Edit Profile (opens in new tab) Wüthrich, Mario Valentin Compute Distance To: Compute Author ID: wuthrich.mario-valentin Published as: Wüthrich, Mario V.; Wütrich, Mario V.; Wüthrich, Mario Valentin; Wüthrich, M. V. more...less Homepage: https://people.math.ethz.ch/~wueth/ External Links: MGP Documents Indexed: 92 Publications since 1998, including 5 Books Co-Authors: 48 Co-Authors with 67 Joint Publications 733 Co-Co-Authors all top 5 Co-Authors 25 single-authored 15 Merz, Michael 8 Bühlmann, Hans 5 Gao, Guangyuan 4 Buchwalder, Markus 4 Lindholm, Mathias 4 Tsanakas, Andreas 4 Verrall, Richard J. 3 Delong, Łukasz 3 Deprez, Philippe 3 Embrechts, Paul 3 Gisler, Alois 3 Happ, Sebastian 3 Merkl, Franz 3 Peters, Gareth William 3 Richman, Ronald 3 Salzmann, Robert 3 Shevchenko, Pavel V. 2 Alink, Stan 2 Furrer, Hansjörg 2 Juri, Alessandro 2 Löwe, Matthias 2 Malamud, Semyon 2 Martínez Miranda, María Dolores 2 Meng, Shengwang 2 Nielsen, Jens Perch 2 Stefanovits, David 2 Teichmann, Josef 2 Trubowitz, Eugene 1 Alai, Daniel H. 1 Bolthausen, Erwin 1 Boonen, Tim J. 1 Černý, Aleš 1 De Felice, Massimo 1 den Hollander, Frank 1 England, Peter D. 1 Gabrielli, Andrea 1 Harms, Philipp 1 Huber, Laurent J. 1 Lambrigger, Dominik D. 1 Lysenko, Natalia 1 Maier, Ramona 1 Moriconi, Franco 1 Nešlehová, Johanna G. 1 Perla, Francesca 1 Saluz, Annina 1 Scognamiglio, Salvatore 1 Targino, Rodrigo S. 1 Yang, Hanfang all top 5 Serials 17 ASTIN Bulletin 14 Insurance Mathematics & Economics 12 European Actuarial Journal 11 Scandinavian Actuarial Journal 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 North American Actuarial Journal 3 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 3 Extremes 2 Probability Theory and Related Fields 2 EAA Series 1 Journal of Statistical Physics 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Proceedings of the American Mathematical Society 1 Statistica Neerlandica 1 Machine Learning 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 Internet Mathematics 1 SORT. Statistics and Operations Research Transactions 1 Mathematics and Financial Economics 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 Springer Finance all top 5 Fields 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Computer science (68-XX) 3 Numerical analysis (65-XX) 2 Combinatorics (05-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 82 Publications have been cited 796 times in 469 Documents Cited by ▼ Year ▼ Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 103 2008 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 47 2009 Copula convergence theorems for tail events. Zbl 1039.62043Juri, Alessandro; Wüthrich, Mario V. 44 2002 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 39 2003 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 35 2009 Diversification of aggregate dependent risks. Zbl 1052.62105Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 33 2004 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 26 2009 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 Machine learning in individual claims reserving. Zbl 1416.91225Wüthrich, Mario V. 20 2018 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 19 2013 Credibility for the chain ladder reserving method. Zbl 1274.91486Gisler, Alois; Wüthrich, Mario V. 19 2008 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 18 2003 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 16 2003 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099Wüthrich, Mario V. 15 1998 Market consistent pricing of insurance products. Zbl 1256.91018Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 15 2008 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 15 2010 Scale-free percolation in continuum space. Zbl 1436.60079Deprez, Philippe; Wüthrich, Mario V. 13 2019 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 12 2010 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073Wüthrich, Mario V. 11 1998 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 11 2010 Diversification for general copula dependence. Zbl 1149.62042Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 11 2007 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 10 2013 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 10 2019 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 10 2018 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074Wüthrich, Mario V. 9 2010 “A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133Wüthrich, Mario V. 9 2012 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085Wüthrich, Mario V. 9 2002 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 8 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 8 2017 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 8 2012 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107Salzmann, Robert; Wütrich, Mario