Wüthrich, Mario: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Machine learning in individual claims reserving

Wüthrich, Mario V.

Journal:

Scandinavian Actuarial Journal

Year:

2018

Language:

english

File:

PDF, 1.63 MB

english, 2018

2

Data Analytics for Non-Life Insurance Pricing

Wuthrich, Mario V., Buser, Christoph

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 6.32 MB

english, 2017

3

Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method

England, Peter D., Verrall, Richard J., Wüthrich, Mario V.

Journal:

Annals of Actuarial Science

Year:

2012

Language:

english

File:

PDF, 479 KB

english, 2012

4

Claims Frequency Modeling Using Telematics Car Driving Data

Gao, Guangyuan, Meng, Shengwang, Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 919 KB

english, 2018

5

Nesting Classical Actuarial Models into Neural Networks

Schelldorfer, Jürg, Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 1006 KB

english, 2019

6

Claims frequency modeling using telematics car driving data

Gao, Guangyuan, Meng, Shengwang, Wüthrich, Mario V.

Journal:

Scandinavian Actuarial Journal

Year:

2019

File:

PDF, 3.51 MB

2019

7

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance || Pricing of Financial Assets

Wüthrich, Mario V., Merz, Michael

Year:

2013

Language:

english

File:

PDF, 682 KB

english, 2013

8

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance ||

Wüthrich, Mario V., Merz, Michael

Year:

2013

Language:

english

File:

PDF, 7.47 MB

english, 2013

9

Double chain ladder, claims development inflation and zero-claims

Martínez Miranda, MaríA Dolores, Nielsen, Jens Perch, Verrall, Richard, Wüthrich, Mario V.

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 346 KB

english, 2015

10

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Bayesian Models

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 2.98 MB

english, 2012

11

Full Bayesian analysis of claims reserving uncertainty

Peters, Gareth W., Targino, Rodrigo S., Wüthrich, Mario V.

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 852 KB

english, 2017

12

Analysis of the Expected Shortfall of Aggregate Dependent Risks

Alink, Stan, Löwe, Matthias, Wüthrich, Mario V.

Journal:

Year:

2005

Language:

english

File:

PDF, 307 KB

english, 2005

13

Macroprudential Insurance Regulation: A Swiss Case Study

Deprez, Philippe, Wüthrich, Mario

Journal:

Year:

2016

Language:

english

File:

PDF, 1.18 MB

english, 2016

14

Modified Munich Chain-Ladder Method

Merz, Michael, Wüthrich, Mario

Journal:

Year:

2015

Language:

english

File:

PDF, 372 KB

english, 2015

15

Machine Learning in Individual Claims Reserving

Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 547 KB

english, 2016

16

Machine Learning Techniques for Mortality Modeling

Deprez, Philippe, Shevchenko, Pavel V., Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 827 KB

english, 2017

17

Neural Networks Applied to Chain-Ladder Reserving

Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 933 KB

english, 2017

18

On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins

England, Peter, Verrall, R. J., Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.64 MB

english, 2018

19

Case Study: French Motor Third-Party Liability Claims

Noll, Alexander, Salzmann, Robert, Wuthrich, Mario V.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 3.76 MB

english, 2018

20

Bias regularization in neural network models for general insurance pricing

Wüthrich, Mario V.

Journal:

European Actuarial Journal

Year:

2019

Language:

english

File:

PDF, 2.18 MB

english, 2019

21

Prediction error in the chain ladder method

Mario V. Wüthrich

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 740 KB

english, 2008

22

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

Paul Embrechts, Johanna Nešlehová, Mario V. Wüthrich

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.21 MB

english, 2009

23

Copula convergence theorems for tail events

Alessandro Juri, Mario V. Wüthrich

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 202 KB

english, 2002

24

A credibility approach to the munich chain-ladder method

Michael Merz, Mario V. Wüthrich

Journal:

Blätter der DGVFM

Year:

2006

Language:

english

File:

PDF, 409 KB

english, 2006

25

Limit distributions of upper order statistics for families of multivariate distributions

