Edit Profile Wüthrich, Mario Valentin Compute Distance To: Compute Author ID: wuthrich.mario-valentin Published as: Wüthrich, Mario V.; Wütrich, Mario V.; Wüthrich, Mario Valentin Homepage: https://people.math.ethz.ch/~wueth/ External Links: MGP Documents Indexed: 83 Publications since 1998, including 5 Books all top 5 Co-Authors 25 single-authored 14 Merz, Michael 8 Bühlmann, Hans 4 Buchwalder, Markus 4 Verrall, Richard J. 3 Embrechts, Paul 3 Gao, Guangyuan 3 Gisler, Alois 3 Happ, Sebastian 3 Merkl, Franz 3 Peters, Gareth William 3 Salzmann, Robert 3 Shevchenko, Pavel V. 3 Tsanakas, Andreas 2 Alink, Stan 2 Deprez, Philippe 2 Furrer, Hansjörg 2 Juri, Alessandro 2 Löwe, Matthias 2 Malamud, Semyon 2 Martínez Miranda, María Dolores 2 Nielsen, Jens Perch 2 Stefanovits, David 2 Teichmann, Josef 2 Trubowitz, Eugene 1 Alai, Daniel H. 1 Bolthausen, Erwin 1 Boonen, Tim J. 1 Černý, Aleš 1 De Felice, Massimo 1 den Hollander, Frank 1 England, Peter D. 1 Gabrielli, Andrea 1 Harms, Philipp 1 Huber, Laurent J. 1 Lambrigger, Dominik D. 1 Lysenko, Natalia 1 Maier, Ramona 1 Meng, Shengwang 1 Moriconi, Franco 1 Nešlehová, Johanna G. 1 Richman, Ronald 1 Saluz, Annina 1 Targino, Rodrigo S. 1 Yang, Hanfang all top 5 Serials 16 ASTIN Bulletin 12 Insurance Mathematics & Economics 11 European Actuarial Journal 9 Scandinavian Actuarial Journal 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 3 Extremes 3 North American Actuarial Journal 2 Probability Theory and Related Fields 2 EAA Series 1 Journal of Statistical Physics 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Proceedings of the American Mathematical Society 1 Statistica Neerlandica 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 SORT. Statistics and Operations Research Transactions 1 Mathematics and Financial Economics 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 Springer Finance all top 5 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Statistics (62-XX) 20 Probability theory and stochastic processes (60-XX) 8 Statistical mechanics, structure of matter (82-XX) 4 Computer science (68-XX) 3 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 73 Publications have been cited 654 times in 387 Documents Cited by ▼ Year ▼ Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 87 2008 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 43 2009 Copula convergence theorems for tail events. Zbl 1039.62043Juri, Alessandro; Wüthrich, Mario V. 42 2002 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 37 2003 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 31 2009 Diversification of aggregate dependent risks. Zbl 1052.62105Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 29 2004 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 23 2009 The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 21 2006 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 17 2003 Credibility for the chain ladder reserving method. Zbl 1274.91486Gisler, Alois; Wüthrich, Mario V. 17 2008 Market consistent pricing of insurance products. Zbl 1256.91018Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 15 2008 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 15 2013 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099Wüthrich, Mario V. 14 1998 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 14 2003 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 14 2010 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073Wüthrich, Mario V. 11 1998 Diversification for general copula dependence. Zbl 1149.62042Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 10 2007 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 10 2010 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085Wüthrich, Mario V. 9 2002 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 9 2010 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 9 2013 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074Wüthrich, Mario V. 8 2010 “A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133Wüthrich, Mario V. 8 2012 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107Salzmann, Robert; Wütrich, Mario V. 8 2010 Machine learning in individual claims reserving. Zbl 1416.91225Wüthrich, Mario V. 8 2018 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 7 2012 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V. 7 2009 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099Wüthrich, Mario V. 6 1998 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 6 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 6 2017 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 6 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 6 2018 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036Merkl, Franz; Wüthrich, Mario V. 5 2002 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; Wüthrich, Mario V. 5 2013 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239Verrall, Richard J.; Wüthrich, Mario V. 5 2012 Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 4 2011 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022Merkl, Franz; Wüthrich, Mario V. 4 2001 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 4 2013 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 4 2015 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 4 2019 Scale-free percolation in continuum space. Zbl 1436.60079Deprez, Philippe; Wüthrich, Mario V. 4 2019 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158Alai, Daniel H.; Wüthrich, Mario V. 3 2009 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 3 2017 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 2 2011 Extreme value theory and Archimedean copulas. Zbl 1141.60032Wüthrich, Mario V. 2 2004 Prediction error in the chain ladder method. Zbl 1141.91644Wüthrich, Mario V. 2 2008 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022Merkl, Franz; Wüthrich, Mario V. 2 2001 