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Document Details : Title: Proportiona Hazard Esttimation Adjusted by Continuous credibility Author(s): NIELSEN, J.P. , SANDQVIST, B.L. Journal: ASTIN Bulletin Volume: 35 Issue: 1 Date: May 2005 Pages: 239-258 DOI: 10.2143/AST.35.1.583174 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. |
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