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Vienna International Summer School
"Stochastic Claims Reserving Methods in Insurance"
Prof. Dr. Alois Gisler
Alois Gisler had studied mathematics at ETH in Zürich and he had written his PhD-thesis with Prof. Hans Bühlmann.
After his studies he had been working for nearly 30 years as a full practicing actuary at AXA-Winterthur Insurance Company. He has a broad practical experience in nearly all actuarial fields of a direct insurer, in pricing, reserving, reporting, solvency, securitisation, etc. He had been the head of actuarial non-life and also the appointed actuary for AXA-Winterthur Insurance Company and for Winterthur-ARAG, legal-protection Insurance-Company. In his function as head of actuarial non-life, he was responsible for pricing, reserving, actuarial reporting and other actuarial services. As AXA-Winterthur is the market leader non-life in Switzerland, Alois Gisler was engaged in all major actuarial topics and developments in the Swiss market-place. In particular he was heavily involved in the development of the Swiss Solvency Test, where the model for the insurance risk non-life bears his signature.
Besides being a full practising actuary Alois Gisler has always kept close contact to actuarial science. He had been coeditor of the ASTIN-Bulletin during 10 years. Since 1992 he has been a lecturer in actuarial science and since 2002 a professor at ETH. He has written many articles, mainly in credibility theory.
At mid 2009 Prof. Alois Gisler went on pension at AXA-Winterthur in order to have more time for research and lecturing at ETH.
Email: alois.gisler@math.ethz.ch
Address:
Prof. Dr. Alois Gisler
ETH Zürich
Departement Mathematik
HG J 58
Rämistrasse 101
CH-8092 Zürich
Switzerland
List of Publications
2009
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The Insurance Risk in
the SST and in Solvency II:
Modeling and Parameter Estimation; paper presented at the ASTIN
Colloquium in
Helsinki
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2009
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Recursive Credibility
for Chain Ladder Factors and
the claims development result, (with
H. Bühlmann, M. de Felice, F. Morriconi, M.V. Wüthrich), ASTIN
Bulletin, p.
275-306
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2008
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Credibility
for
the Chain Ladder Reserving Method (with M.V. Wüthrich), ASTIN
Bulletin, p. 565-597.
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2006
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The
Eestimation
Error in the Chain Ladder Reserving Method: A Bayesian Approach, ASTIN Bulletin, p.
553-565.
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2005
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A Course
in
Credibility Theory and its Applications, (with Hans Bühlmann), book,
Springer-Verlag.
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2003
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Multidimensional
Credibility and its application to the treatment of large claims, (with H. Bühlmann and D.
Kollöffel), paper presented at the ASTIN Colloquium in Berlin.
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2000
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Some
Practical
Results in Credibility, paper
presented at
the international ASTIN Colloquium in Sardinia.
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1999
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An
addendum and a
Short Comment on the Paper 'Estimating the Value of the Wincat Coupons
of Winterthur
Insurance Convertible Bond by U. Schmock', (with P. Frost), ASTIN Bulletin, p. 165-171
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1997
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Credibility
in the
Regression case revisited, (with
Hans Bühlmann),
ASTIN Bulletin, p. 83-98
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1997
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Wandelanleihe
Winterthur-Versicherungen mit WinCAT-Coupons "Hagel", Fixed Income Resarch, Credit-Suisse First Boston; Authors Kurt Hess und Martin
Jaggi; contribution A. Gisler: actuarial part in this research
brochure.
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1996
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Bonus-Malus
and
Tariff Segmentation, Paper
presented at
the ASTIN Colloquium in Copenhagen.
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1993
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Robust
Credibility, (with P.
Reinhard), ASTIN
Bulletin, p. 117-143
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1990
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Credibility
Theory
Made Easy, Journal of the Swiss
actuarial Association, p. 75-100
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1989
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Otpimales Stutzen von
Daten in der Credibility
Theorie, Schriftenreihe Angewandte
Versicherungsmathematik, Heft 22,
Deutsche Gesellschaft für Versicherungsmathematik, p. 125-150
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1987
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Einige
Bemerkungen
zum hierarchischen Credibility Modell, Journal of the Swiss Actuarial Association,
p. 91-98
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1986
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Prämienberechnung
für Schadenexzedenten, (with R.
Schnieper und S. Hofmann), Journal of the Swiss Actuarial Association ,
p.
55-75
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1985
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Kommentar zur Anwendung
der 'Moral
Hazard'-Theorie im Versicherungsbereich,
(with H. Müller), Journal of the Swiss
Actuarial Association, p. 77-80
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1982
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Excess
Claims and
Data Trimming in the Context of Credibilit Rating Procedures, (with H. Bühlmann and W.S. Jewell ), Journal of
the
Swiss Actuarial Association.
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1981
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On
Parameter
Estimators in Credibility, (with
A. Dubey),
Journal of the Swiss Actuarial Associtaion, p. 181-212.
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1980
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Optimum
trimming
of Data in the Credibility Modell, Journal of the Swiss Actuarial Association, p. 313-326
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1980
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Optimales Stutzen von
Beobachtungen im
Credibility-Modell, Dissertation Nr. 6556,
ETH
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Honours
2008
| Casualty Actuarial Society, Charles A. Hachemeister Prize 2008: 2nd rank with the paper Credibility for the
chain ladder reserving method (with M.V. Wüthrich)
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1999
| partial award of the 1999 Charly Hachemeister Price, Casualty Actuarial society USA, for the paper An addendum and a Short
Comment on the Paper 'Estimating the Value of the Wincat Coupons of Winterthur Insurance Convertible Bond by U. Schmock' (with P. Frost) and the modelling of the WinCAT Convertible
Bond
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1980
| Walter-Saxer Versicherungspreis, Zürich, for the Diploma Thesis "Optimales Stutzen
von Daten im Credibility Modell"
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