| Publication | Date of Publication | Type |
|---|
| High-cardinality categorical covariates in network regressions | 2025-01-22 | Paper |
| What is fair? Proxy discrimination vs. demographic disparities in insurance pricing | 2024-11-04 | Paper |
| Accurate and explainable mortality forecasting with the LocalGLMnet | 2024-09-20 | Paper |
| A multi-task network approach for calculating discrimination-free insurance prices | 2024-08-26 | Paper |
| Isotonic recalibration under a low signal-to-noise ratio | 2024-04-10 | Paper |
| Lasso regularization within the LocalGLMnet architecture | 2023-12-02 | Paper |
| Mixture Composite Regression Models with Multi-type Feature Selection | 2023-08-01 | Paper |
| Model selection with Gini indices under auto-calibration | 2023-07-13 | Paper |
| Ermanno Pitacco (1947–2022) | 2023-06-26 | Paper |
| The balance property in neural network modelling | 2023-03-07 | Paper |
| Deep quantile and deep composite triplet regression | 2023-02-22 | Paper |
| LocalGLMnet: interpretable deep learning for tabular data | 2023-02-21 | Paper |
| Interpreting deep learning models with marginal attribution by conditioning on quantiles | 2022-09-16 | Paper |
| Statistical Foundations of Actuarial Learning and its Applications | 2022-08-02 | Paper |
| Collective reserving using individual claims data | 2022-06-20 | Paper |
| What can we learn from telematics car driving data: a survey | 2022-05-12 | Paper |
| DISCRIMINATION-FREE INSURANCE PRICING | 2022-04-04 | Paper |
| Construction of Directed Assortative Configuration Graphs | 2022-03-23 | Paper |
| Prediction Error of the Multivariate Chain Ladder Reserving Method | 2022-01-19 | Paper |
| Making Tweedie's compound Poisson model more accessible | 2021-12-17 | Paper |
| Gamma mixture density networks and their application to modelling insurance claim amounts | 2021-11-19 | Paper |
| Time-series forecasting of mortality rates using deep learning | 2021-09-13 | Paper |
| Bias regularization in neural network models for general insurance pricing | 2020-11-04 | Paper |
| Neural network embedding of the over-dispersed Poisson reserving model | 2020-01-17 | Paper |
| Scale-free percolation in continuum space | 2019-10-10 | Paper |
| Evaluation of driving risk at different speeds | 2019-09-19 | Paper |
| Neural networks applied to chain-ladder reserving | 2019-09-03 | Paper |
| Feature extraction from telematics car driving heatmaps | 2019-09-03 | Paper |
| Claims frequency modeling using telematics car driving data | 2019-05-10 | Paper |
| On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins | 2019-03-28 | Paper |
| Machine learning in individual claims reserving | 2018-08-31 | Paper |
| Consistent recalibration of yield curve models | 2018-08-16 | Paper |
| From ruin theory to solvency in non-life insurance | 2018-07-11 | Paper |
| Double chain ladder, claims development inflation and zero-claims | 2018-07-11 | Paper |
| CONSISTENT YIELD CURVE PREDICTION | 2018-06-04 | Paper |
| Covariate selection from telematics car driving data | 2018-04-03 | Paper |
| Machine learning techniques for mortality modeling | 2018-01-12 | Paper |
| Full Bayesian analysis of claims reserving uncertainty | 2017-11-23 | Paper |
| Capital allocation for portfolios with non-linear risk aggregation | 2017-01-31 | Paper |
| Market-consistent actuarial valuation | 2016-09-29 | Paper |
| Case study of Swiss mortality using Bayesian modeling | 2016-08-22 | Paper |
| Premium liability risks: modeling small claims | 2016-04-07 | Paper |
| Prediction error of the expected claims development result in the chain ladder method | 2016-04-07 | Paper |
| Estimation of unallocated loss adjustment expenses | 2016-04-07 | Paper |
| Parameter reduction in log-normal chain-ladder models | 2016-01-15 | Paper |
| Best-estimate claims reserves in incomplete markets | 2015-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5256143 | 2015-06-22 | Paper |
| Hedging of long term zero-coupon bonds in a market model with reinvestment risk | 2015-01-22 | Paper |
| Statistical modelling and forecasting of outstanding liabilities in non-life insurance | 2014-09-29 | Paper |
| Networks, Random Graphs and Percolation | 2014-09-08 | Paper |
| Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving | 2014-07-19 | Paper |
| “A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012 | 2014-07-19 | Paper |
| Full and 1‐year runoff risk in the credibility‐based additive loss reserving method | 2014-05-06 | Paper |
