Proportional Hazard Estimation Adjusted by Continuous Credibility

DOI10.2143/AST.35.1.583174zbMath1102.62114OpenAlexW4242894571MaRDI QIDQ5490588

Jens Perch Nielsen, Bjørn Lunding Sandqvist

Publication date: 4 October 2006

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

Full work available at URL: https://doi.org/10.2143/ast.35.1.583174

zbMATH Keywords

counting process theoryBühlmann-Straub modelproportional hazard modelskernel hazard estimationcontinuous credibility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)

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Cites Work

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