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Wüthrich, Mario Valentin

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Author ID: wuthrich.mario-valentin Recent zbMATH articles by "Wüthrich, Mario Valentin"
Published as: Wüthrich, Mario V.; Wütrich, Mario V.; Wüthrich, Mario Valentin; Wüthrich, M. V.
Homepage: https://people.math.ethz.ch/~wueth/
External Links: MGP
Documents Indexed: 91 Publications since 1998, including 5 Books
Co-Authors: 48 Co-Authors with 66 Joint Publications
714 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

79 Publications have been cited 729 times in 429 Documents Cited by Year
Stochastic claims reserving methods in insurance. Zbl 1273.91011
Wüthrich, Mario V.; Merz, Michael
95
2008
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057
Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V.
46
2009
Copula convergence theorems for tail events. Zbl 1039.62043
Juri, Alessandro; Wüthrich, Mario V.
44
2002
Tail dependence from a distributional point of view. Zbl 1049.62055
Juri, Alessandro; Wüthrich, Mario V.
38
2003
Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431
Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V.
33
2009
Diversification of aggregate dependent risks. Zbl 1052.62105
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V.
30
2004
The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114
Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V.
24
2009
Credibility for the chain ladder reserving method. Zbl 1274.91486
Gisler, Alois; Wüthrich, Mario V.
18
2008
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
18
2013
Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570
Wüthrich, Mario V.
17
2003
Market consistent pricing of insurance products. Zbl 1256.91018
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
15
2008
Paid-incurred chain claims reserving method. Zbl 1231.91217
Merz, Michael; Wüthrich, Mario V.
15
2010
Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042
Wüthrich, Mario V.
15
2003
Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099
Wüthrich, Mario V.
14
1998
Machine learning in individual claims reserving. Zbl 1416.91225
Wüthrich, Mario V.
14
2018
Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073
Wüthrich, Mario V.
11
1998
Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V.
11
2010
Scale-free percolation in continuum space. Zbl 1436.60079
Deprez, Philippe; Wüthrich, Mario V.
10
2019
Market value margin via mean-variance hedging. Zbl 1282.91311
Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš
10
2013
Diversification for general copula dependence. Zbl 1149.62042
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V.
10
2007
Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg
10
2010
Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074
Wüthrich, Mario V.
9
2010
Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085
Wüthrich, Mario V.
9
2002
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
9
2018
“A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133
Wüthrich, Mario V.
8
2012
Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107
Salzmann, Robert; Wütrich, Mario V.
8
2010
Modeling accounting year dependence in runoff triangles. Zbl 1256.91034
Salzmann, Robert; Wüthrich, Mario V.
7
2012
Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078
Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V.
7
2009
Claims frequency modeling using telematics car driving data. Zbl 1411.91280
Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V.
7
2019
Machine learning techniques for mortality modeling. Zbl 1405.91254
Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V.
6
2017
Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099
Wüthrich, Mario V.
6
1998
Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V.
6
2017
Consistent recalibration of yield curve models. Zbl 1411.91622
Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.
6
2018
Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076
Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V.
6
2020
Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia
5
2009
Market-consistent actuarial valuation. Zbl 1172.91004
Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg
5
2008
Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036
Merkl, Franz; Wüthrich, Mario V.
5
2002
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239
Verrall, Richard J.; Wüthrich, Mario V.
5
2012
Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099
Happ, Sebastian; Wüthrich, Mario V.
5
2013
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
5
2015
Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096
Saluz, Annina; Gisler, Alois; Wüthrich, Mario V.
5
2011
Indifference pricing for CRRA utilities. Zbl 1275.91055
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
5
2013
Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001
Wüthrich, Mario V.
4
2016
Covariate selection from telematics car driving data. Zbl 1394.62151
Wüthrich, Mario V.
4
2017
Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.
4
2015
Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022
Merkl, Franz; Wüthrich, Mario V.
4
2001
Risk margin for a non-life insurance run-off. Zbl 1229.91168
Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas
4
2011
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158
Alai, Daniel H.; Wüthrich, Mario V.
3
2009
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282
Wüthrich, Mario V.
3
2020
Consistent yield curve prediction. Zbl 1390.91310
Teichmann, Josef; Wüthrich, Mario V.
2
2016
Extreme value theory and Archimedean copulas. Zbl 1141.60032
Wüthrich, Mario V.
2
2004
From ruin theory to solvency in non-life insurance. Zbl 1401.91202
Wüthrich, Mario V.
2
2015
Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V.
2
2017
An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075
Wüthrich, Mario V.
2
2011
Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209
Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V.
2
2012
Premium liability risks: modeling small claims. Zbl 1333.91039
Wüthrich, Mario V.
2
2006
Higher moments of the claims development result in general insurance. Zbl 1277.91097
Salzmann, Robert; Wütrich, Mario V.; Merz, Michael
2
2012
Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442
Merz, Michael; Wüthrich, Mario V.
2
2012
Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192
Stefanovits, David; Wüthrich, Mario V.
2
2014
Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022
Merkl, Franz; Wüthrich, Mario V.
2
2001
Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029
den Hollander, Frank; Wüthrich, Mario V.
2
2004
Prediction error in the chain ladder method. Zbl 1141.91644
Wüthrich, Mario V.
2
2008
Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V.
2
2021
Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356
Wüthrich, Mario V.
1
2005
Law of large numbers and large deviations for dependent risks. Zbl 1158.91398
Maier, Ramona; Wüthrich, Mario V.
1
2009
The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202
Verrall, Richard J.; Wüthrich, Mario V.
1
2015
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
Feature extraction from telematics car driving heatmaps. Zbl 1422.91348
Gao, Guangyuan; Wüthrich, Mario V.
1
2018
Evaluation of driving risk at different speeds. Zbl 1425.91222
Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang
1
2019
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645
Wüthrich, Mario V.
1
2013
Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
1
2012
Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048
Wüthrich, Mario V.
1
2004
A heteropolymer in a medium with random droplets. Zbl 1113.60098
Wüthrich, Mario V.
1
2006
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V.
1
2007
Time-series forecasting of mortality rates using deep learning. Zbl 1471.91480
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V.
2
2021
Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076
Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V.
6
2020
Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282
Wüthrich, Mario V.
3
2020
Scale-free percolation in continuum space. Zbl 1436.60079
Deprez, Philippe; Wüthrich, Mario V.
10
2019
Claims frequency modeling using telematics car driving data. Zbl 1411.91280
Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V.
7
2019
Evaluation of driving risk at different speeds. Zbl 1425.91222
Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang
1
2019
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Machine learning in individual claims reserving. Zbl 1416.91225
Wüthrich, Mario V.
14
2018
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
9
2018
Consistent recalibration of yield curve models. Zbl 1411.91622
Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.
6
2018
Feature extraction from telematics car driving heatmaps. Zbl 1422.91348
Gao, Guangyuan; Wüthrich, Mario V.
1
2018
Machine learning techniques for mortality modeling. Zbl 1405.91254
Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V.
6
2017
Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V.
6
2017
Covariate selection from telematics car driving data. Zbl 1394.62151
Wüthrich, Mario V.
4
2017
Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V.
2
2017
Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001
Wüthrich, Mario V.
4
2016
Consistent yield curve prediction. Zbl 1390.91310
Teichmann, Josef; Wüthrich, Mario V.
2
2016
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
5
2015
Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.
4
2015
From ruin theory to solvency in non-life insurance. Zbl 1401.91202
Wüthrich, Mario V.
2
2015
Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202
Verrall, Richard J.; Wüthrich, Mario V.
1
2015
Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192
Stefanovits, David; Wüthrich, Mario V.
2
2014
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
18
2013
Market value margin via mean-variance hedging. Zbl 1282.91311
Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš
10
2013
Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099
