The Cox Regression Model for Claims Data m Non-Life Insurance

DOI10.2143/AST.28.1.519081zbMath1168.62390MaRDI QIDQ3395501

Niels Keiding, Peter Fledelius, Christian Andersen

Publication date: 2 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric inference (62G99)

Related Items (6)

Duration dependence models for claim counts ⋮ Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts ⋮ Discrete-time survival analysis under ranked set sampling: an application to Turkish motor insurance data ⋮ Loss reserves in the light of stochastic processes ⋮ A basis approach to goodness-of-fit testing in recurrent event models ⋮ Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns

Cites Work

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• Cox's regression model for counting processes: A large sample study
• Smoothing counting process intensities by means of kernel functions
• Nonparametric estimation in renewal processes
• Historical controls and modern survival analysis
• Nonparametric estimation and consistency for renewal processes
• Nonparametric estimation based on censored observations of a Markov renewal process
• On the regression analysis of multivariate failure time data
• Fitting Parametric Counting Processes by Using Log-Linear Models
• Estimation of transition probabilities and bootstrap in a semiparametric markov renewal model
• Statistical models based on counting processes

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