Consistent Re-Calibration in Yield Curve Modeling: An Example. - Mario V. Wüthrich (Causal Inference in Econometrics, 2016)

Construction of Directed Assortative Configuration Graphs. - Philippe Deprez; Mario V. Wüthrich (Internet Math., 2017)

Sequential Monte Carlo Sampling for State Space Models. - Mario V. Wüthrich (Robustness in Econometrics, 2017)

LocalGLMnet: interpretable deep learning for tabular data. - Ronald Richman; Mario V. Wüthrich (CoRR, 2021)

A multi-task network approach for calculating discrimination-free insurance prices. - Mathias Lindholm; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich (CoRR, 2022)

Model selection with Gini indices under auto-calibration. - Mario V. Wüthrich (CoRR, 2022)

A Discussion of Discrimination and Fairness in Insurance Pricing. - Mathias Lindholm; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich (CoRR, 2022)

Interpreting deep learning models with marginal attribution by conditioning on quantiles. - Michael Merz; Ronald Richman; Andreas Tsanakas; Mario V. Wüthrich (Data Min. Knowl. Discov., 2022)

Boosting Poisson regression models with telematics car driving data. - Guangyuan Gao; He Wang; Mario V. Wüthrich (Mach. Learn., 2022)

Isotonic Recalibration under a Low Signal-to-Noise Ratio. - Mario V. Wüthrich; Johanna Ziegel (CoRR, 2023)

Smoothness and monotonicity constraints for neural networks using ICEnet. - Ronald Richman; Mario V. Wüthrich (CoRR, 2023)

Conditional expectation network for SHAP. - Ronald Richman; Mario V. Wüthrich (CoRR, 2023)

LASSO regularization within the LocalGLMnet architecture. - Ronald Richman; Mario V. Wüthrich (Adv. Data Anal. Classif., 2023)

The Credibility Transformer. - Ronald Richman; Salvatore Scognamiglio; Mario V. Wüthrich (CoRR, 2024)