| Stochastic claims reserving methods in insurance MV Wüthrich, M Merz John Wiley & Sons, 2008 | 611 | 2008 |
| Copula convergence theorems for tail events A Juri, MV Wüthrich Insurance: mathematics and economics 30 (3), 405-420, 2002 | 198 | 2002 |
| Modelling the claims development result for solvency purposes M Merz, MV Wüthrich CAS E-Forum, Fall 2008, 542-568, 2008 | 178 | 2008 |
| The structural modelling of operational risk via Bayesian inference: Combining loss data with expert opinions PV Shevchenko, MV Wüthrich arXiv preprint arXiv:0904.1067, 2009 | 174 | 2009 |
| Market-consistent actuarial valuation MV Wüthrich, H Bühlmann, H Furrer Springer, 2010 | 161 | 2010 |
| Multivariate extremes and the aggregation of dependent risks: examples and counter-examples P Embrechts, DD Lambrigger, MV Wüthrich Extremes 12, 107-127, 2009 | 150 | 2009 |
| The quantification of operational risk using internal data, relevant external data and expert opinions DD Lambrigger, PV Shevchenko, MV Wüthrich arXiv preprint arXiv:0904.1361, 2009 | 139 | 2009 |
| Machine learning in individual claims reserving MV Wüthrich Scandinavian Actuarial Journal 2018 (6), 465-480, 2018 | 138 | 2018 |
| A neural network extension of the Lee–Carter model to multiple populations R Richman, MV Wüthrich Annals of Actuarial Science 15 (2), 346-366, 2021 | 132 | 2021 |
| The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited) M Buchwalder, H Bühlmann, M Merz, MV Wüthrich ASTIN Bulletin: The Journal of the IAA 36 (2), 521-542, 2006 | 130 | 2006 |
| Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness P Embrechts, J Nešlehová, MV Wüthrich Insurance: Mathematics and Economics 44 (2), 164-169, 2009 | 122 | 2009 |
| Tail dependence from a distributional point of view A Juri, MV Wüthrich Extremes 6, 213-246, 2003 | 119 | 2003 |
| Data analytics for non-life insurance pricing MV Wuthrich, C Buser Swiss Finance Institute Research Paper, 2023 | 113 | 2023 |
| Financial modeling, actuarial valuation and solvency in insurance MV Wüthrich, M Merz Springer, 2013 | 107 | 2013 |
| Diversification of aggregate dependent risks S Alink, M Löwe, MV Wüthrich Insurance: Mathematics and Economics 35 (1), 77-95, 2004 | 99 | 2004 |
| Neural networks applied to chain–ladder reserving MV Wüthrich European Actuarial Journal 8, 407-436, 2018 | 97 | 2018 |
| Machine learning techniques for mortality modeling P Deprez, PV Shevchenko, MV Wüthrich European Actuarial Journal 7, 337-352, 2017 | 94 | 2017 |
| Time-series forecasting of mortality rates using deep learning F Perla, R Richman, S Scognamiglio, MV Wüthrich Scandinavian Actuarial Journal 2021 (7), 572-598, 2021 | 93 | 2021 |
| Model uncertainty in claims reserving within Tweedie's compound Poisson models GW Peters, PV Shevchenko, MV Wüthrich ASTIN Bulletin: The Journal of the IAA 39 (1), 1-33, 2009 | 89 | 2009 |
| Claims frequency modeling using telematics car driving data G Gao, S Meng, MV Wüthrich Scandinavian Actuarial Journal 2019 (2), 143-162, 2019 | 86 | 2019 |
