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Zhu, R. ORCID: 0000-0002-9944-0369 and Wüthrich, M. V. (2020).
Clustering driving styles via image processing.
Annals of Actuarial Science,
doi: 10.1017/S1748499520000317
England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 and 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,
doi: 10.1016/j.insmatheco.2018.12.002
Martinez-Miranda, M. D., Nielsen, J. P., Verrall, R. J. and 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. and 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. and 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. and 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
Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2021).
Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles.
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Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2020).
Non-discriminatory insurance pricing.
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