| Double chain ladder MDM Miranda, JP Nielsen, R Verrall ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012 | 85 | 2012 |
| 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 | 50 | 2011 |
| 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 | 46 | 2011 |
| 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 | 41 | 2013 |
| Double chain ladder and Bornhuetter-Ferguson MD Martínez-Miranda, JP Nielsen, R Verrall North American Actuarial Journal 17 (2), 101-113, 2013 | 36 | 2013 |
| 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 | 35 | 2015 |
| 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 | 33 | 2017 |
| Bandwidth selection in marker dependent kernel hazard estimation MLG Pérez, L Janys, MDM Miranda, JP Nielsen Computational Statistics & Data Analysis 68, 155-169, 2013 | 26 | 2013 |
| 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 | 26 | 2009 |
| SiZer Map for inference with additive models W González-Manteiga, MD Martínez-Miranda, R Raya-Miranda Statistics and Computing 18 (3), 297, 2008 | 23 | 2008 |
| 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 | 19 | 2016 |
| 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 | 19 | 2015 |
| Smoothing survival densities in practice ML Gámiz Pérez, MD Martinez-Miranda, JP Nielsen Computational Statistics and Data Analysis 58 (1), 368-382, 2013 | 19 | 2013 |
| In-sample forecasting applied to reserving and mesothelioma mortality E Mammen, MDM Miranda, JP Nielsen Insurance: Mathematics and Economics 61, 76-86, 2015 | 17 | 2015 |
| 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 | 17 | 2013 |
| 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 | 15 | 2016 |
| 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 | 15 | 2012 |
| 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 |
| 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 | 14 | 2008 |
| 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 | 12 | 2014 |
Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolVerified email at city.ac.uk