V. 8 2010 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 7 2020 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 7 2017 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V. 7 2009 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099Wüthrich, Mario V. 6 1998 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 6 2018 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; Wüthrich, Mario V. 6 2013 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036Merkl, Franz; Wüthrich, Mario V. 6 2002 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 6 2013 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022Merkl, Franz; Wüthrich, Mario V. 6 2001 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 5 2021 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 5 2015 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239Verrall, Richard J.; Wüthrich, Mario V. 5 2012 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 5 2016 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 4 2015 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 4 2011 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 3 2012 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158Alai, Daniel H.; Wüthrich, Mario V. 3 2009 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 3 2011 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 3 2008 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282Wüthrich, Mario V. 3 2020 Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442Merz, Michael; Wüthrich, Mario V. 2 2012 Consistent yield curve prediction. Zbl 1390.91310Teichmann, Josef; Wüthrich, Mario V. 2 2016 From ruin theory to solvency in non-life insurance. Zbl 1401.91202Wüthrich, Mario V. 2 2015 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 2 2014 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022Merkl, Franz; Wüthrich, Mario V. 2 2001 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 Prediction error in the chain ladder method. Zbl 1141.91644Wüthrich, Mario V. 2 2008 Extreme value theory and Archimedean copulas. Zbl 1141.60032Wüthrich, Mario V. 2 2004 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 2 2018 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 2 2021 Boosting Poisson regression models with telematics car driving data. Zbl 07510312Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 2 2022 Collective reserving using individual claims data. Zbl 1492.91285Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 2 2022 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V. 1 2007 A heteropolymer in a medium with random droplets. Zbl 1113.60098Wüthrich, Mario V. 1 2006 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645Wüthrich, Mario V. 1 2013 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048Wüthrich, Mario V. 1 2004 Evaluation of driving risk at different speeds. Zbl 1425.91222Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 1 2019 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398Maier, Ramona; Wüthrich, Mario V. 1 2009 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 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356Wüthrich, Mario V. 1 2005 Boosting Poisson regression models with telematics car driving data. Zbl 07510312Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 2 2022 Collective reserving using individual claims data. Zbl 1492.91285Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 2 2022 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 5 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 2 2021 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 7 2020 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282Wüthrich, Mario V. 3 2020 Scale-free percolation in continuum space. Zbl 1436.60079Deprez, Philippe; Wüthrich, Mario V. 13 2019 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 10 2019 Evaluation of driving risk at different speeds. Zbl 1425.91222Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 1 2019 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Machine learning in individual claims reserving. Zbl 1416.91225Wüthrich, Mario V. 20 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 10 2018 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 6 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 2 2018 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 8 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 8 2017 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 7 2017 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 5 2016 Consistent yield curve prediction. Zbl 1390.91310Teichmann, Josef; Wüthrich, Mario V. 2 2016 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 5 2015 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 4 2015 From ruin theory to solvency