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: 106 Publications since 1998, including 6 Books and 3 Additional arXiv Preprints Co-Authors: 53 Co-Authors with 78 Joint Publications 907 Co-Co-Authors all top 5 Co-Authors 28 single-authored 18 Merz, Michael 8 Bühlmann, Hans 7 Richman, Ronald 6 Tsanakas, Andreas 5 Deprez, Philippe 5 Gao, Guangyuan 5 Lindholm, Mathias 4 Buchwalder, Markus 4 Embrechts, Paul 4 Verrall, Richard J. 3 Delong, Łukasz 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 Hazra, Rajat Subhra 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 1 Ziegel, Johanna F. all top 5 Serials 18 ASTIN Bulletin 15 Insurance Mathematics & Economics 14 European Actuarial Journal 13 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 Advances in Data Analysis and Classification. ADAC 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 76 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 11 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 95 Publications have been cited 1,003 times in 595 Documents Cited by ▼ Year ▼ Stochastic claims reserving methods in insurance. Zbl 1273.91011 Wüthrich, Mario V.; Merz, Michael 115 2008 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057 Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 57 2009 Copula convergence theorems for tail events. Zbl 1039.62043 Juri, Alessandro; Wüthrich, Mario V. 46 2002 Tail dependence from a distributional point of view. Zbl 1049.62055 Juri, Alessandro; Wüthrich, Mario V. 41 2003 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431 Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 40 2009 Diversification of aggregate dependent risks. Zbl 1052.62105 Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 36 2004 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114 Peters, 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 1162.91400 Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 26 2006 Machine learning in individual claims reserving. Zbl 1416.91225 Wüthrich, Mario V. 26 2018 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003 Wüthrich, Mario V.; Merz, Michael 24 2013 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570 Wüthrich, Mario V. 22 2003 Credibility for the chain ladder reserving method. Zbl 1274.91486 Gisler, Alois; Wüthrich, Mario V. 20 2008 Scale-free percolation in continuum space. Zbl 1436.60079 Deprez, Philippe; Wüthrich, Mario V. 19 2019 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085 Wüthrich, Mario V. 18 2002 Market consistent pricing of insurance products. Zbl 1256.91018 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 18 2008 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042 Wüthrich, Mario V. 17 2003 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099 Wüthrich, Mario V. 15 1998 Paid-incurred chain claims reserving method. Zbl 1231.91217 Merz, Michael; Wüthrich, Mario V. 15 2010 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005 Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 14 2010 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480 Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 14 2021 Claims frequency modeling using telematics car driving data. Zbl 1411.91280 Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 14 2019 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225 Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 13 2010 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 13 2018 Market value margin via mean-variance hedging. Zbl 1282.91311 Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 12 2013 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073 Wüthrich, Mario V. 11 1998 Diversification for general copula dependence. Zbl 1149.62042 Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 11 2007 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 11 2020 Statistical foundations of actuarial learning and its applications. Zbl 1515.91003 Wüthrich, Mario V.; Merz, Michael 11 2023 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191 Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 11 2017 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076 Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 10 2020 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074 Wüthrich, Mario V. 10 2010 Machine learning techniques for mortality modeling. Zbl 1405.91254 Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034 Salzmann, Robert; Wüthrich, Mario V. 9 2012 Covariate selection from telematics car driving data. Zbl 1394.62151 Wüthrich, Mario V. 9 2017 “A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133 Wüthrich, Mario V. 9 2012 Collective reserving using individual claims data. Zbl 1492.91285 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 