Conference Papers and Selected Talks of Mario V. Wüthrich

Conference Papers

• 2011. (With P. Embrechts and A. Tsanakas) Risk margin for a non-life insurance run-off, 40th ASTIN Colloquium, June 19-22 in Madrid, Spain.
• 2009. (With D.H. Alai) Model uncertainty within the Tweedie exponential dispersion family, 39th ASTIN Colloquium, June 2-4 in Helsinki, FIN.
• 2009. (With P. Embrechts and D.D. Lambrigger) Multivariate extremes and aggregation of dependent risks: examples and counter-examples, Bowles Symposium, February 12-13, Atlanta, US.
• 2008. (With M. Merz) Modelling the claims development result for solvency purposes, 38th ASTIN Colloquium, July 13-16 in Manchester, UK.
• 2008. (With G.W. Peters, P.V. Shevchenko) Model risk in claims reserving within Tweedie's compound Poisson models, 38th ASTIN Colloquium, July 13-16 in Manchester, UK.
• 2008. (With D. D. Lambrigger, P. V. Shevchenko) Give credit where credit is due: operational risk goes Bayesian, 38th ASTIN Colloquium, July 13-16 in Manchester, UK.
• 2007. (With A. Gisler) Credibility for the chain ladder reserving method, 37th ASTIN Colloquium, June 19-22 in Orlando, Florida.
• 2005. (With M. Buchwalder, H. Bühlmann, M. Merz) Legal valuation portfolio in non-life insurance, 36th ASTIN Colloquium, September 4-7 at ETH Zürich, Switzerland.
• 2004. Aggregation and diversification effect of dependent random variables, 35th ASTIN Colloquium, June 6-9 in Bergen, Norway.

Selected Recent Talks

• 2012. Inflation and correlation in claims run-off triangles. Kolloquium Versicherungs- und Finanzmathematik, Leibniz Universität, Hannover.


• 2011. Risk margin for a P&C insurance run-off. Montreal Seminar of Actuarial and Financial Mathematics, Concordia University, Montreal.


• 2011. PIC claims reserving method. Actuarial and Financial Mathematics Conference, Brussels.


• 2011. Reversible jump Markov chain Monte Carlo method for claims reserving. Actuarial Science & Risk Measures Workshop, University of Piraeus.


• 2010. Cost-of-capital approach in non-life insurance. University of Ljubljana.


• 2009. Modelling the claims development result for solvency purposes. University of Technology Vienna.


• 2009. Multivariate extremes and aggregation of dependent risks: examples and counter-examples. Bowles Symposium, Atlanta.