Mario V. Wüthrich

发表

Selected Topics I: Chain-Ladder Methods

Michael Merz, Mario V. Wüthrich, 2012 .

Consistent Re-Calibration in Yield Curve Modeling: An Example

Mario V. Wüthrich, 2016, Causal Inference in Econometrics.

Machine learning in individual claims reserving

Mario V. Wüthrich, 2016 .

Modelling The Claims Development Result For Solvency Purposes

Michael Merz, Mario V. Wüthrich, 2008 .

Neural networks applied to chain–ladder reserving

Mario V. Wüthrich, M. Wüthrich, 2018, European Actuarial Journal.

Convolutional Neural Network Classification of Telematics Car Driving Data

Guangyuan Gao, Mario V. Wüthrich, 2019 .

Case Study: French Motor Third-Party Liability Claims

Alexander Noll, Mario V. Wüthrich, Robert Salzmann, 2018 .

Construction of Directed Assortative Configuration Graphs

Philippe Deprez, Mario V. Wüthrich, M. Wüthrich, 2015, Internet Math..

Estimation of Unallocated Loss Adjustment Expenses

Mario V. Wüthrich, Michael Merz, Hans Bühlmann, 2006 .

Machine learning techniques for mortality modeling

Pavel V. Shevchenko, Philippe Deprez, Mario V. Wüthrich, 2017 .

Sequential Monte Carlo Sampling for State Space Models

Mario V. Wüthrich, 2017, Robustness in Econometrics.

Covariate selection from telematics car driving data

Mario V. Wüthrich, 2017 .

An Individual Claims History Simulation Machine

Andrea Gabrielli, Mario V. Wüthrich, M. Wüthrich, 2018 .

Neural Networks Applied to Chain-Ladder Reserving

Mario V. Wüthrich, 2017 .

Paid-Incurred Chain Claims Reserving Method

Michael Merz, Mario V. Wüthrich, M. Merz, 2010 .

LocalGLMnet: interpretable deep learning for tabular data

Mario V. Wüthrich, Ronald Richman, M. Wüthrich, 2021, SSRN Electronic Journal.

Collective reserving using individual claims data

Mathias Lindholm, Mario V. Wüthrich, Łukasz Delong, 2021 .

The balance property in neural network modelling

Mario V. Wüthrich, M. Wüthrich, 2021, Statistical Theory and Related Fields.

Boosting Poisson regression models with telematics car driving data

Guangyuan Gao, Mario V. Wüthrich, He Wang, 2021 .

Gamma Mixture Density Networks and their application to modelling insurance claim amounts

Mathias Lindholm, Mario V. Wüthrich, Łukasz Delong, 2021, Insurance: Mathematics and Economics.

LASSO Regularization within the LocalGLMnet Architecture

Mario V. Wüthrich, Ronald Richman, 2021, SSRN Electronic Journal.

Interpreting deep learning models with marginal attribution by conditioning on quantiles pdf

Andreas Tsanakas, Michael Merz, Mario V. Wüthrich, 2021, Data Mining and Knowledge Discovery.

Time-series forecasting of mortality rates using deep learning

Francesca Perla, Mario V. Wüthrich, Salvatore Scognamiglio, 2021 .

EDITORIAL: YES, WE CANN!

Michael Merz, Mario V. Wüthrich, M. Merz, 2018, ASTIN Bulletin.

BERNOULLI'S LAW OF LARGE NUMBERS

Erwin Bolthausen, Mario V. Wüthrich, E. Bolthausen, 2013, ASTIN Bulletin.

Bounds on the estimation error in the chain ladder method

Michael Merz, Mario V. Wüthrich, Hans Bühlmann, 2008 .

Statistical modelling and forecasting of outstanding liabilities in non-life insurance

Jens Perch Nielsen, M. D. Martínez-Miranda, Mario V. Wüthrich, 2012 .

Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result

Franco Moriconi, Alois Gisler, Mario V. Wüthrich, 2009, ASTIN Bulletin.

Uncertainty of the claims development result in the chain ladder method

Michael Merz, Mario V. Wüthrich, Natalia Lysenko, 2009 .

Individual Claim Development with Machine Learning

Salma Jamal, Greg Taylor, Frank Cuypers, 2017 .

Bayesian prediction of disability insurance frequencies using economic indicators

Mario V. Wüthrich, Catherine Donnelly, 2012, Annals of Actuarial Science.

Analysis of the Expected Shortfall of Aggregate Dependent Risks

Matthias Löwe, Mario V. Wüthrich, Stan Alink, 2005, ASTIN Bulletin.

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models

Gareth W. Peters, Pavel V. Shevchenko, Mario V. Wüthrich, 2009, ASTIN Bulletin.

Prediction Error of the Multivariate Chain Ladder Reserving Method

Michael Merz, Mario V. Wüthrich, 2008 .

Feature extraction from telematics car driving heatmaps

Guangyuan Gao, Mario V. Wüthrich, 2018, European Actuarial Journal.

Credibility for the Chain Ladder Reserving Method

Alois Gisler, Mario V. Wüthrich, M. Wüthrich, 2008 .

The One-Year Runoff Uncertainty for Discounted Claims Reserves

Mario V. Wüthrich, Hans Bühlmann, 2009 .

For example,

Paul Embrechts, Mario V. Wüthrich, Dominik D. Lambrigger, 2022 .

Combining Chain-Ladder and Additive Loss Reserving Method for Dependent Lines of Business

Michael Merz, Mario V. Wüthrich, 2008 .

Dependence modelling in multivariate claims run-off triangles

Enkelejd Hashorva, Michael Merz, Mario V. Wüthrich, 2013 .

Financial Modeling, Actuarial Valuation and Solvency in Insurance

Michael Merz, Mario V. Wüthrich, M. Merz, 2013 .

Market-Consistent Actuarial Valuation

Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer, 2007 .

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

Paul Embrechts, Mario V. Wüthrich, Johanna Nešlehová, 2009 .

Tail Dependence from a Distributional Point of View

Mario V. Wüthrich, Alessandro Juri, A. Juri, 2003 .

Diversification of aggregate dependent risks

Matthias Löwe, Mario V. Wüthrich, Stan Alink, 2004 .

DATA COMBINATION UNDER BASEL II AND SOLVENCY 2: OPERATIONAL RISK GOES BAYESIAN

Pavel V. Shevchenko, Mario V. Wüthrich, Dominik D. Lambrigger, 2008 .