9 2022 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099 Happ, Sebastian; Wüthrich, Mario V. 9 2013 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078 Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V. 8 2009 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107 Salzmann, Robert; Wütrich, Mario V. 8 2010 Consistent recalibration of yield curve models. Zbl 1411.91622 Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 8 2018 Prediction error of the multivariate chain ladder reserving method. Zbl 1481.91180 Merz, Michael; Wüthrich, Mario V. 8 2008 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001 Wüthrich, Mario V. 8 2016 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022 Merkl, Franz; Wüthrich, Mario V. 7 2001 Discrimination-free insurance pricing. Zbl 1484.91396 Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 7 2022 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 7 2018 Risk margin for a non-life insurance run-off. Zbl 1229.91168 Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 6 2011 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099 Wüthrich, Mario V. 6 1998 Indifference pricing for CRRA utilities. Zbl 1275.91055 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 6 2013 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036 Merkl, Franz; Wüthrich, Mario V. 6 2002 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009 Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 6 2015 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239 Verrall, Richard J.; Wüthrich, Mario V. 6 2012 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174 Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 6 2015 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 6 2021 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209 Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 5 2012 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096 Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095 Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 5 2008 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096 Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Gamma mixture density networks and their application to modelling insurance claim amounts. Zbl 1475.91294 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 5 2021 Market-consistent actuarial valuation. Zbl 1172.91004 Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Boosting Poisson regression models with telematics car driving data. Zbl 07510312 Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 5 2022 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158 Alai, Daniel H.; Wüthrich, Mario V. 4 2009 Model selection with Gini indices under auto-calibration. Zbl 1520.91357 Wüthrich, Mario V. 4 2023 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075 Wüthrich, Mario V. 3 2011 Evaluation of driving risk at different speeds. Zbl 1425.91222 Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 3 2019 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256 Merz, Michael; Wüthrich, Mario V. 3 2007 Consistent yield curve prediction. Zbl 1390.91310 Teichmann, Josef; Wüthrich, Mario V. 3 2016 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215 Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 From ruin theory to solvency in non-life insurance. Zbl 1401.91202 Wüthrich, Mario V. 3 2015 Mixture composite regression models with multi-type feature selection. Zbl 1521.91314 Fung, Tsz Chai; Tzougas, George; Wüthrich, Mario V. 3 2023 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022 Merkl, Franz; Wüthrich, Mario V. 2 2001 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029 den Hollander, Frank; Wüthrich, Mario V. 2 2004 Prediction error in the chain ladder method. Zbl 1141.91644 Wüthrich, Mario V. 2 2008 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192 Stefanovits, David; Wüthrich, Mario V. 2 2014 Higher moments of the claims development result in general insurance. Zbl 1277.91097 Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Premium liability risks: modeling small claims. Zbl 1333.91039 Wüthrich, Mario V. 2 2006 Extreme value theory and Archimedean copulas. Zbl 1141.60032 Wüthrich, Mario V. 2 2004 Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442 Merz, Michael; Wüthrich, Mario V. 2 2012 LocalGLMnet: interpretable deep learning for tabular data. Zbl 07656044 Richman, Ronald; Wüthrich, Mario V. 2 2023 The balance property in neural network modelling. Zbl 07660283 Wüthrich, Mario V. 2 2022 Interpreting deep learning models with marginal attribution by conditioning on quantiles. Zbl 1507.68272 Merz, Michael; Richman, Ronald; Tsanakas, Andreas; Wüthrich, Mario V. 2 2022 Deep quantile and deep composite triplet