Edit Profile (opens in new tab) Wüthrich, Mario Valentin Co-Author Distance Author ID: wuthrich.mario-valentin Published as: Wüthrich, Mario V.; Wütrich, Mario V.; Wüthrich, Mario Valentin; Wüthrich, Mario; Wüthrich, M. V. more...less Homepage: https://people.math.ethz.ch/~wueth/ External Links: MGP Documents Indexed: 100 Publications since 1998, including 6 Books Co-Authors: 51 Co-Authors with 73 Joint Publications 771 Co-Co-Authors all top 5 Co-Authors 27 single-authored 18 Merz, Michael 8 Bühlmann, Hans 5 Gao, Guangyuan 5 Richman, Ronald 5 Tsanakas, Andreas 4 Buchwalder, Markus 4 Embrechts, Paul 4 Lindholm, Mathias 4 Verrall, Richard J. 3 Delong, Łukasz 3 Deprez, Philippe 3 Gisler, Alois 3 Happ, Sebastian 3 Merkl, Franz 3 Peters, Gareth William 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 Fissler, Tobias 1 Fung, Tsz Chai 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 Tzougas, George 1 Yang, Hanfang all top 5 Serials 18 ASTIN Bulletin 15 Insurance Mathematics & Economics 13 European Actuarial Journal 12 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 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 Data Mining and Knowledge Discovery 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 1 Springer Actuarial 1 Statistical Theory and Related Fields all top 5 Fields 74 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 10 Computer science (68-XX) 8 Statistical mechanics, structure of matter (82-XX) 3 Numerical analysis (65-XX) 2 History and biography (01-XX) 2 Combinatorics (05-XX) 1 General and overarching topics; collections (00-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 85 Publications have been cited 867 times in 512 Documents Cited by ▼ Year ▼ Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 109 2008 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 49 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. 40 2003 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 38 2009 Diversification of aggregate dependent risks. Zbl 1052.62105Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 34 2004 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 27 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. 25 2006 Machine learning in individual claims reserving. Zbl 1416.91225Wüthrich, Mario V. 23 2018 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 21 2003 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 21 2013 Credibility for the chain ladder reserving method. Zbl 1274.91486Gisler, Alois; Wüthrich, Mario V. 19 2008 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 17 2003 Market consistent pricing of insurance products. Zbl 1256.91018Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 16 2008 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099Wüthrich, Mario V. 15 1998 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. 14 2019 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085Wüthrich, Mario V. 13 2002 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 12 2019 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 12 2010 Diversification for general copula dependence. Zbl 1149.62042Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 11 2007 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 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 11 2013 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 11 2018 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 10 2017 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 9 2012 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 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. 8 2009 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107Salzmann, Robert; Wütrich, Mario V. 8 2010 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 8 2017 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 7 2020 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 7 2018 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 7 2016 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 7 2021 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022Merkl, Franz; Wüthrich, Mario V. 6 2001 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; 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 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 6 2011 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; Wüthrich, Mario V. 6 2013 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 6 2015 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099Wüthrich, Mario V. 6 1998 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239Verrall, Richard J.; Wüthrich, Mario V. 5 2012 Prediction error of the multivariate chain ladder reserving method. Zbl 1481.91180Merz, Michael; Wüthrich, Mario V. 5 2008 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 5 2018 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282Wüthrich, Mario V. 5 2020 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 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 4 2021 Boosting Poisson regression models with telematics car driving data. Zbl 07510312Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 4 2022 Collective reserving using individual claims data. Zbl 1492.91285Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 4 2022 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 4 2012 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158Alai, Daniel H.; Wüthrich, Mario V. 3 2009 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 3 2008 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 3 2011 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 From ruin theory to solvency in non-life insurance. Zbl 1401.91202Wüthrich, Mario V. 3 2015 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022Merkl, Franz; Wüthrich, Mario V. 2 2001 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 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 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 2 2014 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 Consistent yield curve prediction. Zbl 1390.91310Teichmann, Josef; Wüthrich, Mario V. 2 2016 Evaluation of driving risk at different speeds. Zbl 1425.91222Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 2 2019 Discrimination-free insurance pricing. Zbl 1484.91396Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 2 2022 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 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048Wüthrich, Mario V. 1 2004 A heteropolymer in a medium with random droplets. Zbl 1113.60098Wüthrich, Mario V. 1 2006 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V. 1 2007 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 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, 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 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645Wüthrich, Mario V. 1 2013 Construction of directed assortative configuration graphs. Zbl 1491.05179Deprez, Philippe; Wüthrich, Mario V. 1 2017 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Boosting Poisson regression models with telematics car driving data. Zbl 07510312Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 4 2022 Collective reserving using individual claims data. Zbl 1492.91285Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 4 2022 Discrimination-free insurance pricing. Zbl 1484.91396Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 2 2022 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 7 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 4 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. 