7 citations · 9 across the 13 of their papers we have counts for
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stat.ME2019
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…
stat.AP2019
Continuous chain-ladder with paid data
Stephan M. Bischofberger, Munir Hiabu, Alex Isakson
We introduce a continuous-time framework for the prediction of outstanding liabilities, in which chain-ladder development factors arise as a histogram estimator of a cost-weighted…