Edit Profile (opens in new tab) Merz, Michael Compute Distance To: Compute Author ID: merz.michael Published as: Merz, Michael Homepage: https://www.bwl.uni-hamburg.de/matstat/team/merz.html External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 17 Publications since 2006, including 2 Books Co-Authors: 6 Co-Authors with 16 Joint Publications 63 Co-Co-Authors all top 5 Co-Authors 1 single-authored 15 Wüthrich, Mario Valentin 6 Bühlmann, Hans 4 Buchwalder, Markus 2 Happ, Sebastian 1 Lysenko, Natalia 1 Salzmann, Robert all top 5 Serials 4 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 3 Scandinavian Actuarial Journal 3 ASTIN Bulletin 2 Insurance Mathematics & Economics 1 Applied Stochastic Models in Business and Industry 1 North American Actuarial Journal 1 European Actuarial Journal 1 Springer Finance Fields 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 181 times in 145 Documents Cited by ▼ Year ▼ Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 100 2008 The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 24 2006 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 18 2013 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 15 2010 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 5 2015 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 3 2008 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442Merz, Michael; Wüthrich, Mario V. 2 2012 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V. 1 2007 The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 1 2006 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 5 2015 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 18 2013 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442Merz, Michael; Wüthrich, Mario V. 2 2012 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 15 2010 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 100 2008 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 3 2008 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V. 1 2007 The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 24 2006 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 1 2006 all cited Publications top 5 cited Publications all top 5 Cited by 185 Authors 23 Wüthrich, Mario Valentin 9 Taylor, Greg 8 Merz, Michael 8 Verrall, Richard J. 6 Avanzi, Benjamin 6 Dhaene, Jan 6 Lindholm, Mathias 6 Wong, Bernard 6 Wu, Xianyi 5 Antonio, Katrien 5 Denuit, Michel M. 4 Badescu, Andrei L. 4 Barigou, Karim 4 Bühlmann, Hans 4 Delong, Łukasz 4 Gigante, Patrizia 4 Gisler, Alois 4 Pešta, Michal 4 Peters, Gareth William 4 Picech, Liviana 4 Pigeon, Mathieu 4 Shi, Peng 4 Sigalotti, Luciano 3 Gao, Guangyuan 3 Happ, Sebastian 3 Huang, Jinlong 3 Lin, X. Sheldon 3 Meng, Shengwang 3 Ohlsson, Esbjörn 3 Qiu, Chunjuan 3 Riegel, Ulrich 3 Shevchenko, Pavel V. 3 Trufin, Julien 3 Tsanakas, Andreas 3 Wahl, Felix 3 Zhou, Xian 2 Assa, Hirbod 2 Boratyńska, Agata 2 Chen, Bingzheng 2 Chen, Ze 2 Diers, Dorothea 2 Engsner, Hampus 2 Hahn, Lukas Josef 2 Hartman, Brian M. 2 Linde, Marc 2 Lindskog, Filip 2 Maciak, Matúš 2 Moriconi, Franco 2 Moro, Eric Dal 2 Nichil, Geoffrey 2 Okhrin, Ostap 2 Pantelous, Athanasios A. 2 Portugal, Luis F. 2 Tang, Dameng 2 Vallois, Pierre 2 Verdonck, Tim 2 Vu, Phuong Anh 2 Yang, Lei 1 Ahn, Soohan 1 Alai, Daniel H. 1 Alm, Jonas 1 Atherino, Rodrigo 1 Augustyniak, Maciej 1 Badounas, Ioannis 1 Baldeaux, Jan 1 Basu, Sanjib 1 Bettonville, Carole 1 Biagini, Francesca 1 Bignozzi, Valeria 1 Björkwall, Susanna 1 Bonnin, François 1 Boucher, Jean-Philippe 1 Braun, Christian 1 Buchwalder, Markus 1 Černý, Aleš 1 Chan, Jennifer So Kuen 1 Chen, Tianle 1 Cheung, Eric C. K. 1 Choy, S. T. Boris 1 Christiansen, Marcus Christian 1 Cipra, Tomáš 1 Costa, Leonardo 1 Crevecoeur, Jonas 1 Dahms, Rene 1 De Felice, Massimo 1 Dong, Alice X. D. 1 d’Oultremont, Louise 1 Dupin, Gilles 1 England, Peter D. 1 Fan, Yanan 1 Forte, Salvatore 1 Frees, Edward W. 1 Freimann, Arne 1 Fröhlich, Andreas M. 1 Fung, Man Chung 1 Fung, Tsz Chai 1 Godecharle, Els 1 Godin, Frédéric 1 Gospodinov, Nikolay 1 Goudarzi, Monir ...and 85 more Authors all top 5 Cited in 26 Serials 43 Insurance Mathematics & Economics 41 ASTIN Bulletin 15 Scandinavian Actuarial Journal 11 North American Actuarial Journal 8 European Actuarial Journal 3 European Journal of Operational Research 2 Communications in Statistics. Theory and Methods 2 Journal of Applied Statistics 2 Applied Stochastic Models in Business and Industry 1 Metrika 1 Journal of Computational and Applied Mathematics 1 Communications in Statistics. Simulation and Computation 1 Statistical Papers 1 Applied Mathematical Finance 1 Journal of Nonparametric Statistics 1 Finance and Stochastics 1 Extremes 1 Methodology and Computing in Applied Probability 1 Decisions in Economics and Finance 1 Stochastic Models 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 The Annals of Applied Statistics 1 Advances in Fuzzy Systems 1 Statistics and Computing all top 5 Cited in 7 Fields 135 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 95 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.