| Claims development result in the paid-incurred chain reserving method | 2014-04-10 | Paper |
| Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model | 2014-04-03 | Paper |
| MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING | 2014-02-27 | Paper |
| BERNOULLI'S LAW OF LARGE NUMBERS | 2014-02-27 | Paper |
| PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING | 2014-02-27 | Paper |
| Inhomogeneous Long-Range Percolation for Real-Life Network Modeling | 2014-01-02 | Paper |
| Higher moments of the claims development result in general insurance | 2013-12-12 | Paper |
| Stochastic claims reserving methods in insurance | 2013-10-07 | Paper |
| Indifference pricing for CRRA utilities | 2013-08-06 | Paper |
| Modeling accounting year dependence in runoff triangles | 2013-02-05 | Paper |
| Financial modeling, actuarial valuation and solvency in insurance | 2012-08-14 | Paper |
| Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method | 2012-06-11 | Paper |
| Paid-incurred chain claims reserving method | 2012-02-10 | Paper |
| Chain ladder method: Bayesian bootstrap versus classical bootstrap | 2012-02-10 | Paper |
| Risk margin for a non-life insurance run-off | 2011-12-23 | Paper |
| An academic view on the illiquidity premium and market-consistent valuation in insurance | 2011-08-25 | Paper |
| Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method | 2011-08-23 | Paper |
| Multivariate extremes and the aggregation of dependent risks: examples and counter-examples | 2011-02-22 | Paper |
| Uncertainty of the claims development result in the chain ladder method | 2011-02-22 | Paper |
| Bounds on the estimation error in the chain ladder method | 2011-02-22 | Paper |
| Cost-of-Capital Margin for a General Insurance Liability Runoff | 2011-02-01 | Paper |
| Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models | 2011-01-20 | Paper |
| Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result | 2011-01-20 | Paper |
| Market-consistent actuarial valuation | 2010-11-17 | Paper |
| Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family | 2009-12-22 | Paper |
| Market Consistent Pricing of Insurance Products | 2009-06-25 | Paper |
| Credibility for the Chain Ladder Reserving Method | 2009-06-25 | Paper |
| The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) | 2009-06-15 | Paper |
| The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark | 2009-06-15 | Paper |
| Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness | 2009-05-12 | Paper |
| Law of large numbers and large deviations for dependent risks | 2009-04-20 | Paper |
| Valuation portfolio in non-life insurance | 2009-02-28 | Paper |
| Diversification for general copula dependence | 2008-12-01 | Paper |
| Prediction error in the chain ladder method | 2008-08-22 | Paper |
| Extreme Value Theory and Archimedean Copulas | 2007-12-16 | Paper |
| Limit distributions of upper order statistics for families of multivariate distributions | 2007-12-16 | Paper |
| Market-Consistent Actuarial Valuation | 2007-11-16 | Paper |
| A heteropolymer in a medium with random droplets | 2007-02-05 | Paper |
| Diffusion of a heteropolymer in a multi-interface medium | 2005-05-25 | Paper |
| Claims Reserving Using Tweedie's Compound Poisson Model | 2005-03-30 | Paper |
| Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables | 2005-03-30 | Paper |
| Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential. | 2005-02-25 | Paper |
| Diversification of aggregate dependent risks | 2004-11-29 | Paper |
| Tail dependence from a distributional point of view | 2004-09-24 | Paper |
| Bivariate extension of the Pickands-Balkema-de Haan theorem. | 2004-03-15 | Paper |
| Copula convergence theorems for tail events. | 2003-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793296 | 2003-05-25 | Paper |
| Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential | 2002-10-27 | Paper |
| Numerical bounds for critical exponents of crossing Brownian motion | 2001-10-21 | Paper |
| Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential | 2001-01-01 | Paper |
| Geodesics and crossing Brownian motion in a soft Poissonian potential | 2000-08-30 | Paper |
| Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential | 2000-05-09 | Paper |
| Scaling indentity for crossing Brownian motion in a Poissonian potential | 1999-05-18 | Paper |
| Fluctuation results for Brownian motion in a Poissonian potential | 1999-04-07 | Paper |
