Proportional Hazard Estimation Adjusted by Continuous Credibility

Jens Perch Nielsen and Bjørn Lunding Sandqvist

ASTIN Bulletin, 2005, vol. 35, issue 1, 239-258

Abstract: This paper extends the continuous credibility weighting introduced to hazard estimation in Hardy and Panjer (1998) and Nielsen and Sandqvist (2000) to the more general case, where the common basis is a proportional hazard model.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:cup:astinb:v:35:y:2005:i:01:p:239-258_01

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