| Stochastic claims reserving in general insurance PD England, RJ Verrall British Actuarial Journal 8 (3), 443-518, 2002 | 768 | 2002 |
| A stochastic model underlying the chain-ladder technique AE Renshaw, RJ Verrall British Actuarial Journal 4 (4), 903-923, 1998 | 364 | 1998 |
| Analytic and bootstrap estimates of prediction errors in claims reserving P England, R Verrall Insurance: mathematics and economics 25 (3), 281-293, 1999 | 362 | 1999 |
| Predictive distributions of outstanding liabilities in general insurance PD England, RJ Verrall Annals of Actuarial Science 1 (2), 221-270, 2006 | 194 | 2006 |
| Modeling operational risk with Bayesian networks RG Cowell, RJ Verrall, YK Yoon Journal of Risk and Insurance 74 (4), 795-827, 2007 | 180 | 2007 |
| An investigation into stochastic claims reserving models and the chain-ladder technique RJ Verrall Insurance: mathematics and economics 26 (1), 91-99, 2000 | 166 | 2000 |
| A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving RJ Verrall North American Actuarial Journal 8 (3), 67-89, 2004 | 127 | 2004 |
| On the estimation of reserves from loglinear models RJ Verrall Insurance: mathematics and economics 10 (1), 75-80, 1991 | 122 | 1991 |
| Credibility theory and generalized linear models JA Nelder, RJ Verrall ASTIN Bulletin: The Journal of the IAA 27 (1), 71-82, 1997 | 119 | 1997 |
| Double chain ladder MDM Miranda, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012 | 115 | 2012 |
| A state space representation of the chain ladder linear model RJ Verrall Journal of the Institute of Actuaries 116 (3), 589-609, 1989 | 113 | 1989 |
| An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data TZ Sithole, S Haberman, RJ Verrall Insurance: Mathematics and Economics 27 (3), 285-312, 2000 | 112 | 2000 |
| Bayes and empirical Bayes estimation for the chain ladder model RJ Verrall ASTIN Bulletin: The Journal of the IAA 20 (2), 217-243, 1990 | 110 | 1990 |
| A flexible framework for stochastic claims reserving PD England, RJ Verrall Proceedings of the Casualty Actuarial Society 88 (1), 1-38, 2001 | 88 | 2001 |
| Prediction of RBNS and IBNR claims using claim amounts and claim counts R Verrall, JP Nielsen, AH Jessen ASTIN Bulletin: The Journal of the IAA 40 (2), 871-887, 2010 | 87 | 2010 |
| Chain ladder and maximum likelihood RJ Verrall Journal of the Institute of Actuaries 118 (3), 489-499, 1991 | 84 | 1991 |
| On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins PD England, RJ Verrall, MV Wüthrich Insurance: Mathematics and Economics 85, 74-88, 2019 | 63 | 2019 |
| Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem MDM Miranda, JP Nielsen, S Sperlich, R Verrall Expert Systems with Applications 40 (14), 5588-5603, 2013 | 60 | 2013 |
| Claims reserving and generalised additive models R Verrall Insurance: Mathematics and Economics 19 (1), 31-43, 1996 | 60 | 1996 |
| Moving weighted average graduation using kernel estimation J Gavin, S Haberman, R Verrall Insurance: Mathematics and Economics 12 (2), 113-126, 1993 | 60 | 1993 |
