7 citations · 9 across the 13 of their papers we have counts for
3 papers · 1 filter
A machine learning approach based on survival analysis for IBNR frequencies in non-life reserving
Munir Hiabu, Emil Hofman, Gabriele Pittarello
We introduce new approaches for forecasting IBNR (Incurred But Not Reported) frequencies by leveraging individual claims data, which includes accident date, reporting delay, and po…
Identifiability and estimation of the competing risks model under exclusion restrictions
Munir Hiabu, Simon M. S. LU, Ralf A. Wilke
The non-identifiability of the competing risks model requires researchers to work with restrictions on the model to obtain informative results. We present a new identifiability sol…
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales
Munir Hiabu, Jens P. Nielsen, Thomas H. Scheike
We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a…