in non-life insurance. Zbl 1401.91202Wüthrich, Mario V. 2 2015 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 2 2014 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 19 2013 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 10 2013 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; Wüthrich, Mario V. 6 2013 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 6 2013 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645Wüthrich, Mario V. 1 2013 “A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133Wüthrich, Mario V. 9 2012 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 8 2012 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239Verrall, Richard J.; Wüthrich, Mario V. 5 2012 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 3 2012 Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442Merz, Michael; Wüthrich, Mario V. 2 2012 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 4 2011 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 3 2011 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 15 2010 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 12 2010 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 11 2010 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074Wüthrich, Mario V. 9 2010 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107Salzmann, Robert; Wütrich, Mario V. 8 2010 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 47 2009 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 35 2009 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 26 2009 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V. 7 2009 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158Alai, Daniel H.; Wüthrich, Mario V. 3 2009 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398Maier, Ramona; Wüthrich, Mario V. 1 2009 Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 103 2008 Credibility for the chain ladder reserving method. Zbl 1274.91486Gisler, Alois; Wüthrich, Mario V. 19 2008 Market consistent pricing of insurance products. Zbl 1256.91018Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 15 2008 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 3 2008 Prediction error in the chain ladder method. Zbl 1141.91644Wüthrich, Mario V. 2 2008 Diversification for general copula dependence. Zbl 1149.62042Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 11 2007 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 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 A heteropolymer in a medium with random droplets. Zbl 1113.60098Wüthrich, Mario V. 1 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 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356Wüthrich, Mario V. 1 2005 Diversification of aggregate dependent risks. Zbl 1052.62105Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 33 2004 Extreme value theory and Archimedean copulas. Zbl 1141.60032Wüthrich, Mario V. 2 2004 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048Wüthrich, Mario V. 1 2004 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 39 2003 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 18 2003 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 16 2003 Copula convergence theorems for tail events. Zbl 1039.62043Juri, Alessandro; Wüthrich, Mario V. 44 2002 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085Wüthrich, Mario V. 9 2002 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036Merkl, Franz; Wüthrich, Mario V. 6 2002 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022Merkl, Franz; Wüthrich, Mario V. 6 2001 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022Merkl, Franz; Wüthrich, Mario V. 2 2001 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099Wüthrich, Mario V. 15 1998 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073Wüthrich, Mario V. 11 1998 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099Wüthrich, Mario V. 6 1998 all cited Publications top 5 cited Publications all top 5 Cited by 640 Authors 48 Wüthrich, Mario Valentin 11 Jaworski, Piotr 11 Taylor, Greg 10 Durante, Fabrizio 10 Gao, Guangyuan 9 Dhaene, Jan 9 Peters, Gareth William 9 Verrall, Richard J. 8 Avanzi, Benjamin 8 Denuit, Michel M. 8 Lindholm, Mathias 8 Meng, Shengwang 8 Merz, Michael 8 Wong, Bernard 7 Antonio, Katrien 7 Asimit, Alexandru V. 7 Embrechts, Paul 6 Barigou, Karim 6 Charpentier, Arthur 6 Mao, Tiantian 6 Tang, Qihe 6 Trufin, Julien 6 Wu, Xianyi 5 Badescu, Andrei L. 5 Chen, Ze 5 Delong, Łukasz 5 Hu, Taizhong 5 Joe, Harry 5 Loisel, Stéphane 5 Pigeon, Mathieu 5 Shevchenko, Pavel V. 4 Alai, Daniel H. 4 Albrecher, Hansjörg 4 Bakhtin, Yuri Yu. 4 Boucher, Jean-Philippe 4 Bühlmann, Hans 4 Chan, Jennifer So Kuen 4 Cossette, Hélène 4 Di Bernardino, Elena 4 Gigante, Patrizia 4 Gisler, Alois 4 Gracar, Peter 4 Hua, Lei 4 Klüppelberg, Claudia 