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Mario Wüthrich is Professor in the Department of Mathematics at ETH Zurich, Honorary Visiting Professor at Bayes Business School, City, University of London (2011-2022), Honorary Professor at University College London (2013-2019), and Adjunct Professor at University of Bologna (2014-2016). He holds a PhD (doctorate) in Mathematics from ETH Zurich (1999). From 2000 to 2005, he held an actuarial position at Winterthur Insurance, Switzerland. He is Actuary SAA (2004), served on the board of the Swiss Association of Actuaries (2006-2018), and is Editor-in-Chief of ASTIN Bulletin (since 2018).

 
 
 
 

Awards:

  • 2010: Best paper award of the North American Actuarial Journal, "Accounting year effects modelling in the stochastic chain ladder reserving method".

  • 2017: Bob Alting von Geusau Prize of the Interational Actuarial Association (IAA), Section AFIR-ERM, "Consistent yield curve prediction" (jointly with J. Teichmann).

  • 2018: International Congress of Actuaries Best Paper Award, "Neural network applied to chain-ladder reserving".

  • 2019: Actuarial Society of South Africa Convention Research Prize, "Believing the bot - model risk in the era of deep learning" (jointly with R. Richman and N. von Rummell).

  • 2019: Risks Best Paper Award (1st Prize), "An individual claims history simulation machine" (jointly with A. Gabrielli).

  • 2020: Geoffrey Heywood Prize of the Institute and Faculty of Actuaries (IFoA), "A neural network extension of the Lee-Carter model to multiple populations" (jointly with R. Richman).

  • 2021: Brian Hey Prize of the Institute and Faculty of Actuaries (IFoA), "LocalGLMnet: interpretable deep learning for tabular data" (jointly with R. Richman).

  • 2021: Gauss Prize of the German Society of Insurance and Financial Mathematics (DGVFM) and the German Actuarial Association (DAV), "Making Tweedie's compound Poisson model more accessible" (jointly with L. Delong and M. Lindholm).

  • 2021: Risks Best Paper Award (1st Prize), "Nagging Predictor" (jointly with R. Richman).

 
 
 
 
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