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Items where Author is "Hiabu, M."

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Number of items: 12.

Hiabu, M., Mammen, E., Maria Dolores, M-M. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, doi: 10.1080/01621459.2020.1753520

Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Scheike, T. (2020). Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales. Biometrika, 2020,

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Vodička, P. (2020). Long-term real dynamic investment planning. Insurance: Mathematics and Economics, 92, pp. 90-103. doi: 10.1016/j.insmatheco.2020.03.002

Bischofberger, S., Hiabu, M., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137, pp. 133-154. doi: 10.1016/j.csda.2019.02.009

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), doi: 10.1017/S1357321718000272

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.10.038

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, doi: 10.1017/s135732171800020x

Hiabu, M., Mammen, E., Martinez-Miranda, M. D. and Nielsen, J. P. (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 101(4), pp. 843-859. doi: 10.1093/biomet/asw038

Hiabu, M. (2016). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 2017(8), pp. 708-729. doi: 10.1080/03461238.2016.1240709

Hiabu, M. (2016). In-sample forecasting: structured models and reserving. (Unpublished Doctoral thesis, City, University of London)

Hiabu, M., Miranda, M. D. M., Nielsen, J. P., Spreeuw, J., Tanggaard, C. and Villegas, A. (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de Estadística, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Agbeko, T., Hiabu, M., Miranda, M. D. M., Nielsen, J. P. and Verrall, R. J. (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.

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