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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
Homepage: https://people.math.ethz.ch/~wueth/
External Links: MGP
Documents Indexed: 83 Publications since 1998, including 5 Books

Publications by Year

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 1273.91011
Wüthrich, Mario V.; Merz, Michael
87
2008
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples. Zbl 1224.91057
Embrechts, Paul; Lambrigger, Dominik D.; Wüthrich, Mario V.
43
2009
Copula convergence theorems for tail events. Zbl 1039.62043
Juri, Alessandro; Wüthrich, Mario V.
42
2002
Tail dependence from a distributional point of view. Zbl 1049.62055
Juri, Alessandro; Wüthrich, Mario V.
37
2003
Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431
Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V.
31
2009
Diversification of aggregate dependent risks. Zbl 1052.62105
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V.
29
2004
Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114
Peters, 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 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
21
2006
Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570
Wüthrich, Mario V.
17
2003
Credibility for the chain ladder reserving method. Zbl 1274.91486
Gisler, Alois; Wüthrich, Mario V.
17
2008
Market consistent pricing of insurance products. Zbl 1256.91018
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
15
2008
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
15
2013
Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Zbl 0935.60099
Wüthrich, Mario V.
14
1998
Claims reserving using Tweedie’s compound Poisson model. Zbl 1095.91042
Wüthrich, Mario V.
14
2003
Paid-incurred chain claims reserving method. Zbl 1231.91217
Merz, Michael; Wüthrich, Mario V.
14
2010
Fluctuation results for Brownian motion in a Poissonian potential. Zbl 0909.60073
Wüthrich, Mario V.
11
1998
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
Asymptotic behaviour of semi-infinite geodesics for maximal increasing subsequences in the plane. Zbl 1011.60085
Wüthrich, Mario V.
9
2002
Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V.
9
2010
Market value margin via mean-variance hedging. Zbl 1282.91311
Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš
9
2013
Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074
Wüthrich, Mario V.
8
2010
“A Bayesian log-normal model for multivariate loss reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012. Zbl 1291.91133
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
Machine learning in individual claims reserving. Zbl 1416.91225
Wüthrich, Mario V.
8
2018
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
Scaling indentity for crossing Brownian motion in a Poissonian potential. Zbl 0938.60099
Wüthrich, Mario V.
6
1998
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
Consistent recalibration of yield curve models. Zbl 1411.91622
Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.
6
2018
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
6
2018
Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Zbl 0996.82036
Merkl, Franz; Wüthrich, Mario V.
5
2002
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
Market-consistent actuarial valuation. Zbl 1172.91004
Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg
5
2008
Paid-incurred chain reserving method with dependence modeling. Zbl 1281.91099
Happ, Sebastian; Wüthrich, Mario V.
5
2013
Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. Zbl 1291.91239
Verrall, Richard J.; Wüthrich, Mario V.
5
2012
Uncertainty of the claims development result in the chain ladder method. Zbl 1224.91096
Wüthrich, Mario V.; Merz, Michael; Lysenko, Natalia
5
2009
Risk margin for a non-life insurance run-off. Zbl 1229.91168
Wüthrich, Mario V.; Embrechts, Paul; Tsanakas, Andreas
4
2011
Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential. Zbl 1037.82022
Merkl, Franz; Wüthrich, Mario V.
4
2001
Indifference pricing for CRRA utilities. Zbl 1275.91055
Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V.
4
2013
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
4
2015
Claims frequency modeling using telematics car driving data. Zbl 1411.91280
Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V.
4
2019
Scale-free percolation in continuum space. Zbl 1436.60079
Deprez, Philippe; Wüthrich, Mario V.
4
2019
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
Taylor approximations for model uncertainty within the Tweedie exponential dispersion family. Zbl 1180.91158
Alai, Daniel H.; Wüthrich, Mario V.
3
2009
Covariate selection from telematics car driving data. Zbl 1394.62151
Wüthrich, Mario V.
3
2017
Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029
den Hollander, Frank; Wüthrich, Mario V.
2
2004
An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075
Wüthrich, Mario V.
2
2011
Extreme value theory and Archimedean copulas. Zbl 1141.60032
Wüthrich, Mario V.
2
2004
Prediction error in the chain ladder method. Zbl 1141.91644
Wüthrich, Mario V.
2
2008
Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. Zbl 1062.82022
