The link between classical reserving and granular reserving through double chain ladder and its extensions M Hiabu, C Margraf, MD Martínez-Miranda, JP Nielsen British Actuarial Journal 21 (1), 97-116, 2016 | 21 | 2016 |
Communication and personal selection of pension saver’s financial risk R Gerrard, M Hiabu, I Kyriakou, JP Nielsen European Journal of Operational Research 274 (3), 1102-1111, 2019 | 20 | 2019 |
In-sample forecasting with local linear survival densities M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen Biometrika 103 (4), 843-859, 2016 | 14 | 2016 |
Validating the double chain ladder stochastic claims reserving model T Agbeko, M Hiabu, MDM Miranda, JP Nielsen, RJ Verrall Variance: advancing the science of risk 8 (2), 138-160, 2014 | 11 | 2014 |
Self-selection and risk sharing in a modern world of life-long annuities R Gerrard, M Hiabu, I Kyriakou, JP Nielsen British Actuarial Journal 23, e30, 2018 | 10 | 2018 |
On the relationship between classical chain ladder and granular reserving M Hiabu Scandinavian Actuarial Journal 2017 (8), 708-729, 2017 | 10 | 2017 |
Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities M Hiabu, C Margraf, MD Martínez-Miranda, JP Nielsen Expert Systems with Applications 45, 400-409, 2016 | 10 | 2016 |
Long-term real dynamic investment planning R Gerrard, M Hiabu, JP Nielsen, P Vodička Insurance: Mathematics and Economics 92, 90-103, 2020 | 9 | 2020 |
Machine learning & traditional methods synergy in non-life reserving S Jamal, S Canto, R Fernwood, C Giancaterino, M Hiabu, L Invernizzi, ... Report of the ASTIN Working Party of the International Actuarial Association …, 2018 | 9 | 2018 |
Continuous chain-ladder with paid data SM Bischofberger, M Hiabu, A Isakson Scandinavian Actuarial Journal 2020 (6), 477-502, 2020 | 7 | 2020 |
Smooth backfitting of proportional hazards with multiplicative components M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen Journal of the American Statistical Association 116 (536), 1983-1993, 2021 | 4 | 2021 |
A comparison of in-sample forecasting methods SM Bischofberger, M Hiabu, E Mammen, JP Nielsen Computational Statistics & Data Analysis 137, 133-154, 2019 | 3 | 2019 |
Nonsmooth backfitting for the excess risk additive regression model with two survival time scales M Hiabu, JP Nielsen, TH Scheike Biometrika 108 (2), 491-506, 2021 | 2 | 2021 |
Unifying local and global model explanations by functional decomposition of low dimensional structures M Hiabu, JT Meyer, MN Wright arXiv preprint arXiv:2208.06151, 2022 | 1 | 2022 |
Random Planted Forest: a directly interpretable tree ensemble M Hiabu, E Mammen, JT Meyer arXiv preprint arXiv:2012.14563, 2020 | 1 | 2020 |
Smooth Backfitting of Proportional Hazards—A New Approach Projecting Survival Data M Hiabu, E Mammen, MD Martinez-Miranda, JP Nielsen arXiv preprint arXiv:1707.04622, 2017 | 1 | 2017 |
In-sample forecasting: structured models and reserving M Hiabu City, University of London, 2016 | 1 | 2016 |
Smooth Backfitting for Additive Hazard Rates SM Bischofberger, M Hiabu, E Mammen, JP Nielsen arXiv preprint arXiv:2302.09510, 2023 | | 2023 |
Chain Ladder Plus: a versatile approach for claims reserving G Pittarello, M Hiabu, AM Villegas arXiv preprint arXiv:2301.03858, 2023 | | 2023 |
Local linear smoothing in additive models as data projection M Hiabu, E Mammen, JT Meyer arXiv preprint arXiv:2201.10930, 2022 | | 2022 |