regression. Zbl 1508.91470 Fissler, Tobias; Merz, Michael; Wüthrich, Mario V. 2 2023 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202 Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048 Wüthrich, Mario V. 1 2004 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398 Maier, Ramona; Wüthrich, Mario V. 1 2009 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 A heteropolymer in a medium with random droplets. Zbl 1113.60098 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 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356 Wüthrich, Mario V. 1 2005 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237 Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249 Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358 England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645 Wüthrich, Mario V. 1 2013 Construction of directed assortative configuration graphs. Zbl 1491.05179 Deprez, Philippe; Wüthrich, Mario V. 1 2017 What can we learn from telematics car driving data: a survey. Zbl 1491.91106 Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 1 2022 A multi-task network approach for calculating discrimination-free insurance prices. Zbl 07901660 Lindholm, Mathias; Richman, Ronald; Tsanakas, Andreas; Wüthrich, Mario V. 1 2024 A multi-task network approach for calculating discrimination-free insurance prices. Zbl 07901660 Lindholm, Mathias; Richman, Ronald; Tsanakas, Andreas; Wüthrich, Mario V. 1 2024 Statistical foundations of actuarial learning and its applications. Zbl 1515.91003 Wüthrich, Mario V.; Merz, Michael 11 2023 Model selection with Gini indices under auto-calibration. Zbl 1520.91357 Wüthrich, Mario V. 4 2023 Mixture composite regression models with multi-type feature selection. Zbl 1521.91314 Fung, Tsz Chai; Tzougas, George; Wüthrich, Mario V. 3 2023 LocalGLMnet: interpretable deep learning for tabular data. Zbl 07656044 Richman, Ronald; Wüthrich, Mario V. 2 2023 Deep quantile and deep composite triplet regression. Zbl 1508.91470 Fissler, Tobias; Merz, Michael; Wüthrich, Mario V. 2 2023 Collective reserving using individual claims data. Zbl 1492.91285 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 9 2022 Discrimination-free insurance pricing. Zbl 1484.91396 Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 7 2022 Boosting Poisson regression models with telematics car driving data. Zbl 07510312 Gao, Guangyuan; Wang, He; Wüthrich, Mario V. 5 2022 The balance property in neural network modelling. Zbl 07660283 Wüthrich, Mario V. 2 2022 Interpreting deep learning models with marginal attribution by conditioning on quantiles. Zbl 1507.68272 Merz, Michael; Richman, Ronald; Tsanakas, Andreas; Wüthrich, Mario V. 2 2022 What can we learn from telematics car driving data: a survey. Zbl 1491.91106 Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 1 2022 Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480 Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. 14 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 6 2021 Gamma mixture density networks and their application to modelling insurance claim amounts. Zbl 1475.91294 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 5 2021 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 11 2020 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076 Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 10 2020 Scale-free percolation in continuum space. Zbl 1436.60079 Deprez, Philippe; Wüthrich, Mario V. 19 2019 Claims frequency modeling using telematics car driving data. Zbl 1411.91280 Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 14 2019 Evaluation of driving risk at different speeds. Zbl 1425.91222 Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang 3 2019 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358 England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Machine learning in individual claims reserving. Zbl 1416.91225 Wüthrich, Mario V. 26 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 13 2018 Consistent recalibration of yield curve models. Zbl 1411.91622 Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 8 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 7 2018 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191 Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 11 2017 Machine learning techniques for mortality modeling. Zbl 1405.91254 Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Covariate selection from telematics car driving data. Zbl 1394.62151 Wüthrich, Mario V. 9 2017 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215 Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 3 2017 Construction of directed assortative configuration graphs. Zbl 1491.05179 Deprez, Philippe; Wüthrich, Mario V. 1 2017 