W�thrich, Mario - Departement Mathematik, Eidgen�ssische Technische Hochschule Z�rich (ETHZ)

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W�thrich, Mario - Departement Mathematik, Eidgen�ssische Technische Hochschule Z�rich (ETHZ)

Estimation of Tail Development Factors in the Paid-Incurred Chain Reserving Method
Prediction of Disability Frequencies in Life Insurance Bernhard Konig
One-Year and Full Reserve Risk for a Credibility based ALR Method
EQUILIBRIUM WITH EXPONENTIAL UTILITY AND NON-NEGATIVE CONSUMPTION
An Academic View on the Illiquidity Premium and Market-Consistent Valuation in Insurance
Indifference Pricing for Power Utilities Semyon Malamud
Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving
Higher Moments of the Claims Development Result in General Insurance
Modelling Small and Large Claims in a Chain Ladder Daniel H. Alai1
Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method
Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claims Reserving Method
Bayesian prediction of disability insurance frequencies using economic indicators
Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claims Reserving Method
Prediction of Disability Frequencies in Life Insurance Bernhard Konig
EXPONENTIAL UTILITY WITH NON-NEGATIVE CONSUMPTION
A row-wise stacking of the run-off triangle: revisited Mario V. Wuthrich
Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving
Chain ladder method and individual claims development analysis
Challenges with Non-Informative Gamma Priors in the Bayesian Over-Dispersed Poisson Reserving Model
Bayesian prediction of disability insurance frequencies using economic indicators