5 2020 Scale-free percolation in continuum space. Zbl 1436.60079Deprez, Philippe; Wüthrich, Mario V. 14 2019 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 12 2019 Evaluation of driving risk at different speeds. Zbl 1425.91222Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 2 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. 23 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 11 2018 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 7 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 5 2018 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 10 2017 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 8 2017 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 Construction of directed assortative configuration graphs. Zbl 1491.05179Deprez, Philippe; Wüthrich, Mario V. 1 2017 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 7 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. 6 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. 3 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 21 2013 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 11 2013 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 6 2013 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; 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 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 9 2012 “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 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. 4 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 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 6 2011 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 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. 49 2009 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 38 2009 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 27 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. 8 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 109 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. 16 2008 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Prediction error of the multivariate chain ladder reserving method. Zbl 1481.91180Merz, Michael; Wüthrich, Mario V. 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. 25 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 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 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, 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. 34 2004 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 Extreme value theory and Archimedean copulas. Zbl 1141.60032Wüthrich, 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. 40 2003 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 21 2003 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 17 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. 13 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 684 Authors 50 Wüthrich, Mario Valentin 11 Jaworski, Piotr 11 Taylor, Greg 10 Antonio, Katrien 10 Dhaene, Jan 10 Durante, Fabrizio 10 Gao, Guangyuan 10 Verrall, Richard J. 9 Lindholm, Mathias 9 Merz, Michael 9 Peters, Gareth William 8 Avanzi, Benjamin 8 Denuit, Michel M. 8 Meng, Shengwang 8 Wong, Bernard 7 Asimit, Alexandru V. 7 Barigou, Karim 7 Embrechts, Paul 7 Tang, Qihe 7 Wu, Xianyi 6 Charpentier, Arthur 6 Mao, Tiantian 6 Pigeon, Mathieu 6 Shi, Peng 6 Trufin, Julien 6 Tsanakas, Andreas 5 Badescu, Andrei L. 5 Boucher, Jean-Philippe 5 Chen, Ze 5 Delong, Łukasz 5 Gracar, Peter 5 Hu, Taizhong 5 Joe, Harry 5 Loisel, Stéphane 5 Mörters, Peter 5 Pešta, Michal 5 Shevchenko, Pavel V. 4 Alai, Daniel H. 4 Albrecher, Hansjörg 4 Bakhtin, Yuri Yu. 4 Boonen, Tim J. 4 Bühlmann, Hans 4 Chan, Jennifer So Kuen 4 Cossette, Hélène 4 Crevecoeur, Jonas 4 Di Bernardino, Elena 4 Gigante, Patrizia 4 Gisler, Alois 4 Hua, Lei 4 Klüppelberg, Claudia 4 Li, Jinzhu 4 Lin, X. Sheldon 4 Linders, Daniël 4 Lindskog, Filip 4 Nielsen, Jens Perch 4 Pelsser, Antoon A. J. 4 Picech, Liviana 4 Pimentel, Leandro P. R. 4 Qiu, Chunjuan 4 Rassoul-Agha, Firas 4 Riegel, Ulrich 4 Rullière, Didier 4 Segers, Johan 4 Seppäläinen, Timo 4 Sigalotti, Luciano 3 Abdallah, Anas 3 Alink, Stan 3 Assa, Hirbod 3 Cator, Eric A. 3 Constantinescu, Corina D. 3 Díaz Hernández, Adán 3 Engsner, Hampus 3 Foschi, Rachele 3 Guillen, Montserrat 3 Happ, Sebastian 3 Hartman, Brian M. 3 Huang, Jinlong 3 Ignatieva, Katja 3 Jentzen, Arnulf 3 Jones, Bruce L. 3 Landsman, Zinoviy M. 3 Levantesi, Susanna 3 Li, Haijun 3 Löwe, Matthias 3 Mainik, Georg 3 Maume-Deschamps, Véronique 3 Nigri, Andrea 3 Ohlsson, Esbjörn 3 Pušnik, Primož 3 Richman, Ronald 3 Salazar Flores, Yuri 3 Shi, Yanlin 3 Verdonck, Tim 3 Wahl, Felix 3 Wang, Ruodu 3 Wang, Zhigao 3 Zhang, Yanwei 3 Zhou, Xian 2 Ahmadi Javid, Amir 2 Alm, Jonas ...and 584 more Authors all top 5 Cited in 100 Serials 118 Insurance Mathematics & Economics 65 ASTIN Bulletin 39 Scandinavian Actuarial Journal 28 North American Actuarial Journal 26 European Actuarial Journal 14 Extremes 12 Communications in Statistics. Theory and Methods 11 The Annals of Probability 9 Journal of Multivariate Analysis 9 Methodology and Computing in Applied Probability 8 Dependence Modeling 7 European Journal of Operational Research 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 4 Advances in Applied Probability 4 Probability Theory and Related Fields 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 Journal of Mathematical Economics 2 Proceedings of the American Mathematical Society 2 Statistics 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 Mathematics and Computers in Simulation 1 Operations Research 1 Statistica Neerlandica 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Statistical Science 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 Mathematical Programming. Series A. Series B 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 Studies in Nonlinear Dynamics and Econometrics 1 Data Mining and Knowledge Discovery 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 Industrial and Management Optimization 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 1 Statistical Theory and Related Fields 1 Probability and Mathematical Physics all top 5 Cited in 20 Fields 353 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 284 Statistics (62-XX) 159 Probability theory and stochastic processes (60-XX) 33 Statistical mechanics, structure of matter (82-XX) 18 Computer science (68-XX) 15 Combinatorics (05-XX) 12 Operations research, mathematical programming (90-XX) 11 Partial differential equations (35-XX) 10 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 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year