WebMario Wuthrich, RiskLab, ETH Zurich Individual Claims Generator: Monthly Cash Flows We provide a fully calibrated stochastic generator of individual insurance claim developments … WebMachine learning in individual claims reserving. Scandinavian Actuarial Journal 2024/6 (2024), 465--480. Full Bayesian analysis of claims reserving uncertainty. (with G.W. …
ASTIN Bulletin: The Journal of the IAA Cambridge Core
Web29 sep. 2024 · Doctoral thesis supervised by Prof. Mario Wüthrich (D- MATH), Prof. Patrick Cheridito (D- MATH) and Prof. Franco Moriconi ( Università degli Studi di Perugia) Vito Gallo XVA analysis for bilateral derivatives in continuous time (PDF, 1.1 MB) vertical_align_bottom Master's thesis supervised by Prof. Patrick Cheridito (D- MATH) WebMario V. Wüthrich and Michael Merz 1 Articles Tonuity: A Novel Individual-Oriented Retirement Plan An Chen, Peter Hieber and Jakob K. Klein 5 Valuation of Contingent Guarantees Using Least-Squares Monte Carlo T. Bienek and M. Scherer 31 How Functional Data Can Enhance the Estimation of Health Expectancy: The Case of dogfish tackle \u0026 marine
Back-Testing the Chain-Ladder Method by Andrea Gabrielli, Mario …
Web15 sep. 2013 · Professor Mario Wüthrich of the Department of Mathematics, ETH Zurich and Risk Lab Switzerland is a distinguished professor in the actuarial and risk … Web9 dec. 2024 · Mario V. Wuthrich RiskLab, ETH Zurich Date Written: December 11, 2024 Abstract We present how to enhance classical generalized linear models by neural network features. On the way there, we highlight the traps and pitfalls that need to be avoided to get good statistical models. WebMario V. Wüthrich is Professor for Actuarial Science in the Department of Mathematics at ETH Zurich. New: Statistical Foundations of Actuarial Learning and its Applications , … dog face on pajama bottoms