38 citations · 104 across the 32 of their papers we have counts for
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stat.ME2025
State-Space Representation of INGARCH Models and Their Application in Insurance
Jae Youn Ahn, Hong Beng Lim, Mario V. Wüthrich
Integer-valued generalized autoregressive conditional heteroskedastic (INGARCH) models are a popular framework for modeling serial dependence in count time-series. While convenient…
stat.AP2025★ 1 cited
Universal Inference for Testing Calibration of Mean Estimates within the Exponential Dispersion Family
Łukasz Delong, Mario Wüthrich
Calibration of mean estimates for predictions is a crucial property in many applications, particularly in the fields of financial and actuarial decision-making. In this paper, we f…
stat.ML2025
Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
Alexej Brauer, Paul Menzel, Mario V. Wüthrich
Maintaining the predictive performance of pricing models is challenging when insurance portfolios and data-generating mechanisms evolve over time. Focusing on non-life insurance, w…