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Mario V. Wüthrich

ETH Zürich

LEE G104

Leonhardstrasse 21

Zurich

Switzerland

SCHOLARLY PAPERS

3

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89

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Isotonic regression for variance estimation and its role in mean estimation and model validation

Downloads 66 (185,218)
Citation 1

The Role of the Variance Function in Mean Estimation and Validation

Number of pages: 33 Posted: 28 Jun 2023
Lukasz Delong and Mario V. Wüthrich
University of Warsaw, Faculty of Economic Sciences and ETH Zürich
Downloads 66 (929,821)
Citation 1

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Isotonic regression, generalized linear model, quasi-likelihood, lognormal model, T-reliability diagram

2.

Universal Inference for Testing Calibration of Mean Estimates within the Exponential Dispersion Family

Number of pages: 38 Posted: 29 Dec 2025
Lukasz Delong and Mario V. Wüthrich
University of Warsaw, Faculty of Economic Sciences and ETH Zürich
Downloads 23 (1,424,331)

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Calibration of mean predictions, e-values, Exponential Dispersion Family, isotonic regression, split Likelihood Ratio Test

3.

Recent Challenges in Actuarial Science

Annual Review of Statistics and Its Application, Vol. 9, Issue 1, pp. 119-140, 2022
Posted: 24 Mar 2022
Paul Embrechts and Mario V. Wüthrich
ETH Zürich and ETH Zürich

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