journal =    {Proceedings of the CAS},
  volume = 	 {LXXXVII},
  number = 	 {167},
  month = 	 {November}

}

@Article{DanielMurphy1994,
  author = 	 {Daniel Murphy},
  title = 	 {Unbiased Loss Development Factors},
  journal = 	 {PCAS},
  year = 	 {1994},
  volume = 	 {81},
  pages = 	 {154 -- 222}
}


@ARTICLE{Zhang:2012,
    AUTHOR = {Yanwei Zhang},
    TITLE = {Likelihood-based and Bayesian Methods for Tweedie Compound Poisson Linear Mixed Models},
    JOURNAL = {Statistics and Computing},
    NOTE = {forthcoming},
    YEAR = 2012
    }

@ARTICLE{ProhlSchmidt2005,
    AUTHOR = {Carsten Pr\"{o}hl and Klaus D. Schmidt},
    TITLE = {Multivariate chain-ladder},
    JOURNAL = {Dresdner Schriften zur Versicherungsmathematik},
    YEAR = 2005
    } 
    
@ARTICLE{Prohl;Schmidt:2005,
    AUTHOR = {Carsten Pr\"{o}hl and Klaus D. Schmidt},
    TITLE = {Multivariate chain-ladder},
    JOURNAL = {Dresdner Schriften zur Versicherungsmathematik},
    YEAR = 2005
    } 

@ARTICLE{MerzWuthrich2008,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = {Prediction error of the multivariate chain ladder reserving method},
    JOURNAL = {North American Actuarial Journal},
    YEAR = 2008,
  volume = 	 {12},
  pages = 	 {175 -- 197}
    } 
    
@ARTICLE{Merz;Wuthrich:2008,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = {Prediction error of the multivariate chain ladder reserving method},
    JOURNAL = {North American Actuarial Journal},
    YEAR = 2008,
  volume = 	 {12},
  pages = 	 {175 -- 197}
    } 
  

@ARTICLE{MW2008,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = {Modelling the claims development result for solvency purposes},
    JOURNAL = {CAS E-Forum},
    YEAR = 2008,
    volume = 	 {Fall},
    pages = 	 {542 -- 568}
    } 

@ARTICLE{MerzWuthrich2014,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = { laims run-off uncertainty: the full picture},
    JOURNAL = {SSRN Manuscript},
    YEAR = 2014,
    volume = 	 {2524352}
    }  
    
@ARTICLE{Merz;Wuthrich:2014,
    AUTHOR = {Michael Merz and Mario V. W\"{u}thrich},
    TITLE = { laims run-off uncertainty: the full picture},
    JOURNAL = {SSRN Manuscript},
    YEAR = 2014,
    volume = 	 {2524352}
    }   

@ARTICLE{Buchwalder:2006,
    AUTHOR = {Buchwalder, M. and B\"{u}hlmann, H. and Merz, M. and  W\"{u}thrich, M.V},
    TITLE = {The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited)},
    JOURNAL = {North American Actuarial Journal},
    YEAR = 2006,
  volume = 	 {36},
  pages = 	 {521 -- 542}
    } 


@ARTICLE{ZhangVanjaGuszcza2012,
    AUTHOR = {Yanwei Zhang and Vanja Dukic and James Guszcza},
    TITLE = {A Bayesian Nonlinear Model for Forecasting Insurance Loss Payments},
    JOURNAL = {Journal of the Royal Statistical Society, Series A},
    YEAR = 2012,
  volume = 	 {175},
  pages = 	 {637 -- 656}
    } 
    
@ARTICLE{Zhang;Vanja;Guszcza:2012,
    AUTHOR = {Yanwei Zhang and Vanja Dukic and James Guszcza},
    TITLE = {A Bayesian Nonlinear Model for Forecasting Insurance Loss Payments},
    JOURNAL = {Journal of the Royal Statistical Society, Series A},
    YEAR = 2012,
  volume = 	 {175},
  pages = 	 {637 -- 656}
    } 

@manual{ClaimsReservingWorkingParty:2002,
  author = 	 {Graham Lyons and Will Forster and Paul Kedney and Ryan Warren and Helen Wilkinson},
  title = 	 {Claims Reserving Working Party paper},
  booktitle = {General Insurance Convention},
  year = 	 {2002},
  month = 	 {October},
  organization = {Institute of Actuaries}
}

@manual{JamesOrr:2012,
  author =       {James Orr}, 
  title = 	 {{GIROC} reserving research workstream},
  year = 	 {2012},
  booktitle = {{GIRO} Conference and Exhibition },
  month = 	 {November},
  organization = {Institute of Actuaries}
}


@ARTICLE{MerzWuthrich:2010,
    AUTHOR = {Merz, M. and M. W\"{u}thrich},
    TITLE = {Paid-incurred chain claims reserving method},
    JOURNAL = {Insurance: Mathematics and Economics},
    YEAR = 2010,
  volume = 	 {46(3)},
  pages = 	 {568 -- 579}
    } 

@manual{gesmann_morris,
  author = {Markus Gesmann and Jake Morris},
  title = {Hierarchical Compartmental Reserving Models},
  booktitle  = {{CAS} Research Papers},
  organization = {Casualty Actuarial Society},
  year = {2020},
  howpublished = {\url{https://www.casact.org/sites/default/files/2021-02/compartmental-reserving-models-gesmannmorris0820.pdf}}
}