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The second part of the course on nonlife insurance will be dedicated to IBNR and claims reserving techniques. The main reference is the textbook by Mario Wüthrich and Michael Merz (a preliminary version can be downloaded from http://actuaries.ch/...)The first reference is Best Estimates for Reserves by by Glen Barnett and Ben Zehnwirth is available online http://casact.org/pubs/.... In 2004 , Ben Zehnwirth, Julie Sims and Mark Shapland published Will Your Next Reserve Increase Be Your Last, available on http://contingencies.org/janfeb04/.... Finally, on simulation based techniques, The Actuary published an article entitled about the bootstrap, http://insureware.com/Library/... For further readings, here are some articles, found in the CAS forums, the ASTIN conferences, etc,The Chain Ladder and Tweedie Distributed Claims Data by Greg TaylorChain-Ladder Bias: Its Reason and Meaning by Leigh Joseph HalliwellEstimating Predictive Distributions for Loss Reserve Models by Glenn MeyersUsing a Bayesian Approach for Claims Reserving by Mario WuthrichObtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion by Richard VerrallLoss Reserve Estimates: A Statistical Approach for Determining "Reasonableness" by Mark ShaplandMunich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR Projections Based on Paid Losses and IBNR Projections Based on Incurred Losses by Gerhard Quarg and Thomas MackThe Bornhuetter-Ferguson Principle by Klaus Schmidt and Mathias ZocherOn the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution by Jean-Philippe Boucher and Danail DavidovQuantifying Uncertainty in Reserve Estimates by Zia Rehman and Stuart KlugmanRobustifying Reserving by Gary Venter, Dumaria Rulina Tampubolon, see also Robustifying ReservingBootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims by Huijuan Liu and Richard VerrallPredictive Distributions for Reserves Which Separate True IBNR and IBNER Claims by Huijuan Liu and Richard VerrallThe Retrospective Testing of Stochastic Loss Reserve Models, by Glenn MeyersA GLM-Based Approach to Adjusting for Changes in Case Reserve Adequacy by Larry DeckerA Method for Modelling Varying Run-off Evolutions in Claims Reserving by Richard VerrallA Nonlinear Regression Model of Incurred But Not Reported Losses by Scott StelljesBack-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data by Jessica (Weng Kah) Leong, Shaun Wang and Han ChenA Practical Way to Estimate One-Year Reserve Risk by Ira RobbinClosed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian Approach by Ji YaoThe Prediction Error of Bornhuetter-Ferguson by Thomas MackStochastic Loss Reserving with the Collective Risk Model by Glenn MeyersOn the Accuracy of Loss Reserving Methodology Tapio Boles and Andy StaudtBootstrapping Generalized Linear Models for Development Triangles Using Deviance Residuals by Thomas HartlFitting a GLM to Incomplete Development Triangles by Thomas HartlGauss—Markov Loss Prediction in a Linear Model by Alexander Ludwig and Klaus SchmidtAnatomy of Actuarial Methods of Loss Reserving by Prakash NarayanBootstrap Modeling: Beyond the Basics by Mark R. Shapland and Jessica (Weng Kah) LeongGLM Invariants by Fred KlinkerThe Retrospective Testing of Stochastic Loss Reserve Models by Glenn Meyers and Peng ShiA GLM-Based Approach to Adjusting for Changes in Case Reserve Adequacy by Larry DeckerTesting the Assumptions of Age-to-age Factors, by Gary Venter, see also http://rationalargumentator.com/actuaryguide/...