Expert Kaplan–Meier estimation

Martin Bladt and Christian Furrer

Scandinavian Actuarial Journal, 2024, vol. 2024, issue 1, 1-27

Abstract: The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed – also with a view towards semi-parametric estimation – and they are illustrated using simulated and real-world insurance data.

Date: 2024
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DOI: 10.1080/03461238.2023.2197442

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