The following pages link to Michael Merz (Q444330):
Displaying 18 items.
- Financial modeling, actuarial valuation and solvency in insurance (Q444331) (← links)
- Paid-incurred chain claims reserving method (Q659269) (← links)
- Interpreting deep learning models with marginal attribution by conditioning on quantiles (Q2172619) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Claims development result in the paid-incurred chain reserving method (Q2444707) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- (Q2801410) (← links)
- (Q2801413) (← links)
- (Q2801415) (← links)
- (Q2852072) (← links)
- Higher Moments of the Claims Development Result in General Insurance (Q2866017) (← links)
- Bounds on the estimation error in the chain ladder method (Q3077722) (← links)
- Uncertainty of the claims development result in the chain ladder method (Q3077727) (← links)
- Valuation portfolio in non-life insurance (Q3608219) (← links)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (Q3632848) (← links)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark (Q3632852) (← links)
- Prediction Error of the Multivariate Chain Ladder Reserving Method (Q5022534) (← links)
- Full and 1‐year runoff risk in the credibility‐based additive loss reserving method (Q5414509) (← links)
