Items where Author is "Wüthrich, M. V."
Lindholm, M., Richman, R., Tsanakas, A. 
ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2024).
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing.
Scandinavian Actuarial Journal, 2024(9),
pp. 935-970.
doi: 10.1080/03461238.2024.2364741
Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2024).
Sensitivity-based measures of discrimination in insurance pricing.
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Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2023).
A multi-task network approach for calculating discrimination-free insurance prices.
European Actuarial Journal, 14(2),
pp. 329-369.
doi: 10.1007/s13385-023-00367-z
Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2023).
What is fair? Proxy discrimination vs. demographic disparities in insurance pricing.
.
Lindholm, M., Tsanakas, A. ORCID: 0000-0003-4552-5532, Richman, R. & Wüthrich, M. V. (2022).
A Discussion of Discrimination and Fairness in Insurance Pricing.
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Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2022).
A multi-task network approach for calculating discrimination-free insurance prices.
.
Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2022).
Discrimination-free insurance pricing.
Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1),
pp. 55-89.
doi: 10.1017/asb.2021.23
Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2021).
Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles.
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Zhu, R. ORCID: 0000-0002-9944-0369 & Wüthrich, M. V. (2020).
Clustering driving styles via image processing.
Annals of Actuarial Science, 15(2),
pp. 1-15.
doi: 10.1017/s1748499520000317
England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 & Wüthrich, M. V. (2019).
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins.
Insurance: Mathematics and Economics, 85,
pp. 74-88.
doi: 10.1016/j.insmatheco.2018.12.002
Martinez-Miranda, M. D., Nielsen, J. P., Verrall, R. J. & Wüthrich, M. V. (2015). Double chain ladder, claims development inflation and zero-claims. Scandinavian Actuarial Journal, 2015(5), pp. 383-405. doi: 10.1080/03461238.2013.823459
Verrall, R. J. & Wüthrich, M. V. (2015). Parameter Reduction in Log-normal Chain-ladder Models. European Actuarial Journal, 5(2), pp. 355-380. doi: 10.1007/s13385-015-0114-7
Verrall, R. J. & Wüthrich, M. V. (2012). Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. North American Actuarial Journal, 16(2), pp. 240-259. doi: 10.1080/10920277.2012.10590639
England, P. D., Verrall, R. J. & Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/s1748499512000012