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Munir Hiabu
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Year
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
282019
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
242016
Unifying local and global model explanations by functional decomposition of low dimensional structures
M Hiabu, JT Meyer, MN Wright
International Conference on Artificial Intelligence and Statistics, 7040-7060, 2023
222023
On the relationship between classical chain ladder and granular reserving
M Hiabu
Scandinavian Actuarial Journal 2017 (8), 708-729, 2017
212017
In-sample forecasting with local linear survival densities
M Hiabu, E Mammen, MD Martínez-Miranda, JP Nielsen
Biometrika 103 (4), 843-859, 2016
192016
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
152018
Continuous chain-ladder with paid data
SM Bischofberger, M Hiabu, A Isakson
Scandinavian Actuarial Journal 2020 (6), 477-502, 2020
122020
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
112018
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
112016
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
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
92021
Long-term real dynamic investment planning
R Gerrard, M Hiabu, JP Nielsen, P Vodička
Insurance: Mathematics and Economics 92, 90-103, 2020
92020
Chain ladder plus: a versatile approach for claims reserving
G Pittarello, M Hiabu, AM Villegas
arXiv preprint arXiv 2301, 2023
52023
Random planted forest: a directly interpretable tree ensemble
M Hiabu, E Mammen, JT Meyer
arXiv preprint arXiv:2012.14563, 2020
52020
A comparison of in-sample forecasting methods
SM Bischofberger, M Hiabu, E Mammen, JP Nielsen
Computational Statistics & Data Analysis 137, 133-154, 2019
52019
A machine learning approach based on survival analysis for ibnr frequencies in non-life reserving
M Hiabu, E Hofman, G Pittarello
arXiv preprint arXiv:2312.14549, 2023
32023
Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle
G Pittarello, M Hiabu, AM Villegas
arXiv preprint arXiv:2301.03858, 2023
32023
Local linear smoothing in additive models as data projection
M Hiabu, E Mammen, JT Meyer
Foundations of Modern Statistics, 197-223, 2023
2*2023
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
Fairness: plurality, causality, and insurability
M Fahrenwaldt, C Furrer, ME Hiabu, F Huang, FH Jřrgensen, M Lindholm, ...
European Actuarial Journal, 1-12, 2024
12024
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