Merkl, Franz; Wüthrich, Mario V.
2
2001
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
Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001
Wüthrich, Mario V.
2
2016
Consistent yield curve prediction. Zbl 1390.91310
Teichmann, Josef; Wüthrich, Mario V.
2
2016
Double chain ladder, claims development inflation and zero-claims. Zbl 1401.91174
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V.
2
2015
Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076
Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V.
2
2020
Bivariate extension of the Pickands-Balkema-de Haan theorem. Zbl 1043.62048
Wüthrich, Mario V.
1
2004
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V.
1
2007
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
Law of large numbers and large deviations for dependent risks. Zbl 1158.91398
Maier, Ramona; Wüthrich, Mario V.
1
2009
Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V.
1
2017
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
Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192
Stefanovits, David; Wüthrich, Mario V.
1
2014
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
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
1
2008
From ruin theory to solvency in non-life insurance. Zbl 1401.91202
Wüthrich, 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 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Neural network embedding of the over-dispersed Poisson reserving model. Zbl 1430.91076
Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V.
2
2020
Claims frequency modeling using telematics car driving data. Zbl 1411.91280
Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V.
4
2019
Scale-free percolation in continuum space. Zbl 1436.60079
Deprez, 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 1419.91358
England, P. D.; Verrall, R. J.; Wüthrich, Mario V.
1
2019
Machine learning in individual claims reserving. Zbl 1416.91225
Wüthrich, Mario V.
8
2018
Consistent recalibration of yield curve models. Zbl 1411.91622
Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.
6
2018
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
6
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.
3
2017
Full Bayesian analysis of claims reserving uncertainty. Zbl 1416.91215
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V.
1
2017
Market-consistent actuarial valuation. 3rd edition. Zbl 1352.91001
Wüthrich, Mario V.
2
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.
4
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.
2
2015
Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202
Verrall, Richard J.; Wüthrich, Mario V.
1
2015
From ruin theory to solvency in non-life insurance. Zbl 1401.91202
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.
1
2014
Financial modeling, actuarial valuation and solvency in insurance. Zbl 1268.91003
Wüthrich, Mario V.; Merz, Michael
15
2013
Market value margin via mean-variance hedging. Zbl 1282.91311
Tsanakas, Andreas; Wüthrich, Mario V.; Černý, Aleš
9
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.
4
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
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.
14
2010
Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg
10
2010
Chain ladder method: Bayesian bootstrap versus classical bootstrap. Zbl 1231.91225
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V.
9
2010
Accounting year effects modeling in the stochastic chain ladder reserving method. Zbl 1219.91074
Wüthrich, Mario V.
8
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.
43
2009
Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness. Zbl 1163.91431
Embrechts, Paul; Nešlehová, Johanna; Wüthrich, Mario V.
31
2009
Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114
Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V.
23
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
87
2008
Credibility for the chain ladder reserving method. Zbl 1274.91486
Gisler, Alois; Wüthrich, Mario V.
17
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
Prediction error in the chain ladder method. Zbl 1141.91644
Wüthrich, Mario V.
2
2008
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
1
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.
21
2006
Premium liability risks: modeling small claims. Zbl 1333.91039
Wüthrich, Mario V.
2
2006
A heteropolymer in a medium with random droplets. Zbl 1113.60098
Wüthrich, Mario V.
1
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; 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.
29
2004
Diffusion of a heteropolymer in a multi-interface medium. Zbl 1061.82029
den Hollander, Frank; Wüthrich, Mario V.
2
2004
Extreme value theory and Archimedean copulas. Zbl 1141.60032
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.
37
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.
14
2003
Copula convergence theorems for tail events. Zbl 1039.62043
Juri, Alessandro; Wüthrich, Mario V.
42
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 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

Citations by Year