The following pages link to Mario V. Wüthrich (Q188366):
Displaying 50 items.
- Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
- Financial modeling, actuarial valuation and solvency in insurance (Q444331) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- An academic view on the illiquidity premium and market-consistent valuation in insurance (Q635983) (← links)
- Paid-incurred chain claims reserving method (Q659269) (← links)
- Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207) (← links)
- Making Tweedie's compound Poisson model more accessible (Q825297) (← links)
- A heteropolymer in a medium with random droplets (Q862223) (← links)
- Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
- Prediction error in the chain ladder method (Q939374) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Scaling indentity for crossing Brownian motion in a Poissonian potential (Q1272364) (← links)
- Geodesics and crossing Brownian motion in a soft Poissonian potential (Q1304923) (← links)
- Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential (Q1307474) (← links)
- Fluctuation results for Brownian motion in a Poissonian potential (Q1389181) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Bivariate extension of the Pickands-Balkema-de Haan theorem. (Q1426654) (← links)
- Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential (Q1599985) (← links)
- Full Bayesian analysis of claims reserving uncertainty (Q1681185) (← links)
- Machine learning techniques for mortality modeling (Q1689019) (← links)
- Covariate selection from telematics car driving data (Q1707549) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. (Q1766016) (← links)
- Diffusion of a heteropolymer in a multi-interface medium (Q1777776) (← links)
- Tail dependence from a distributional point of view (Q1880891) (← links)
- Diversification of aggregate dependent risks (Q1888896) (← links)
- Modeling accounting year dependence in runoff triangles (Q1936468) (← links)
- What can we learn from telematics car driving data: a survey (Q2138624) (← links)
- Interpreting deep learning models with marginal attribution by conditioning on quantiles (Q2172619) (← links)
- Bias regularization in neural network models for general insurance pricing (Q2209793) (← links)
- Evaluation of driving risk at different speeds (Q2273980) (← links)
- Feature extraction from telematics car driving heatmaps (Q2323654) (← links)
- Neural networks applied to chain-ladder reserving (Q2323655) (← links)
- Scale-free percolation in continuum space (Q2328677) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model (Q2442535) (← links)
- Claims development result in the paid-incurred chain reserving method (Q2444707) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- Gamma mixture density networks and their application to modelling insurance claim amounts (Q2665857) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- Numerical bounds for critical exponents of crossing Brownian motion (Q2750908) (← links)
- Premium liability risks: modeling small claims (Q2801408) (← links)
- Estimation of unallocated loss adjustment expenses (Q2801410) (← links)
- Prediction error of the expected claims development result in the chain ladder method (Q2801415) (← links)
- Stochastic claims reserving methods in insurance (Q2852072) (← links)
- Higher moments of the claims development result in general insurance (Q2866017) (← links)
- Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method (Q2890516) (← links)