Happ, Sebastian; Wüthrich, Mario V.
5
2013
Indifference pricing for CRRA utilities. Zbl 1275.91055
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
5
2013
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645
Wüthrich, Mario V.
1
2013
“A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133
Wüthrich, Mario V.
8
2012
Modeling accounting year dependence in runoff triangles. Zbl 1256.91034
Salzmann, Robert; Wüthrich, Mario V.
7
2012
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239
Verrall, Richard J.; Wüthrich, Mario V.
5
2012
Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209
Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V.
2
2012
Higher moments of the claims development result in general insurance. Zbl 1277.91097
Salzmann, Robert; Wütrich, Mario V.; Merz, Michael
2
2012
Full and 1-year runoff risk in the credibility-based additive loss reserving method. Zbl 06292442
Merz, Michael; Wüthrich, Mario V.
2
2012
Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
1
2012
Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096
Saluz, Annina; Gisler, Alois; Wüthrich, Mario V.
5
2011
Risk margin for a non-life insurance run-off. Zbl 1229.91168
Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas
4
2011
An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075
Wüthrich, Mario V.
2
2011
Paid-incurred chain claims reserving method. Zbl 1231.91217
Merz, Michael; Wüthrich, Mario V.
15
2010
Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V.
11
2010
Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg
10
2010
Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074
Wüthrich, Mario V.
9
2010
Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107
Salzmann, Robert; Wütrich, Mario V.
8
2010
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057
Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V.
46
2009
Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431
Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V.
33
2009
Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114
Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V.
24
2009
Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078
Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V.
7
2009
Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia
5
2009
Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158
Alai, Daniel H.; Wüthrich, Mario V.
3
2009
Law of large numbers and large deviations for dependent risks. Zbl 1158.91398
Maier, Ramona; Wüthrich, Mario V.
1
2009
Stochastic claims reserving methods in insurance. Zbl 1273.91011
Wüthrich, Mario V.; Merz, Michael
95
2008
Credibility for the chain ladder reserving method. Zbl 1274.91486
Gisler, Alois; Wüthrich, Mario V.
18
2008
Market consistent pricing of insurance products. Zbl 1256.91018
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
15
2008
Market-consistent actuarial valuation. Zbl 1172.91004
Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg
5
2008
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
Prediction error in the chain ladder method. Zbl 1141.91644
Wüthrich, Mario V.
2
2008
Diversification for general copula dependence. Zbl 1149.62042
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V.
10
2007
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V.
1
2007
The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
Premium liability risks: modeling small claims. Zbl 1333.91039
Wüthrich, Mario V.
2
2006
The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
A heteropolymer in a medium with random droplets. Zbl 1113.60098
Wüthrich, Mario V.
1
2006
Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356
Wüthrich, Mario V.
1
2005
Diversification of aggregate dependent risks. Zbl 1052.62105
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V.
30
2004
Extreme value theory and Archimedean copulas. Zbl 1141.60032
Wüthrich, Mario V.
2
2004
Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029
den Hollander, Frank; Wüthrich, Mario V.
2
2004
Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048
Wüthrich, Mario V.
1
2004
Tail dependence from a distributional point of view. Zbl 1049.62055
Juri, Alessandro; Wüthrich, Mario V.
38
2003
Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570
Wüthrich, Mario V.
17
2003
Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042
Wüthrich, Mario V.
15
2003
Copula convergence theorems for tail events. Zbl 1039.62043
Juri, Alessandro; Wüthrich, Mario V.
44
2002
Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085
Wüthrich, Mario V.
9
2002
Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036
Merkl, Franz; Wüthrich, Mario V.
5
2002
Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022
Merkl, Franz; Wüthrich, Mario V.
4
2001
Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022
Merkl, Franz; Wüthrich, Mario V.
2
2001
Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099
Wüthrich, Mario V.
14
1998
Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073
Wüthrich, Mario V.
11
1998
Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099
Wüthrich, Mario V.
6
1998
all top 5

