Michael Merz
Management Science and Operations Research · 2006–2013
A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 24 citations into it; #7,193 of 11,946 by trust here, #8,906 by citations
- Statistics and Probability — 17 citations into it; #8,416 of 12,932 by trust here, #9,233 by citations
- Economics and Econometrics — 16 citations into it
- Demography — 12 citations into it; #2,423 of 4,236 by trust here, #3,641 by citations
- Artificial Intelligence — 11 citations into it
Whom Michael Merz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Michael Merz overall
Papers from Michael Merz's perspective
Ordered by how strongly the researchers Michael Merz trusts endorse each paper. Same corpus, a different order for every researcher.
- Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
- An investigation into stochastic claims reserving models and the chain-ladder technique
- Stochastic Claims Reserving in General Insurance (British Actuarial Journal)
- A comparison of stochastic models that reproduce chain ladder reserve estimates
- An Introduction to Generalized Linear Models (Technometrics)
- Claims Reserving Using Tweedie's Compound Poisson Model (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Optimal scaling for various Metropolis-Hastings algorithms
- On adaptive Markov chain Monte Carlo algorithms
- Generalized Linear Models
Their papers
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006) — 82 citations
- Prediction Error of the Multivariate Chain Ladder Reserving Method (2008) — 48 citations
- Financial Modeling, Actuarial Valuation and Solvency in Insurance (2013) — 77 citations
- Modelling The Claims Development Result For Solvency Purposes (2008) — 87 citations
- Stochastic Claims Reserving Methods in Insurance (2008) — 334 citations