3 papers in the archive (2023–2025), average empirical rigor 4.2/10, average math complexity 7/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Insurance & Actuarial Risk.
Frequent co-authors: Mario V. Wüthrich (1), Hansjörg Albrecher (1), Hervé Zumbach (1), Nils Engler (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Random delays between the occurrence of accident events and the corresponding reporting times of insurance claims is a standard feature of insurance data. The time lag between the reporting and the processing of a claim depends on whether the claim can be processed without delay as it arrives or whe
The distribution-free chain ladder of Mack justified the use of the chain ladder predictor and enabled Mack to derive an estimator of conditional mean squared error of prediction for the chain ladder predictor. Classical insurance loss models, i.e. of compound Poisson type, are not consistent with M
Cost-of-capital valuation is a well-established approach to the valuation of liabilities and is one of the cornerstones of current regulatory frameworks for the insurance industry. Standard cost-of-capital considerations typically rely on the assumption that the required buffer capital is held in ri