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Market-consistent actuarial va...
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Wüthrich, Mario V.
17
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7
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4
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2
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2
Embrechts, P.
2
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Shevchenko, Pavel V.
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Alink, Stan
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Buchwalder, Markus
1
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1
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Insurance / Mathematics & economics
10
Astin bulletin : the journal of the International Actuarial Association
8
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3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
81
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Valuation portfolio in non-life insurance
Buchwalder, Markus
;
Bühlmann, Hans
;
Merz, Michael
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
107
(
2007
)
2
,
pp. 108-125
Persistent link: https://www.econbiz.de/10007740916
Saved in:
2
Diversification of aggregate dependent risks
Alink, Stan
;
Löwe, Matthias
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10006880465
Saved in:
3
Copula convergence theorems for tail events
Juri, Alessandro
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
30
(
2002
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10006894459
Saved in:
4
Extreme Value Theory and Archimedean Copulas
Wüthrich, Mario V.
- In:
Scandinavian actuarial journal : Actuarial Society of …
104
(
2004
)
3
,
pp. 211-228
Persistent link: https://www.econbiz.de/10005926452
Saved in:
5
Extreme Value Theory and Archimedean Copulas
Wüthrich, Mario V.
- In:
Scandinavian actuarial journal : Actuarial Society of …
108
(
2004
)
3
,
pp. 211-228
Persistent link: https://www.econbiz.de/10005927742
Saved in:
6
Chain ladder method: Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.
;
Wüthrich, Mario V.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10008422779
Saved in:
7
Dependence modelling in multivariate claims run-off triangles
Merz, Michael
;
Wüthrich, Mario V.
;
Hashorva, Enkelejd
- In:
Annals of actuarial science : publ. by the Institute of …
7
(
2013
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10010117333
Saved in:
8
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 352-358
Persistent link: https://www.econbiz.de/10010098510
Saved in:
9
Prediction error in the chain ladder method
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 378-388
Persistent link: https://www.econbiz.de/10007905817
Saved in:
10
Claims development result in the paid-incurred chain reserving method
Happ, Sebastian
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 66-73
Persistent link: https://www.econbiz.de/10009972457
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