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Publications by Mario V. Wüthrich

Paid-Incurred Chain Reserving Method With Dependence Modeling

English

Full Bayesian Analysis of Claims Reserving Uncertainty

Insurance: Mathematics and Economics

English

Parameter Reduction in Log-Normal Chain-Ladder Models

European Actuarial Journal

English

Assessing Asset-Liability Risk With Neural Networks

English

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

English

The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark

English