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Items where Author is "Miranda, M. D. M."

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Number of items: 6.

Article

Gámiz Pérez, M. L., Mammen, E., Miranda, M. D. M. & Nielsen, J. P. (2016). Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society: Series B, 78(4), pp. 755-779. doi: 10.1111/rssb.12133

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P. (2016). The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal, 21(01), pp. 97-116. doi: 10.1017/s1357321715000288

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P. (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, pp. 400-409. doi: 10.1016/j.eswa.2015.09.021

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.

Book Section

Miranda, M. D. M., Nielsen, J. P. & Sperlich, S. (2009). One Sided Crossvalidation for Density Estimation. In: Gregoriou, G.N. (Ed.), Operational Risk Towards Basel III: Best Practices and Issues in Modeling, Management and Regulation. (pp. 177-196). New Jersey: John Wiley and Sons.

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