Papers under review or revision

  1. Pittarello, Hiabu, Villegas: Chain Ladder Plus: a versatile approach for claims reserving [arxiv link] [github]
  2. Hiabu, Mammen, Meyer: Random Planted Forest: a directly interpretable tree ensemble [arxiv link] [github]
  3. Hiabu, Mammen, Meyer: Local linear smoothing in additive models as data projection [arxiv link]

Peer-reviewed articles

  1. Hiabu, Meyer, Wright (2023): Unifying local and global model explanations by functional decomposition of low dimensional structures. Proceedings of the 26th International Conference on Artificial Intelligence and Statistics, PMLR 206. [arxiv link] [github]
  2. Hiabu, Nielsen, Scheike (2021): Non-Smooth Backfitting for Excess Risk Additive Regression Model for Survival. Biometrika, 108(2) p. 491-506 [arxiv link] [doi] [github]
  3. Hiabu, Mammen, Martinez-Miranda, Nielsen (2021): Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association (Theory&Methods) 116 (536) p. 1983-1993 [arxiv link] [doi] [github]
  4. Gerrard, Hiabu, Nielsen, Vodicka (2020) : Long-term real dynamic investment planning. Insurance: Mathematics and Economics, 92, p. 90-103 [doi]
  5. Bischofberger, Hiabu, Isakson (2020): Continuous chain-ladder with paid data. Scandinavian Actuarial Journal, 2020 (6), p. 477-502 [doi] [arxiv link]
  6. Bischofberger, Hiabu, Mammen, Nielsen (2019): A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis , 137(2019) p. 133-154 [doi]
  7. Gerrard, Hiabu, Kyriakou, Nielsen (2019): Communication and personal selection of pension saver’s financial risk. European Journal of Operational Research , 274(3) p. 1102–1111 [doi] [accepted version]
  8. Gerrard, Hiabu, Kyriakou and Nielsen, (2018): Self selection and risk sharing in a modern world of life long annuities. British Actuarial Journal [accepted version] [discussion]
  9. Hiabu (2017): On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal , 2017(8) p. 708-729 [doi] [accepted version]
  10. Hiabu, Mammen, Martinez-Miranda, Nielsen (2016) : In-sample forecasting of local linear survival densities. Biometrika , 103(4) p. 843–859 [doi] [accepted version] [supplementary material]
  11. Hiabu, Margraf, Martinez-Miranda, Nielsen (2016): The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal , 21(1) p. 97-116 [doi] [accepted version]
  12. Hiabu, Margraf, Martinez-Miranda, Nielsen (2016) : Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems With Applications , 45(1) p. 400-409 [doi] [accepted version]
  13. Hiabu, Martinez-Miranda, Nielsen, Spreeuw, Tanggaard, Villegas (2015) : Global Polynomial Kernel Hazard Estimation. Revista Colombiana de Estadístical , 38(2) p. 399 -411 [doi] [accepted version]
  14. Agbeko, Hiabu, Martinez-Miranda, Nielsen, Verrall (2014): Validating the Double Chain Ladder Stochastic Claim Reserving Model. Variance , 8(2) p.138-160 [published version]