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Mario V. Wüthrich

Observed names: M WUTHRICH, M Wüthrich, M. V. Wüthrich, M.V. Wüthrich, MV Wüthrich, Mario V Wüthrich, Mario V. W uthrich, Mario V. Wuethrich, Mario V. Wuthrich, Mario V. Wüthrich, Mario V. Wϋthrich, Mario Wuthrich, Mario Wüthrich, V. Wuthrich, Mario, Wüthrich, Mario, Wüthrich, Mario Valentin, Wüthrich Mario V, Wüthrich, M., Wüthrich, M. V., Wüthrich, MV, Wüthrich, Mario, Wüthrich, Mario V, Wüthrich, Mario V., Wüthrich, Mario Valentin
Observed institutions: Leibniz University Hannover, Radboud University Nijmegen, City, University of London, University of the Witwatersrand, ETH Zurich, John Wiley & Sons (Germany), John Wiley & Sons (United Kingdom), John Wiley & Sons (United States), University College London, Swiss Finance Institute
ORCID: 0000-0003-4035-552X
Observed ORCID: 0000-0003-4035-552X
OpenAlex ID: A5004533209
Stochastic claims reserving methods in insurance
2008 · Mario V. Wüthrich, Michael Merz · 293
A neural network extension of the Lee–Carter model to multiple populations
2019 · Ronald Richman, Mario V. Wüthrich · Annals of Actuarial Science · 143
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
2008 · Paul Embrechts, Dominik D. Lambrigger, et al. · Extremes · 136
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Statistical Foundations of Actuarial Learning and its Applications
2021 · Mario V. Wüthrich, Michael Merz · Springer Actuarial · 124
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Copula convergence theorems for tail events
2002 · Alessandro Juri, Mario V. Wüthrich · Insurance Mathematics and Economics · 124
Machine learning in individual claims reserving
2018 · Mario V. Wüthrich · Scandinavian Actuarial Journal · 109
Time-Series Forecasting of Mortality Rates using Deep Learning
2020 · Francesca Perla, Ronald Richman, et al. · Scandinavian Actuarial Journal · 104
The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions
2006 · Pavel Shevchenko, Mario Wüthrich · The Journal of Operational Risk · 104
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
2008 · Paul Embrechts, Johanna Nešlehová, et al. · Insurance Mathematics and Economics · 96
Data Analytics for Non-Life Insurance Pricing
2017 · Mario V. Wuthrich, Christoph Buser · SSRN Electronic Journal · 86
The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
2006 · Markus Buchwalder, Hans Bühlmann, et al. · Astin Bulletin · 85
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Tail Dependence from a Distributional Point of View
2003 · Alessandro Juri, Mario V. Wüthrich · Extremes · 83
Market-Consistent Actuarial Valuation
2010 · Mario V. Wüthrich, Hans Bühlmann, et al. · EAA series · 81
Claims Frequency Modeling Using Telematics Car Driving Data
2018 · Guangyuan Gao, Shengwang Meng, et al. · Scandinavian Actuarial Journal · 80
Nagging Predictors
2020 · Ronald Richman, Mario V. Wüthrich · Risks · 79
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Machine learning techniques for mortality modeling
2017 · Philippe Deprez, Pavel V. Shevchenko, et al. · European Actuarial Journal · 77
Financial Modeling, Actuarial Valuation and Solvency in Insurance
2013 · Mario V. Wüthrich, Michael Merz · Springer finance · 76
Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
2009 · Gareth W. Peters, Pavel V. Shevchenko, et al. · Astin Bulletin · 76
Neural Network Embedding of the Over-Dispersed Poisson Reserving Model
2018 · Andrea Gabrielli, Ronald Richman, et al. · Scandinavian Actuarial Journal · 72
Neural Networks Applied to Chain-Ladder Reserving
2017 · Mario V. Wüthrich · European Actuarial Journal · 72
Discrimination-free Insurance Pricing
2021 · M. Lindholm, R. Richman, et al. · Astin Bulletin · 68
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Modelling The Claims Development Result For Solvency Purposes
2008 · Michael Merz, Mario V. Wüthrich · 67
The quantification of operational risk using internal data, relevant external data and expert opinion
2007 · Dominik Lambrigger, Pavel Shevchenko, et al. · The Journal of Operational Risk · 67
Bias regularization in neural network models for general insurance pricing
2019 · Mario V. Wüthrich · European Actuarial Journal · 65
Case Study: French Motor Third-Party Liability Claims
2018 · Alexander Noll, Robert Salzmann, et al. · SSRN Electronic Journal · 65
Works count: 355
Citation count: 5,664
H-index: 43
I10-index: 131
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