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 2 2012 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 2 2016 Consistent yield curve prediction. Zbl 1390.91310Teichmann, Josef; Wüthrich, Mario V. 2 2016 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 2 2015 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 2 2020 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048Wüthrich, Mario V. 1 2004 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V. 1 2007 A heteropolymer in a medium with random droplets. Zbl 1113.60098Wüthrich, Mario V. 1 2006 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356Wüthrich, Mario V. 1 2005 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398Maier, Ramona; Wüthrich, Mario V. 1 2009 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 1 2017 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 1 2014 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645Wüthrich, Mario V. 1 2013 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 1 2008 From ruin theory to solvency in non-life insurance. Zbl 1401.91202Wüthrich, Mario V. 1 2015 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. 2 2020 Claims frequency modeling using telematics car driving data. Zbl 1411.91280Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 4 2019 Scale-free percolation in continuum space. Zbl 1436.60079Deprez, Philippe; Wüthrich, Mario V. 4 2019 On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Zbl 1419.91358England, P. D.; Verrall, R. J.; Wüthrich, Mario V. 1 2019 Machine learning in individual claims reserving. Zbl 1416.91225Wüthrich, Mario V. 8 2018 Consistent recalibration of yield curve models. Zbl 1411.91622Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 6 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 6 2018 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 6 2017 Capital allocation for portfolios with non-linear risk aggregation. Zbl 1394.91191Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. 6 2017 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 3 2017 Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. 1 2017 Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001Wüthrich, Mario V. 2 2016 Consistent yield curve prediction. Zbl 1390.91310Teichmann, Josef; Wüthrich, Mario V. 2 2016 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 4 2015 Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. 2 2015 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 From ruin theory to solvency in non-life insurance. Zbl 1401.91202Wüthrich, Mario V. 1 2015 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 1 2014 Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003Wüthrich, Mario V.; Merz, Michael 15 2013 Market value margin via mean-variance hedging. Zbl 1282.91311Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš 9 2013 Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099Happ, Sebastian; Wüthrich, Mario V. 5 2013 Indifference pricing for CRRA utilities. Zbl 1275.91055Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 4 2013 Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. Zbl 1284.62645Wüthrich, Mario V. 1 2013 “A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133Wüthrich, Mario V. 8 2012 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 7 2012 Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239Verrall, Richard J.; Wüthrich, Mario V. 5 2012 Statistical modelling and forecasting of outstanding liabilities in non-life insurance. Zbl 1296.62209Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. 2 2012 Higher moments of the claims development result in general insurance. Zbl 1277.91097Salzmann, Robert; Wütrich, Mario V.; Merz, Michael 2 2012 Claims development result in the paid-incurred chain reserving method. Zbl 1284.91237Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 1 2012 Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. Zbl 1242.91096Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. 5 2011 Risk margin for a non-life insurance run-off. Zbl 1229.91168Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas 4 2011 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 2 2011 Paid-incurred chain claims reserving method. Zbl 1231.91217Merz, Michael; Wüthrich, Mario V. 14 2010 Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg 10 2010 Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. 9 2010 Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074Wüthrich, Mario V. 8 2010 Cost-of-capital margin for a general insurance liability runoff. Zbl 1235.91107Salzmann, Robert; Wütrich, Mario V. 8 2010 Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V. 43 2009 Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V. 31 2009 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 23 2009 Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078Bühlmann, 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 1224.91096Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia 5 2009 Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158Alai, Daniel H.; Wüthrich, Mario V. 3 2009 Law of large numbers and large deviations for dependent risks. Zbl 1158.91398Maier, Ramona; Wüthrich, Mario V. 1 2009 Stochastic claims reserving methods in insurance. Zbl 1273.91011Wüthrich, Mario V.; Merz, Michael 87 2008 Credibility for the chain ladder reserving method. Zbl 1274.91486Gisler, Alois; Wüthrich, Mario V. 17 2008 Market consistent pricing of insurance products. Zbl 1256.91018Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 15 2008 Market-consistent actuarial valuation. Zbl 1172.91004Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg 5 2008 Prediction error in the chain ladder method. Zbl 1141.91644Wüthrich, Mario V. 2 2008 Bounds on the estimation error in the chain ladder method. Zbl 1224.91095Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans 1 2008 Diversification for general copula dependence. Zbl 1149.62042Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 10 2007 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 Valuation portfolio in non-life insurance. Zbl 1164.62079Buchwalder, 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 1162.91400Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 21 2006 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 A heteropolymer in a medium with random droplets. Zbl 1113.60098Wüthrich, Mario V. 1 2006 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Limit distributions of upper order statistics for families of multivariate distributions. Zbl 1142.60356Wüthrich, Mario V. 1 2005 Diversification of aggregate dependent risks. Zbl 1052.62105Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. 