Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. What can we learn from telematics car driving data: a survey. (English) Zbl 07525957 Insur. Math. Econ. 104, 185-199 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{G. Gao} et al., Insur. Math. Econ. 104, 185--199 (2022; Zbl 07525957) Full Text: DOI OpenURL
Gao, Guangyuan; Wang, He; Wüthrich, Mario V. Boosting Poisson regression models with telematics car driving data. (English) Zbl 07510312 Mach. Learn. 111, No. 1, 243-272 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{G. Gao} et al., Mach. Learn. 111, No. 1, 243--272 (2022; Zbl 07510312) Full Text: DOI OpenURL
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. Capital allocation for portfolios with non-linear risk aggregation. (English) Zbl 1394.91191 Insur. Math. Econ. 72, 95-106 (2017). MSC: 91B30 91G10 91A12 PDF BibTeX XML Cite \textit{T. J. Boonen} et al., Insur. Math. Econ. 72, 95--106 (2017; Zbl 1394.91191) Full Text: DOI Link OpenURL
Verrall, Richard J.; Wüthrich, Mario V. Parameter reduction in log-normal chain-ladder models. (English) Zbl 1403.91202 Eur. Actuar. J. 5, No. 2, 355-380 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 62F15 62C10 62C12 PDF BibTeX XML Cite \textit{R. J. Verrall} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 5, No. 2, 355--380 (2015; Zbl 1403.91202) Full Text: DOI Link OpenURL
Merz, Michael; Wüthrich, Mario V. Full and 1-year runoff risk in the credibility-based additive loss reserving method. (English) Zbl 06292442 Appl. Stoch. Models Bus. Ind. 28, No. 4, 362-380 (2012). MSC: 62-XX 62P20 PDF BibTeX XML Cite \textit{M. Merz} and \textit{M. V. Wüthrich}, Appl. Stoch. Models Bus. Ind. 28, No. 4, 362--380 (2012; Zbl 06292442) Full Text: DOI OpenURL
Salzmann, Robert; Wüthrich, Mario V. Modeling accounting year dependence in runoff triangles. (English) Zbl 1256.91034 Eur. Actuar. J. 2, No. 2, 227-242 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Salzmann} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 2, No. 2, 227--242 (2012; Zbl 1256.91034) Full Text: DOI Link OpenURL
Merz, Michael; Wüthrich, Mario V. Paid-incurred chain claims reserving method. (English) Zbl 1231.91217 Insur. Math. Econ. 46, No. 3, 568-579 (2010). MSC: 91B30 60K10 62F15 62P05 PDF BibTeX XML Cite \textit{M. Merz} and \textit{M. V. Wüthrich}, Insur. Math. Econ. 46, No. 3, 568--579 (2010; Zbl 1231.91217) Full Text: DOI OpenURL
Wüthrich, Mario V. Accounting year effects modeling in the stochastic chain ladder reserving method. (English) Zbl 1219.91074 N. Am. Actuar. J. 14, No. 2, 235-255 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. V. Wüthrich}, N. Am. Actuar. J. 14, No. 2, 235--255 (2010; Zbl 1219.91074) Full Text: DOI OpenURL
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. Diversification for general copula dependence. (English) Zbl 1149.62042 Stat. Neerl. 61, No. 4, 446-465 (2007). MSC: 62H05 62G32 62P05 PDF BibTeX XML Cite \textit{S. Alink} et al., Stat. Neerl. 61, No. 4, 446--465 (2007; Zbl 1149.62042) Full Text: DOI OpenURL
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. Diversification of aggregate dependent risks. (English) Zbl 1052.62105 Insur. Math. Econ. 35, No. 1, 77-95 (2004). MSC: 62P05 62G32 62H20 91B30 PDF BibTeX XML Cite \textit{S. Alink} et al., Insur. Math. Econ. 35, No. 1, 77--95 (2004; Zbl 1052.62105) Full Text: DOI Link OpenURL
Juri, Alessandro; Wüthrich, Mario V. Copula convergence theorems for tail events. (English) Zbl 1039.62043 Insur. Math. Econ. 30, No. 3, 405-420 (2002). MSC: 62G32 62E20 62P05 PDF BibTeX XML Cite \textit{A. Juri} and \textit{M. V. Wüthrich}, Insur. Math. Econ. 30, No. 3, 405--420 (2002; Zbl 1039.62043) Full Text: DOI OpenURL