Mario V. Wüthrich

Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

Paul Embrechts, Dominik D. Lambrigger, Mario V. Wüthrich · Extremes · 2008 · 137 citations · Full text

Dependent Risks, Engineering, Risk Management +9

Copula convergence theorems for tail events

Alessandro Juri, Mario V. Wüthrich · Insurance Mathematics and Economics · 2002 · 132 citations

Engineering, Levy Process, Probability Theory +5

The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions

Pavel V. Shevchenko, Mario V. Wüthrich · The Journal of Operational Risk · 2006 · 111 citations

Bayesian Statistic, Engineering, Risk Model Validation +27

A neural network extension of the Lee–Carter model to multiple populations

Ronald Richman, Mario V. Wüthrich · Annals of Actuarial Science · 2019 · 98 citations

Forecasting Methodology, Engineering, Machine Learning +19

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

Paul Embrechts, Johanna Nešlehová, Mario V. Wüthrich · Insurance Mathematics and Economics · 2008 · 95 citations

Empirical Finance, Economics, Asset Pricing +7