- Generalized estimating equations in claims reserving2012 | Faculty of Mathematics and Physics
- A model of prudent claims reserving and of the required risk capital2008 | Faculty of Mathematics and Physics
- Modeling Dependencies in Claims Reserving with GEE2013 | Faculty of Mathematics and Physics
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING2022 | Faculty of Mathematics and Physics
- Holt-Winters method for run-off triangles in claims reserving2023 | Faculty of Mathematics and Physics
- Conditional least squares and copulae in claims reserving for a single line of business2014 | Faculty of Mathematics and Physics
- STOCHASTIC CLAIMS RESERVING IN INSURANCE USING RANDOM EFFECTS2017 | Faculty of Mathematics and Physics
- Applying state space models to stochastic claims reserving2021 | Faculty of Mathematics and Physics
- State-space modeling of claims reserves in non-life insurance +12021 | Faculty of Mathematics and Physics
- Asymptotic consistency and inconsistency of the chain ladder2012 | Faculty of Mathematics and Physics
- Infinitely stochastic micro reserving2021 | Faculty of Mathematics and Physics
- Calculation of the capital requirement for technical risk in non-life insurance using a multiplicative model2007 | Faculty of Mathematics and Physics