4 Lin, X. Sheldon 4 Mörters, Peter 4 Pelsser, Antoon A. J. 4 Pešta, Michal 4 Picech, Liviana 4 Pimentel, Leandro P. R. 4 Riegel, Ulrich 4 Rullière, Didier 4 Segers, Johan 4 Shi, Peng 4 Sigalotti, Luciano 4 Tsanakas, Andreas 3 Alink, Stan 3 Assa, Hirbod 3 Boonen, Tim J. 3 Cator, Eric A. 3 Constantinescu, Corina D. 3 Díaz Hernández, Adán 3 Foschi, Rachele 3 Guillen, Montserrat 3 Happ, Sebastian 3 Hartman, Brian M. 3 Huang, Jinlong 3 Jentzen, Arnulf 3 Jones, Bruce L. 3 Landsman, Zinoviy M. 3 Li, Jinzhu 3 Lindskog, Filip 3 Löwe, Matthias 3 Mainik, Georg 3 Maume-Deschamps, Véronique 3 Ohlsson, Esbjörn 3 Pušnik, Primož 3 Qiu, Chunjuan 3 Salazar Flores, Yuri 3 Shi, Yanlin 3 Wahl, Felix 3 Zhou, Xian 2 Abdallah, Anas 2 Ahmadi Javid, Amir 2 Alm, Jonas 2 Armstrong, Scott N. 2 Bauer, Daniel J. 2 Bignozzi, Valeria 2 Boratyńska, Agata 2 Cardaliaguet, Pierre 2 Chen, Bingzheng 2 Chen, Die 2 Chi, Yichun 2 Comets, Francis M. 2 Crevecoeur, Jonas 2 Cui, Hengxin 2 Damron, Michael 2 Das, Bikramjit 2 Dean, Thomas A. 2 Diers, Dorothea ...and 540 more Authors all top 5 Cited in 93 Serials 109 Insurance Mathematics & Economics 63 ASTIN Bulletin 34 Scandinavian Actuarial Journal 24 North American Actuarial Journal 21 European Actuarial Journal 14 Extremes 12 Communications in Statistics. Theory and Methods 10 The Annals of Probability 9 Journal of Multivariate Analysis 8 Methodology and Computing in Applied Probability 7 European Journal of Operational Research 7 Dependence Modeling 6 Communications in Statistics. Simulation and Computation 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Journal of Applied Probability 5 Statistics & Probability Letters 5 The Annals of Applied Probability 5 Quantitative Finance 3 Advances in Applied Probability 3 Communications in Mathematical Physics 3 Kybernetika 3 Stochastic Processes and their Applications 3 Mathematical Problems in Engineering 3 Finance and Stochastics 3 Applied Stochastic Models in Business and Industry 3 Statistical Methods and Applications 3 Mathematics and Financial Economics 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Journal of Mathematical Analysis and Applications 2 Lithuanian Mathematical Journal 2 Scandinavian Journal of Statistics 2 Journal of Computational and Applied Mathematics 2 Journal of Econometrics 2 Proceedings of the American Mathematical Society 2 Statistics 2 Probability Theory and Related Fields 2 Journal of the American Mathematical Society 2 Computational Statistics and Data Analysis 2 Indagationes Mathematicae. New Series 2 Electronic Journal of Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Applied Statistics 2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Statistics and Computing 2 Statistics & Risk Modeling 1 Journal of Statistical Physics 1 Metrika 1 Applied Mathematics and Computation 1 Fuzzy Sets and Systems 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Functional Analysis 1 Journal of Mathematical Economics 1 Mathematics and Computers in Simulation 1 Operations Research 1 Statistica Neerlandica 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 International Journal of Approximate Reasoning 1 Queueing Systems 1 Annals of Operations Research 1 Machine Learning 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 Numerical Algorithms 1 Applied Mathematical Modelling 1 Communications in Partial Differential Equations 1 Journal of Statistical Computation and Simulation 1 Statistical Papers 1 Applied Mathematical Finance 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Mathematical Physics, Analysis and Geometry 1 Soft Computing 1 International Journal of Theoretical and Applied Finance 1 CEJOR. Central European Journal of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Acta et Commentationes Universitatis Tartuensis de Mathematica 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Nonlinear Analysis. Modelling and Control 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Stochastic Models 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 International Journal of Information Technology & Decision Making 1 Advances in Fuzzy Systems 1 Statistics Surveys 1 Journal of Probability and Statistics 1 Sankhyā. Series B all top 5 Cited in 19 Fields 322 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 266 Statistics (62-XX) 148 Probability theory and stochastic processes (60-XX) 33 Statistical mechanics, structure of matter (82-XX) 15 Computer science (68-XX) 12 Combinatorics (05-XX) 11 Partial differential equations (35-XX) 11 Operations research, mathematical programming (90-XX) 9 Numerical analysis (65-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 General and overarching topics; collections (00-XX) 2 Operator theory (47-XX) 2 Fluid mechanics (76-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year