FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
VISS 2011

Vienna International Summer School

"Stochastic Claims Reserving Methods in Insurance"

General Info Alois Gisler Mario Wüthrich Registration Location
 

Prof. Dr. Alois Gisler

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

The Insurance Risk in the SST and in Solvency II: Modeling and Parameter Estimation; paper presented at the ASTIN Colloquium in Helsinki

2009

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

2008

Credibility for the Chain Ladder Reserving Method (with M.V. Wüthrich), ASTIN Bulletin, p. 565-597.

2006

The Eestimation Error in the Chain Ladder Reserving Method: A Bayesian Approach, ASTIN Bulletin, p. 553-565.

2005

A Course in Credibility Theory and its Applications, (with Hans Bühlmann), book, Springer-Verlag.

2003

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.

2000

Some Practical Results in Credibility, paper presented at the international ASTIN Colloquium in Sardinia.

1999

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

1997

Credibility in the Regression case revisited, (with Hans Bühlmann), ASTIN Bulletin, p. 83-98

1997

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.

1996

Bonus-Malus and Tariff Segmentation, Paper presented at the ASTIN Colloquium in Copenhagen.

1993

Robust Credibility, (with P. Reinhard), ASTIN Bulletin, p. 117-143

1990

Credibility Theory Made Easy, Journal of the Swiss actuarial Association, p. 75-100

1989

Otpimales Stutzen von Daten in der Credibility Theorie, Schriftenreihe Angewandte Versicherungs­mathe­matik, Heft 22, Deutsche Gesellschaft für Versicherungs­mathematik, p. 125-150

1987

Einige Bemerkungen zum hierarchischen Credibility Modell, Journal of the Swiss Actuarial Association,
p. 91-98

1986

Prämienberechnung für Schadenexzedenten, (with R. Schnieper und S. Hofmann), Journal of the Swiss Actuarial Association , p. 55-75

1985

Kommentar zur Anwendung der 'Moral Hazard'-Theorie im Versicherungsbereich, (with H. Müller), Journal of the Swiss Actuarial Association, p. 77-80

1982

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.

1981

On Parameter Estimators in Credibility, (with A. Dubey), Journal of the Swiss Actuarial Associtaion, p. 181-212.

1980

Optimum trimming of Data in the Credibility Modell, Journal of the Swiss Actuarial Association, p. 313-326

1980

Optimales Stutzen von Beobachtungen im Credibility-Modell, Dissertation Nr. 6556, ETH

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)

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

1980

Walter-Saxer Versicherungspreis, Zürich, for the Diploma Thesis "Optimales Stutzen von Daten im Credibility Modell"