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001 Wüthrich, Mario V. 8 2016 Consistent yield curve prediction. Zbl 1390.91310 Teichmann, Josef; Wüthrich, Mario V. 3 2016 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009 Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 6 2015 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174 Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 6 2015 From ruin theory to solvency in non-life insurance. Zbl 1401.91202 Wüthrich, Mario V. 3 2015 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202 Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192 Stefanovits, David; Wüthrich, Mario V. 2 2014 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003 Wüthrich, Mario V.; Merz, Michael 24 2013 Market value margin via mean-variance hedging. Zbl 1282.91311 Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 12 2013 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099 Happ, Sebastian; Wüthrich, Mario V. 9 2013 Indifference pricing for CRRA utilities. Zbl 1275.91055 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 6 2013 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645 Wüthrich, Mario V. 1 2013 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034 Salzmann, 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 1291.91133 Wüthrich, Mario V. 9 2012 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239 Verrall, Richard J.; Wüthrich, Mario V. 6 2012 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209 Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 5 2012 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 Risk margin for a non-life insurance run-off. Zbl 1229.91168 Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 6 2011 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096 Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075 Wüthrich, Mario V. 3 2011 Paid-incurred chain claims reserving method. Zbl 1231.91217 Merz, Michael; Wüthrich, Mario V. 15 2010 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005 Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 14 2010 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225 Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 13 2010 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074 Wüthrich, Mario V. 10 2010 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107 Salzmann, Robert; Wütrich, Mario V. 8 2010 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057 Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 57 2009 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431 Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 40 2009 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114 Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 27 2009 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078 Bühlmann, 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 1224.91096 Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158 Alai, Daniel H.; Wüthrich, Mario V. 4 2009 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398 Maier, Ramona; Wüthrich, Mario V. 1 2009 Stochastic claims reserving methods in insurance. Zbl 1273.91011 Wüthrich, Mario V.; Merz, Michael 115 2008 Credibility for the chain ladder reserving method. Zbl 1274.91486 Gisler, Alois; Wüthrich, Mario V. 20 2008 Market consistent pricing of insurance products. Zbl 1256.91018 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 18 2008 Prediction error of the multivariate chain ladder reserving method. Zbl 1481.91180 Merz, Michael; Wüthrich, Mario V. 8 2008 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095 Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 5 2008 Market-consistent actuarial valuation. Zbl 1172.91004 Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Prediction error in the chain ladder method. Zbl 1141.91644 Wüthrich, Mario V. 2 2008 Diversification for general copula dependence. Zbl 1149.62042 Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 11 2007 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. 