Michael Merz

zbMath Openmerz.michaelWikidataQ15457036 ScholiaQ15457036MaRDI QIDQ444330

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Deep quantile and deep composite triplet regression Insurance Mathematics \& Economics	2023-02-22	Paper
Interpreting deep learning models with marginal attribution by conditioning on quantiles Data Mining and Knowledge Discovery	2022-09-16	Paper
Statistical foundations of actuarial learning and its applications Springer Actuarial	2022-08-02	Paper
Prediction Error of the Multivariate Chain Ladder Reserving Method North American Actuarial Journal	2022-01-19	Paper
Prediction error of the expected claims development result in the chain ladder method Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Estimation of unallocated loss adjustment expenses Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Note on semi-linear credibility and structural interruption in the Bühlmann-Straub model Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
The valuation portfolio Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Best-estimate claims reserves in incomplete markets European Actuarial Journal	2015-07-29	Paper
Full and 1‐year runoff risk in the credibility‐based additive loss reserving method Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Claims development result in the paid-incurred chain reserving method Insurance Mathematics \& Economics	2014-04-10	Paper
Higher moments of the claims development result in general insurance ASTIN Bulletin	2013-12-12	Paper
Stochastic claims reserving methods in insurance	2013-10-07	Paper
Financial modeling, actuarial valuation and solvency in insurance Springer Finance	2012-08-14	Paper
Paid-incurred chain claims reserving method Insurance Mathematics \& Economics	2012-02-10	Paper
Uncertainty of the claims development result in the chain ladder method Scandinavian Actuarial Journal	2011-02-22	Paper
Bounds on the estimation error in the chain ladder method Scandinavian Actuarial Journal	2011-02-22	Paper
The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) ASTIN Bulletin	2009-06-15	Paper
The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark ASTIN Bulletin	2009-06-15	Paper
Valuation portfolio in non-life insurance Scandinavian Actuarial Journal	2009-02-28	Paper

Research outcomes over time

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