7 citations · 9 across the 13 of their papers we have counts for
5 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…
Consistency of Random Forest Type Algorithms under a Probabilistic Impurity Decrease Condition
Ricardo Blum, Munir Hiabu, Enno Mammen +1
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can…
Smooth Backfitting for Additive Hazard Rates
Stephan M. Bischofberger, Munir Hiabu, Enno Mammen +1
Smooth backfitting was first introduced in an additive regression setting via a direct projection alternative to the classic backfitting method by Buja, Hastie and Tibshirani. This…
Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle
Gabriele Pittarello, Munir Hiabu, Andrés M. Villegas
This paper introduces yet another stochastic model replicating chain-ladder estimates and furthermore considers extensions that add flexibility to the modeling. In its simplest for…