29 2004 Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029den Hollander, Frank; Wüthrich, Mario V. 2 2004 Extreme value theory and Archimedean copulas. Zbl 1141.60032Wüthrich, Mario V. 2 2004 Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048Wüthrich, Mario V. 1 2004 Tail dependence from a distributional point of view. Zbl 1049.62055Juri, Alessandro; Wüthrich, Mario V. 37 2003 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570Wüthrich, Mario V. 17 2003 Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042Wüthrich, Mario V. 14 2003 Copula convergence theorems for tail events. Zbl 1039.62043Juri, Alessandro; Wüthrich, Mario V. 42 2002 Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085Wüthrich, Mario V. 9 2002 Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036Merkl, Franz; Wüthrich, Mario V. 5 2002 Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022Merkl, Franz; Wüthrich, Mario V. 4 2001 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022Merkl, Franz; Wüthrich, Mario V. 2 2001 Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099Wüthrich, Mario V. 14 1998 Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073Wüthrich, Mario V. 11 1998 Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099Wüthrich, Mario V. 6 1998 all cited Publications top 5 cited Publications all top 5 Cited by 537 Authors 43 Wüthrich, Mario Valentin 10 Jaworski, Piotr 9 Durante, Fabrizio 9 Peters, Gareth William 9 Verrall, Richard J. 8 Dhaene, Jan 8 Taylor, Greg 7 Asimit, Alexandru V. 7 Embrechts, Paul 7 Merz, Michael 6 Avanzi, Benjamin 6 Denuit, Michel M. 6 Gao, Guangyuan 6 Mao, Tiantian 6 Tang, Qihe 6 Wong, Bernard 5 Antonio, Katrien 5 Barigou, Karim 5 Charpentier, Arthur 5 Hu, Taizhong 5 Joe, Harry 5 Lindholm, Mathias 5 Loisel, Stéphane 5 Shevchenko, Pavel V. 5 Wu, Xianyi 4 Alai, Daniel H. 4 Albrecher, Hansjörg 4 Badescu, Andrei L. 4 Bakhtin, Yuri Yu. 4 Bühlmann, Hans 4 Chen, Ze 4 Cossette, Hélène 4 Di Bernardino, Elena 4 Gigante, Patrizia 4 Hua, Lei 4 Klüppelberg, Claudia 4 Meng, Shengwang 4 Pelsser, Antoon A. J. 4 Picech, Liviana 4 Pigeon, Mathieu 4 Pimentel, Leandro P. R. 4 Riegel, Ulrich 4 Rullière, Didier 4 Segers, Johan 4 Sigalotti, Luciano 4 Trufin, Julien 3 Alink, Stan 3 Boonen, Tim J. 3 Cator, Eric A. 3 Chan, Jennifer So Kuen 3 Delong, Łukasz 3 Foschi, Rachele 3 Gisler, Alois 3 Guillen, Montserrat 3 Happ, Sebastian 3 Hartman, Brian M. 3 Huang, Jinlong 3 Jentzen, Arnulf 3 Landsman, Zinoviy M. 3 Li, Jinzhu 3 Lin, X. Sheldon 3 Lindskog, Filip 3 Löwe, Matthias 3 Mainik, Georg 3 Maume-Deschamps, Véronique 3 Ohlsson, Esbjörn 3 Pušnik, Primož 3 Tsanakas, Andreas 3 Wahl, Felix 3 Zhou, Xian 2 Abdallah, Anas 2 Ahmadi Javid, Amir 2 Alm, Jonas 2 Armstrong, Scott N. 2 Assa, Hirbod 2 Bauer, Daniel J. 2 Boucher, Jean-Philippe 2 Cardaliaguet, Pierre 2 Chen, Bingzheng 2 Chen, Die 2 Comets, Francis M. 2 Constantinescu, Corina D. 2 Damron, Michael 2 Das, Bikramjit 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 2 Frahm, Gabriel 2 Furman, Edward 2 Gerrard, Russell 2 Hahn, Lukas Josef 2 Hashorva, Enkelejd 2 Hofert, Marius 2 Ignatieva, Katja 2 Jin, Zhuo 2 Jones, Bruce L. ...and 437 more Authors all top 5 Cited in 83 Serials 94 Insurance Mathematics & Economics 44 ASTIN Bulletin 30 Scandinavian Actuarial Journal 17 North American Actuarial Journal 17 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 Methodology and Computing in Applied Probability 5 Journal of Applied Probability 5 Statistics & Probability Letters 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Quantitative Finance 3 Kybernetika 3 The Annals of Applied Probability 3 Stochastic Processes and their Applications 3 Mathematical Problems in Engineering 3 Finance and Stochastics 3 Applied Stochastic Models in Business and Industry 3 Mathematics and Financial Economics 2 Advances in Applied Probability 2 Communications in Mathematical Physics 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 Statistical Methods and Applications 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 Mathematical Analysis and Applications 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 International Journal of Approximate Reasoning 1 Queueing Systems 1 Annals of Operations Research 1 Economics Letters 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 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 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 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 all top 5 Cited in 19 Fields 259 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 231 Statistics (62-XX) 129 Probability theory and stochastic processes (60-XX) 28 Statistical mechanics, structure of matter (82-XX) 11 Partial differential equations (35-XX) 11 Operations research, mathematical programming (90-XX) 9 Numerical analysis (65-XX) 5 Computer science (68-XX) 4 Combinatorics (05-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 General and overarching topics; collections (00-XX) 2 Fluid mechanics (76-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year