Suchergebnisse - RERO DOC

Consortium of Swiss Academic Libraries

Credibility for the Chain Ladder Reserving Method

Gisler, Alois ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2008, vol. 38, no. 2, p. 565-600

Consortium of Swiss Academic Libraries

Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables

Wüthrich, Mario V.

In: ASTIN Bulletin, 2003, vol. 33, no. 1, p. 75-92

Consortium of Swiss Academic Libraries

Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method

Saluz, Annina ; Gisler, Alois ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2011, vol. 41, no. 2, p. 279-313

Consortium of Swiss Academic Libraries

Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result

Bühlmann, Hans ; De Felice, Massimo ; Gisler, Alois ; Moriconi, Franco ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2009, vol. 39, no. 1, p. 275-306

Consortium of Swiss Academic Libraries

PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING

Happ, Sebastian ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2013, vol. 43, no. 1, p. 1-20

Consortium of Swiss Academic Libraries

Market Consistent Pricing of Insurance Products

Malamud, Semyon ; Trubowitz, Eugene ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2008, vol. 38, no. 2, p. 483-526

Consortium of Swiss Academic Libraries

BERNOULLI'S LAW OF LARGE NUMBERS

Bolthausen, Erwin ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2013, vol. 43, no. 2, p. 73-79

Consortium of Swiss Academic Libraries

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models

Peters, Gareth W. ; Shevchenko, Pavel V. ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2009, vol. 39, no. 1, p. 1-33

Consortium of Swiss Academic Libraries

Statistical Review of Nuclear Power Accidents

Hofert, Marius ; Wüthrich, Mario V.

In: Asia-Pacific Journal of Risk and Insurance, 2012, vol. 7, no. 1, p. -

Consortium of Swiss Academic Libraries

Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family

Alai, Daniel H. ; Wüthrich, Mario V.

In: ASTIN Bulletin, 2009, vol. 39, no. 2, p. 453-477

Powered by Invenio
/ © Copyright RERO