26 2006 Premium liability risks: modeling small claims. Zbl 1333.91039 Wüthrich, Mario V. 2 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 A heteropolymer in a medium with random droplets. Zbl 1113.60098 Wüthrich, Mario V. 1 2006 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249 Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356 Wüthrich, Mario V. 1 2005 Diversification of aggregate dependent risks. Zbl 1052.62105 Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 36 2004 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029 den Hollander, Frank; Wüthrich, Mario V. 2 2004 Extreme value theory and Archimedean copulas. Zbl 1141.60032 Wüthrich, Mario V. 2 2004 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048 Wüthrich, Mario V. 1 2004 Tail dependence from a distributional point of view. Zbl 1049.62055 Juri, Alessandro; Wüthrich, Mario V. 41 2003 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570 Wüthrich, Mario V. 22 2003 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042 Wüthrich, Mario V. 17 2003 Copula convergence theorems for tail events. Zbl 1039.62043 Juri, Alessandro; Wüthrich, Mario V. 46 2002 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085 Wüthrich, Mario V. 18 2002 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036 Merkl, Franz; Wüthrich, Mario V. 6 2002 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022 Merkl, Franz; Wüthrich, Mario V. 7 2001 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022 Merkl, Franz; Wüthrich, Mario V. 2 2001 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099 Wüthrich, Mario V. 15 1998 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073 Wüthrich, Mario V. 11 1998 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099 Wüthrich, Mario V. 6 1998 all cited Publications top 5 cited Publications all top 5 Cited by 802 Authors 58 Wüthrich, Mario Valentin 13 Taylor, Greg 12 Jaworski, Piotr 12 Lindholm, Mathias 11 Antonio, Katrien 11 Gao, Guangyuan 11 Verrall, Richard J. 10 Avanzi, Benjamin 10 Denuit, Michel M. 10 Dhaene, Jan 10 Durante, Fabrizio 10 Merz, Michael 10 Wong, Bernard 9 Peters, Gareth William 8 Meng, Shengwang 8 Pigeon, Mathieu 8 Trufin, Julien 8 Tsanakas, Andreas 7 Asimit, Alexandru V. 7 Bakhtin, Yuri Yu. 7 Barigou, Karim 7 Boucher, Jean-Philippe 7 Embrechts, Paul 7 Tang, Qihe 7 Wu, Xianyi 6 Charpentier, Arthur 6 Chen, Ze 6 Cossette, Hélène 6 Delong, Łukasz 6 Gracar, Peter 6 Lindskog, Filip 6 Mao, Tiantian 6 Pelsser, Antoon A. J. 6 Shi, Peng 5 Badescu, Andrei L. 5 Hu, Taizhong 5 Joe, Harry 5 Linders, Daniël 5 Loisel, Stéphane 5 Mörters, Peter 5 Nielsen, Jens Perch 5 Pešta, Michal 5 Rassoul-Agha, Firas 5 Richman, Ronald 5 Riegel, Ulrich 5 Seppäläinen, Timo 5 Shevchenko, Pavel V. 5 Yang, Yang 4 Alai, Daniel H. 4 Albrecher, Hansjörg 4 Boonen, Tim J. 4 Bühlmann, Hans 4 Chan, Jennifer So Kuen 4 Crevecoeur, Jonas 4 Di Bernardino, Elena 4 Gigante, Patrizia 4 Gisler, Alois 4 Hua, Lei 4 Klüppelberg, Claudia 4 Li, Jinzhu 4 Li, Liying 4 Lin, X. Sheldon 4 Mönch, Christian 4 Picech, Liviana 4 Pimentel, Leandro P. R. 4 Qiu, Chunjuan 4 Rullière, Didier 4 Segers, Johan 4 Sigalotti, Luciano 4 Verdonck, Tim 4 Wang, Ruodu 4 Yang, Fan 3 Abdallah, Anas 3 Alink, Stan 3 Assa, Hirbod 3 Cator, Eric A. 3 Constantinescu, Corina D. 3 Das, Bikramjit 3 Díaz Hernández, Adán 3 Engsner, Hampus 3 Foschi, Rachele 3 Fung, Tsz Chai 3 Furrer, Christian 3 Guillen, Montserrat 3 Happ, Sebastian 3 Hartman, Brian M. 3 Heydenreich, Markus 3 Huang, Jinlong 3 Ignatieva, Katja 3 Janjigian, Christopher 3 Jentzen, Arnulf 3 Jones, Bruce L. 3 Landsman, Zinoviy M. 3 Levantesi, Susanna 3 Li, Haijun 3 Löwe, Matthias 3 Lüchtrath, Lukas 3 Mainik, Georg 3 Martínez Miranda, María Dolores 3 Maume-Deschamps, Véronique ...and 702 more Authors all top 5 Cited in 111 Serials 129 Insurance Mathematics & Economics 75 ASTIN Bulletin 47 Scandinavian Actuarial Journal 40 European Actuarial Journal 34 North American Actuarial Journal 14 Extremes 12 Communications in Statistics. Theory and Methods 11 The Annals of Probability 11 Journal of Multivariate Analysis 10 Methodology and Computing in Applied Probability 8 Dependence Modeling 7 Communications in Statistics. Simulation and Computation 7 European Journal of Operational Research 6 Journal of Applied Probability 6 Annales de l’Institut Henri Poincaré. 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GAFA 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 Monte Carlo Methods and Applications 1 Applied Mathematical Finance 1 Journal of Nonparametric Statistics 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 Journal of the European Mathematical Society (JEMS) 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 Advances in Data Analysis and Classification. ADAC 1 Statistical Analysis and Data Mining 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis ...and 11 more Serials all top 5 Cited in 22 Fields 416 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 314 Statistics (62-XX) 176 Probability theory and stochastic processes (60-XX) 36 Statistical mechanics, structure of matter (82-XX) 28 Computer science (68-XX) 20 Combinatorics (05-XX) 14 Partial differential equations (35-XX) 12 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 5 Dynamical systems and ergodic theory (37-XX) 3 Biology and other natural sciences (92-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Operator theory (47-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year