Maria Dolores Martinez-Miranda
TítuloCitado porAño
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
672012
Double chain ladder
MDM Miranda, JP Nielsen, R Verrall
ASTIN Bulletin: The Journal of the IAA 42 (1), 59-76, 2012
672012
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
442011
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
352011
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
332013
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality
MD Martínez Miranda, B Nielsen, JP Nielsen
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015
262015
Double chain ladder and Bornhuetter-Ferguson
MD Martínez-Miranda, JP Nielsen, R Verrall
North American Actuarial Journal 17 (2), 101-113, 2013
252013
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
212017
SiZer Map for inference with additive models
W González-Manteiga, MD Martínez-Miranda, R Raya-Miranda
Statistics and Computing 18 (3), 297, 2008
202008
One sided cross validation for density estimation with an application to operational risk
MD Martinez-Miranda, JP Nielsen, S Sperlich
Available at SSRN 952450, 2006
202006
Bandwidth selection in marker dependent kernel hazard estimation
MLG Pérez, L Janys, MDM Miranda, JP Nielsen
Computational Statistics & Data Analysis 68, 155-169, 2013
192013
Smoothing survival densities in practice
MLG Pérez, MADMN Miranda, JP Nielsen
Computational Statistics & Data Analysis 58, 368-382, 2013
172013
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
152015
In-sample forecasting applied to reserving and mesothelioma mortality
E Mammen, MDM Miranda, JP Nielsen
Insurance: Mathematics and Economics 61, 76-86, 2015
152015
Factores pronósticos de mortalidad en la parada cardiorrespiratoria extrahospitalaria
MDL Miranda, FJG Jiménez, C Martín-Castro, AC Cruz, LO Govantes, ...
Medicina Clínica 120 (15), 561-564, 2003
152003
Statistical modelling and forecasting of outstanding liabilities in non-life insurance
MD Martínez-Miranda, JP Nielsen, MV Wüthrich
SORT 36 (2), 195-218, 2012
132012
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
122016
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
122013
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
122008
In-sample forecasting with local linear survival densities
M Hiabu, E Mammen, MD Martinez-Miranda, JP Nielsen
Biometrika 103 (4), 843-859, 2016
112016
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Artículos 1–20