Mario V. Wüthrich

Journal:

Year:

2005

Language:

english

File:

PDF, 319 KB

english, 2005

26

Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

Paul Embrechts, Dominik D. Lambrigger, Mario V. Wüthrich

Journal:

Year:

2009

Language:

english

File:

PDF, 512 KB

english, 2009

27

Tail Dependence from a Distributional Point of View

Alessandro Juri, Mario V. Wüthrich

Journal:

Year:

2003

Language:

english

File:

PDF, 339 KB

english, 2003

28

Modeling accounting year dependence in runoff triangles

Robert Salzmann, Mario V. Wüthrich

Journal:

European Actuarial Journal

Year:

2012

Language:

english

File:

PDF, 417 KB

english, 2012

29

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance || Spot Rate Models

Wüthrich, Mario V., Merz, Michael

Year:

2013

Language:

english

File:

PDF, 2.13 MB

english, 2013

30

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance || Stochastic Forward Rate and Yield Curve Modeling

Wüthrich, Mario V., Merz, Michael

Year:

2013

Language:

english

File:

PDF, 1.31 MB

english, 2013

31

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance || State Price Deflators and Stochastic Discounting

Wüthrich, Mario V., Merz, Michael

Year:

2013

Language:

english

File:

PDF, 355 KB

english, 2013

32

Extreme Value Theory and Archimedean Copulas

Wüthrich, Mario V.

Journal:

Scandinavian Actuarial Journal

Year:

2004

Language:

english

File:

PDF, 209 KB

english, 2004

33

Best-estimate claims reserves in incomplete markets

Happ, Sebastian, Merz, Michael, Wüthrich, Mario V.

Journal:

European Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 383 KB

english, 2015

34

Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method

Wüthrich, Mario V.

Journal:

North American Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 716 KB

english, 2010

35

Bayesian prediction of disability insurance frequencies using economic indicators

Donnelly, C., Wüthrich, Mario V.

Journal:

Annals of Actuarial Science

Year:

2012

Language:

english

File:

PDF, 656 KB

english, 2012

36

From ruin theory to solvency in non-life insurance

Wüthrich, Mario V.

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 241 KB

english, 2015

37

Statistical Review of Nuclear Power Accidents

Hofert, Marius, Wüthrich, Mario V.

Journal:

Asia-Pacific Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 917 KB

english, 2012

38

Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result

BÜHLMANN, Hans, DE FELICE, Massimo, GISLER, Alois, MORICONI, Franco, WÜTHRICH, Mario V.

Journal:

Year:

2009

Language:

english

File:

PDF, 834 KB

english, 2009

39

Parameter reduction in log-normal chain-ladder models

Verrall, Richard J., Wüthrich, Mario V.

Journal:

European Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 1.38 MB

english, 2015

40

Law of large numbers and large deviations for dependent risks

Maier, Ramona, Wüthrich, Mario V.

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 249 KB

english, 2009

41

CONSISTENT YIELD CURVE PREDICTION

Teichmann, Josef, Wüthrich, Mario V.

Journal:

Year:

2016

Language:

english

File:

PDF, 698 KB

english, 2016

42

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Chain-Ladder Models

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 1.82 MB

english, 2012

43

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Selected Topics I: Chain-Ladder Methods

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 1.26 MB

english, 2012

44

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Multivariate Reserving Methods

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 2.28 MB

english, 2012

45

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Basic Methods

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 437 KB

english, 2012

46

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Generalized Linear Models

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 1.07 MB

english, 2012

47

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Introduction and Notation

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 353 KB

english, 2012

48

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Selected Topics II: Individual Claims Development Processes

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 922 KB

english, 2012

49

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Distributional Models

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 1.05 MB

english, 2012

50

Stochastic Claims Reserving Methods in Insurance (Wüthrich/Stochastic) || Bootstrap Methods

Wüthrich, Mario V., Merz, Michael

Year:

2012

Language:

english

File:

PDF, 925 KB

english, 2012