Dr Munir Hiabu

F07 - Carslaw Building
The University of Sydney


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Curriculum vitae Curriculum vitae

Teaching and supervision

Timetable

M_Hiabu

Selected publications

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Journals

  • Bischofberger, S., Hiabu, M., Mammen, E., Nielsen, J. (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137(September 2019), 133-154. [More Information]
  • Gerrard, R., Hiabu, M., Kyriakou, I., Nielsen, J. (2019). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, 274(3), 1102-1111. [More Information]
  • Gerrard, R., Hiabu, M., Kyriakou, I., Nielsen, J. (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23(e29), 1-13. [More Information]
  • Hiabu, M. (2017). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 8, 708-729. [More Information]
  • Hiabu, M., Margraf, C., Martinez-Miranda, M., Nielsen, J. (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, 400-409. [More Information]
  • Hiabu, M., Mammen, E., Martinez-Miranda, M., Nielsen, J. (2016). In-sample forecasting with local linear survival densities. Biometrika, 103(4), 843-859. [More Information]
  • Hiabu, M., Margraf, C., Martinez-Miranda, M., Nielsen, J. (2016). The link between classical reserving and granular reserving through double chain ladder and its extensions. British Actuarial Journal, 21(1), 97-116. [More Information]
  • Agbeko, T., Hiabu, M., Martinez-Miranda, M., Nielsen, J., Verrall, R. (2014). Validating the Double Chain Ladder Stochastic Claims Reserving Model. Variance, 8(2), 138-160.

2019

  • Bischofberger, S., Hiabu, M., Mammen, E., Nielsen, J. (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137(September 2019), 133-154. [More Information]
  • Gerrard, R., Hiabu, M., Kyriakou, I., Nielsen, J. (2019). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, 274(3), 1102-1111. [More Information]

2018

  • Gerrard, R., Hiabu, M., Kyriakou, I., Nielsen, J. (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23(e29), 1-13. [More Information]

2017

  • Hiabu, M. (2017). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 8, 708-729. [More Information]

2016

  • Hiabu, M., Margraf, C., Martinez-Miranda, M., Nielsen, J. (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, 400-409. [More Information]
  • Hiabu, M., Mammen, E., Martinez-Miranda, M., Nielsen, J. (2016). In-sample forecasting with local linear survival densities. Biometrika, 103(4), 843-859. [More Information]
  • Hiabu, M., Margraf, C., Martinez-Miranda, M., Nielsen, J. (2016). The link between classical reserving and granular reserving through double chain ladder and its extensions. British Actuarial Journal, 21(1), 97-116. [More Information]

2014

  • Agbeko, T., Hiabu, M., Martinez-Miranda, M., Nielsen, J., Verrall, R. (2014). Validating the Double Chain Ladder Stochastic Claims Reserving Model. Variance, 8(2), 138-160.

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