Items where Author is "Hiabu, M."
Article
Hiabu, M., Nielsen, J. P. 
ORCID: 0000-0002-2798-0817 & Scheike, T. (2020).
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales.
Biometrika,
doi: 10.1093/biomet/asaa058
Hiabu, M., Mammen, E., Maria Dolores, M-M. & 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
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & 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
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
Communication and personal selection of pension saver's financial risk.
European Journal of Operational Research, 274(3),
pp. 1102-1111.
doi: 10.1016/j.ejor.2018.10.038
Bischofberger, S., Hiabu, M., Mammen, E. & 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 & 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 & 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. & Nielsen, J. P. (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 103(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., Miranda, M. D. M., Nielsen, J. P. , Spreeuw, J., Tanggaard, C. & 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. & Verrall, R. J. (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.
Thesis
Hiabu, M. (2016). In-sample forecasting: structured models and reserving. (Unpublished Doctoral thesis, City, University of London)