I studied Mathematics at Heidelberg University and I obtained a PhD in Actuarial Science from Cass Business School.
In my research I work on non-parametric survival analysis. My prime focus is hereby in-sample forecasting.
Recently I also started working on the design of novel pension products.
For more information visit my personal website: https://sites.google.com/site/munirhiabu/
- PhD Actuarial Science, Cass Business School, City, University of London, UK
- MSc Mathematics, Heidelberg University, Germany
- BSc Mathematics, Heidelberg University, Germany
- Dimitris N. Chorafas Foundation (2016) Dimitris N. Chorafas Foundation Award
Awarded in he last year of the PhD for outstanding work in selected fields
in the engineering sciences, medicine and the natural sciences.
- Cass Business School (2015) Best Presentation Award
Awarded by Cass Business School for the best talk given during the PhD
Research day of the Actuarial Science and Insurance Faculty.
English and German.
- Actuarial Science
- Actuarial Statistics
- Econometric & Statistical Methods
- Multivariate statistics
- Non-life Insurance
- Probability Theory
- Hiabu, M. (2017). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 2017(8), pp. 708–729. doi:10.1080/03461238.2016.1240709.
- Hiabu, M., Mammen, E., Martìnez-Miranda, M.D. and Nielsen, J.P. (2016). In-sample forecasting with local linear survival densities. Biometrika, 103(4), pp. 843–859. doi:10.1093/biomet/asw038.
Journal articles (4)
- Hiabu, M., Margraf, C., Martínez-Miranda, M.D. and Nielsen, J.P. (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, pp. 400–409. doi:10.1016/j.eswa.2015.09.021.
- Hiabu, M., Margraf, C., Martínez-Miranda, M.D. and Nielsen, J.P. (2016). The link between classical reserving and granular reserving through double chain ladder and its extensions. British Actuarial Journal, 21(01), pp. 97–116. doi:10.1017/S1357321715000288.
- Hiabu, M., Martínez-Miranda, M.D., Nielsen, J.P., Spreeuw, J., Tanggaard, C. and Villegas, A.M. (2015). Global polynomial kernel hazard estimation. Revista Colombiana de Estadistica, 38(2), pp. 399–411. doi:10.15446/rce.v38n2.51668.
- Nielsen, J.P., Verrall, R., Miranda, M.D.M., Hiabu, M. and Agbeko, T. (2014). Validating the Double Chain Ladder Stochastic Claims Reserving Model. Variance: advancing the science of risk, 8(2), pp. 138–160.