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Author ID: merz.michael Recent zbMATH articles by "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

Publications by Year

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 1273.91011
Wüthrich, Mario V.; Merz, Michael
100
2008
The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
18
2013
Paid-incurred chain claims reserving method. Zbl 1231.91217
Merz, Michael; Wüthrich, Mario V.
15
2010
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
5
2015
Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia
5
2009
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
Higher moments of the claims development result in general insurance. Zbl 1277.91097
Salzmann, Robert; Wütrich, Mario V.; Merz, Michael
2
2012
Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442
Merz, Michael; Wüthrich, Mario V.
2
2012
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, 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 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
1
2012
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
5
2015
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
18
2013
Higher moments of the claims development result in general insurance. Zbl 1277.91097
Salzmann, Robert; Wütrich, Mario V.; Merz, Michael
2
2012
Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442
Merz, Michael; Wüthrich, Mario V.
2
2012
Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
1
2012
Paid-incurred chain claims reserving method. Zbl 1231.91217
Merz, Michael; Wüthrich, Mario V.
15
2010
Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia
5
2009
Stochastic claims reserving methods in insurance. Zbl 1273.91011
Wüthrich, Mario V.; Merz, Michael
100
2008
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, 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 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, 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 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
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

Citations by Year

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