Maria Dolores Martinez-Miranda
Title
Cited by
Cited by
Year
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
852012
Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers
MDM Miranda, B Nielsen, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 41 (1), 107-129, 2011
502011
Do-validation for kernel density estimation
E Mammen, MD Martínez Miranda, JP Nielsen, S Sperlich
Journal of the American Statistical Association 106 (494), 651-660, 2011
462011
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem
MDM Miranda, JP Nielsen, S Sperlich, R Verrall
Expert Systems with Applications 40 (14), 5588-5603, 2013
412013
Double chain ladder and Bornhuetter-Ferguson
MD Martínez-Miranda, JP Nielsen, R Verrall
North American Actuarial Journal 17 (2), 101-113, 2013
362013
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality
MDM Miranda, B Nielsen, JP Nielsen
Journal of the Royal Statistical Society. Series A (Statistics in Society …, 2015
352015
Bandwidth selection for kernel density estimation with length-biased data
MI Borrajo, W González-Manteiga, MD Martínez-Miranda
Journal of Nonparametric Statistics 29 (3), 636-668, 2017
332017
Bandwidth selection in marker dependent kernel hazard estimation
MLG Pérez, L Janys, MDM Miranda, JP Nielsen
Computational Statistics & Data Analysis 68, 155-169, 2013
262013
One sided cross validation for density estimation
M Miranda, JP Nielsen, SA Sperlich
Operational risk towards basel III: best practices and issues in modeling …, 2009
262009
SiZer Map for inference with additive models
W González-Manteiga, MD Martínez-Miranda, R Raya-Miranda
Statistics and Computing 18 (3), 297, 2008
232008
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
192016
Double chain ladder, claims development inflation and zero-claims
MAD Martínez Miranda, JP Nielsen, R Verrall, MV Wüthrich
Scandinavian Actuarial Journal 2015 (5), 383-405, 2015
192015
Smoothing survival densities in practice
ML Gámiz Pérez, MD Martinez-Miranda, JP Nielsen
Computational Statistics and Data Analysis 58 (1), 368-382, 2013
192013
In-sample forecasting applied to reserving and mesothelioma mortality
E Mammen, MDM Miranda, JP Nielsen
Insurance: Mathematics and Economics 61, 76-86, 2015
172015
Kernel smoothers and bootstrapping for semiparametric mixed effects models
WG Manteiga, MJ Lombardía, MDM Miranda, S Sperlich
Journal of Multivariate Analysis 114, 288-302, 2013
172013
Double one‐sided cross‐validation of local linear hazards
ML Gámiz, E Mammen, MDM Miranda, JP Nielsen
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2016
152016
Statistical modelling and forecasting of outstanding liabilities in non-life insurance
MD Martínez-Miranda, JP Nielsen, MV Wüthrich
SORT-Statistics and Operations Research Transactions, 195-218, 2012
152012
In-sample forecasting with local linear survival densities
M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen
Biometrika 103 (4), 843-859, 2016
142016
A bootstrap local bandwidth selector for additive models
MD Martínez-Miranda, R Raya-Miranda, W González-Manteiga, ...
Journal of Computational and Graphical Statistics 17 (1), 38-55, 2008
142008
Further theoretical and practical insight to the do-validated bandwidth selector
E Mammen, MDM Miranda, JP Nielsen, S Sperlich
Journal of the Korean Statistical Society 43 (3), 355-365, 2014
122014
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