Cited by 576 Authors

47 Wüthrich, Mario Valentin
11 Jaworski, Piotr
10 Durante, Fabrizio
10 Taylor, Greg
9 Dhaene, Jan
9 Gao, Guangyuan
9 Peters, Gareth William
9 Verrall, Richard J.
8 Merz, Michael
7 Asimit, Alexandru V.
7 Avanzi, Benjamin
7 Denuit, Michel M.
7 Embrechts, Paul
7 Lindholm, Mathias
7 Wong, Bernard
6 Antonio, Katrien
6 Barigou, Karim
6 Charpentier, Arthur
6 Mao, Tiantian
6 Meng, Shengwang
6 Tang, Qihe
6 Wu, Xianyi
5 Badescu, Andrei L.
5 Hu, Taizhong
5 Joe, Harry
5 Loisel, Stéphane
5 Pigeon, Mathieu
5 Shevchenko, Pavel V.
5 Trufin, Julien
4 Alai, Daniel H.
4 Albrecher, Hansjörg
4 Bakhtin, Yuri Yu.
4 Boucher, Jean-Philippe
4 Bühlmann, Hans
4 Chen, Ze
4 Cossette, Hélène
4 Delong, Łukasz
4 Di Bernardino, Elena
4 Gigante, Patrizia
4 Gisler, Alois
4 Hua, Lei
4 Klüppelberg, Claudia
4 Lin, X. Sheldon
4 Pelsser, Antoon A. J.
4 Picech, Liviana
4 Pimentel, Leandro P. R.
4 Riegel, Ulrich
4 Rullière, Didier
4 Segers, Johan
4 Sigalotti, Luciano
4 Tsanakas, Andreas
3 Alink, Stan
3 Assa, Hirbod
3 Boonen, Tim J.
3 Cator, Eric A.
3 Chan, Jennifer So Kuen
3 Constantinescu, Corina D.
3 Díaz Hernández, Adán
3 Foschi, Rachele
3 Guillen, Montserrat
3 Happ, Sebastian
3 Hartman, Brian M.
3 Huang, Jinlong
3 Jentzen, Arnulf
3 Jones, Bruce L.
3 Landsman, Zinoviy M.
3 Li, Jinzhu
3 Lindskog, Filip
3 Löwe, Matthias
3 Mainik, Georg
3 Maume-Deschamps, Véronique
3 Ohlsson, Esbjörn
3 Pešta, Michal
3 Pušnik, Primož
3 Qiu, Chunjuan
3 Salazar Flores, Yuri
3 Shi, Peng
3 Wahl, Felix
3 Zhou, Xian
2 Abdallah, Anas
2 Ahmadi Javid, Amir
2 Alm, Jonas
2 Armstrong, Scott N.
2 Bauer, Daniel J.
2 Bignozzi, Valeria
2 Cardaliaguet, Pierre
2 Chen, Bingzheng
2 Chen, Die
2 Comets, Francis M.
2 Crevecoeur, Jonas
2 Damron, Michael
2 Das, Bikramjit
2 Dean, Thomas A.
2 Diers, Dorothea
2 Dong, Alice X. D.
2 Eling, Martin
2 Elpidorou, Valandis
2 Engsner, Hampus
2 Ferrari, Pablo Augusto
2 Fougères, Anne-Laure
...and 476 more Authors
all top 5

Cited in 90 Serials

102 Insurance Mathematics & Economics
56 ASTIN Bulletin
30 Scandinavian Actuarial Journal
22 North American Actuarial Journal
21 European Actuarial Journal
13 Extremes
10 The Annals of Probability
9 Journal of Multivariate Analysis
8 Communications in Statistics. Theory and Methods
7 Dependence Modeling
6 European Journal of Operational Research
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Methodology and Computing in Applied Probability
5 Journal of Applied Probability
5 Statistics & Probability Letters
5 The Annals of Applied Probability
5 Quantitative Finance
3 Advances in Applied Probability
3 Kybernetika
3 Stochastic Processes and their Applications
3 Mathematical Problems in Engineering
3 Finance and Stochastics
3 Applied Stochastic Models in Business and Industry
3 Statistical Methods and Applications
3 Mathematics and Financial Economics
2 Communications in Mathematical Physics
2 Journal of Mathematical Analysis and Applications
2 Lithuanian Mathematical Journal
2 Scandinavian Journal of Statistics
2 Journal of Computational and Applied Mathematics
2 Journal of Econometrics
2 Proceedings of the American Mathematical Society
2 Statistics
2 Probability Theory and Related Fields
2 Journal of the American Mathematical Society
2 Computational Statistics and Data Analysis
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Applied Statistics
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Statistics and Computing
2 Statistics & Risk Modeling
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Journal of Statistical Physics
1 Metrika
1 Applied Mathematics and Computation
1 Fuzzy Sets and Systems
1 International Statistical Review
1 Journal of the American Statistical Association
1 Journal of Functional Analysis
1 Mathematics and Computers in Simulation
1 Operations Research
1 Statistica Neerlandica
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 International Journal of Approximate Reasoning
1 Queueing Systems
1 Annals of Operations Research
1 Machine Learning
1 Economics Letters
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 Communications in Partial Differential Equations
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Indagationes Mathematicae. New Series
1 Statistical Papers
1 Applied Mathematical Finance
1 Electronic Journal of Probability
1 Journal of Nonparametric Statistics
1 Mathematical Finance
1 Mathematical Physics, Analysis and Geometry
1 International Journal of Theoretical and Applied Finance
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Acta et Commentationes Universitatis Tartuensis de Mathematica
1 Econometric Theory
1 Brazilian Journal of Probability and Statistics
1 Nonlinear Analysis. Modelling and Control
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Stochastic Models
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 The Annals of Applied Statistics
1 International Journal of Information Technology & Decision Making
1 Advances in Fuzzy Systems
1 Statistics Surveys
1 Journal of Probability and Statistics
1 Sankhyā. Series B

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