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Munir Hiabu
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Year
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
212016
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
202019
In-sample forecasting with local linear survival densities
M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen
Biometrika 103 (4), 843-859, 2016
142016
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
112014
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
102018
On the relationship between classical chain ladder and granular reserving
M Hiabu
Scandinavian Actuarial Journal 2017 (8), 708-729, 2017
102017
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
102016
Long-term real dynamic investment planning
R Gerrard, M Hiabu, JP Nielsen, P Vodička
Insurance: Mathematics and Economics 92, 90-103, 2020
92020
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
92018
Continuous chain-ladder with paid data
SM Bischofberger, M Hiabu, A Isakson
Scandinavian Actuarial Journal 2020 (6), 477-502, 2020
72020
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
42021
A comparison of in-sample forecasting methods
SM Bischofberger, M Hiabu, E Mammen, JP Nielsen
Computational Statistics & Data Analysis 137, 133-154, 2019
32019
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
22021
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
12022
Random Planted Forest: a directly interpretable tree ensemble
M Hiabu, E Mammen, JT Meyer
arXiv preprint arXiv:2012.14563, 2020
12020
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
12017
In-sample forecasting: structured models and reserving
M Hiabu
City, University of London, 2016
12016
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
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