Browsing All of EconStor by Author Wüthrich, Mario V.
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2014 | Demand of insurance under the cost-of-capital premium calculation principle | Merz, Michael; Wüthrich, Mario V. |
2014 | Model risk in portfolio optimization | Stefanovits, David; Schubiger, Urs; Wüthrich, Mario V. |
2015 | Modified Munich chain-ladder method | Merz, Michael; Wüthrich, Mario V. |
2015 | Best-estimates in bond markets with reinvestment risk | MacKay, Anne; Wüthrich, Mario V. |
2015 | Inhomogeneous long-range percolation for real-life network modeling | Deprez, Philippe; Hazra, Rajat Subhra; Wüthrich, Mario V. |
2016 | Understanding reporting delay in general insurance | Verrall, Richard J.; Wüthrich, Mario V. |
2016 | Consistent re-calibration of the discrete-time multifactor Vasicek model | Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. |
2017 | Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks | Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. |
2018 | An individual claims history simulation machine | Gabrielli, Andrea; Wüthrich, Mario V. |
2019 | Convolutional neural network classification of telematics car driving data | Gao, Guangyuan; Wüthrich, Mario V. |
2020 | Assessing asset-liability risk with neural networks | Cheridito, Patrick; Ery, John; Wüthrich, Mario V. |
2020 | Neural networks for the joint development of individual payments and claim incurred | Delong, Łukasz; Wüthrich, Mario V. |
2020 | Nagging predictors | Richman, Ronald; Wüthrich, Mario V. |