Mario V. Wüthrich
Management Science and Operations Research · 2002–2017
A researcher in the Science corpus: 16 papers; trusts 19 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 52 citations into it; #897 of 11,946 by trust here, #1,904 by citations
- Economics and Econometrics — 37 citations into it; #7,295 of 23,481 by trust here, #9,259 by citations
- Statistics and Probability — 34 citations into it; #5,034 of 12,932 by trust here, #6,080 by citations
- Demography — 28 citations into it; #2,412 of 4,236 by trust here, #2,670 by citations
- Finance — 26 citations into it; #1,191 of 10,518 by trust here, #2,365 by citations
- Artificial Intelligence — 17 citations into it
- Mathematical Physics — 5 citations into it
Whom Mario V. Wüthrich trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gordon K. Smyth
- Richard J. Verrall
- Eric R. Ziegel
- P. England
- Alessandro Juri
- Jem N. Corcoran
- Bent Jørgensen
- Paul Embrechts
- Andrew J. G. Cairns
- Alexander J. McNeil
Who trusts Mario V. Wüthrich overall
- Gareth William Peters
- Hansjörg Albrecher *
- Fabrizio Durante
- Arthur Charpentier
- Pavel V. Shevchenko
- Paul Embrechts
- Søren Asmussen
- Stan Alink
- Alois Gisler
- Dominik Kortschak
Papers from Mario V. Wüthrich's perspective
Ordered by how strongly the researchers Mario V. Wüthrich trusts endorse each paper. Same corpus, a different order for every researcher.
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (ASTIN Bulletin: The Journal of the International Actuarial Association)
- An investigation into stochastic claims reserving models and the chain-ladder technique
- An Introduction to Generalized Linear Models (Technometrics)
- Stochastic Claims Reserving in General Insurance (British Actuarial Journal)
- An Introduction to Copulas
- Tail Dependence from a Distributional Point of View
- Copula convergence theorems for tail events
- Optimal scaling for various Metropolis-Hastings algorithms
- Multivariate models for operational risk
- Diversification of aggregate dependent risks
Their papers
- Diversification of aggregate dependent risks (2004) — 85 citations
- Copula convergence theorems for tail events (2002) — 139 citations
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (2003) — 54 citations
- Tail Dependence from a Distributional Point of View (2003) — 89 citations
- Claims Reserving Using Tweedie's Compound Poisson Model (2003) — 55 citations
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006) — 82 citations
- Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness (2009) — 93 citations
- Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009) — 83 citations
- Prediction Error of the Multivariate Chain Ladder Reserving Method (2008) — 48 citations
- Market-Consistent Actuarial Valuation (2007) — 102 citations
- Machine learning techniques for mortality modeling (2017) — 69 citations
- Financial Modeling, Actuarial Valuation and Solvency in Insurance (2013) — 77 citations
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (2009) — 1,833 citations
- Modelling The Claims Development Result For Solvency Purposes (2008) — 87 citations
- Stochastic Claims Reserving Methods in Insurance (2008) — 334 citations
- Credibility for the Chain Ladder Reserving Method (2008) — 53 citations