Munir Hiabu
Munir Hiabu
School of Mathematics and Statistics, University of Sydney
Email verificata su sydney.edu.au - Home page
Titolo
Citata da
Citata da
Anno
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
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
142019
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
On the relationship between classical chain ladder and granular reserving
M Hiabu
Scandinavian Actuarial Journal 2017 (8), 708-729, 2017
92017
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
82016
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, 2018
62018
Continuous chain-ladder with paid data
SM Bischofberger, M Hiabu, A Isakson
Scandinavian Actuarial Journal 2020 (6), 477-502, 2020
42020
Long-term real dynamic investment planning
R Gerrard, M Hiabu, JP Nielsen, P Vodička
Insurance: Mathematics and Economics 92, 90-103, 2020
42020
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
42018
A comparison of in-sample forecasting methods
SM Bischofberger, M Hiabu, E Mammen, JP Nielsen
Computational Statistics & Data Analysis 137, 133-154, 2019
32019
Smooth backfitting of proportional hazards with multiplicative components
M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen
Journal of the American Statistical Association, 1-11, 2020
12020
Smooth Backfitting of Proportional Hazards—A New Approach Projecting Survival Data
M Hiabu, E Mammen, MD Martinez-Miranda, JP Nielsen
arXiv no. 1707.04622, 2017
12017
In-sample forecasting: structured models and reserving
M Hiabu
City, University of London, 2016
12016
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
2021
Random Planted Forest: a directly interpretable tree ensemble
M Hiabu, E Mammen, JT Meyer
arXiv preprint arXiv:2012.14563, 2020
2020
Cass Business School, City University London, UK September 17, 2015
M Hiabu, C Margraf, MDM Miranda, JP Nielsen
2015
Global Polynomial Kernel Hazard Estimation
M Hiabu, MD Martínez-Miranda, JP Nielsen, J Spreeuw, C Tanggaard, ...
Revista Colombiana de Estadística 38 (2), 399-411, 2015
2015
Self-selection and risk sharing in a modern world of life-long annuities ARC Sessional Paper
R Gerrard, M Hiabu, I Kyriakou, JP Nielsen
Il sistema al momento non puň eseguire l'operazione. Riprova piů tardi.
Articoli 1–19