38 citations · 104 across the 32 of their papers we have counts for
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stat.ME2024
An Observation-Driven State-Space Model for Claims Size Modeling
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich
State-space models are popular models in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state-space models are of Kalm…
q-fin.RM2024
Claims processing and costs under capacity constraints
Filip Lindskog, Mario V. Wüthrich
Random delays between the occurrence of accident events and the corresponding reporting times of insurance claims is a standard feature of insurance data. The time lag between the…
math.ST2024★ 1 cited
Auto-Calibration Tests for Discrete Finite Regression Functions
Mario V. Wüthrich
Auto-calibration is an important property of regression functions for actuarial applications. Comparably little is known about statistical testing of auto-calibration. Denuit et al…