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Document Details : Title: Credibility Weighted Hazard Estimation Author(s): NIELSEN, J.P. , SANDQVIST, B.L. Journal: ASTIN Bulletin Volume: 30 Issue: 2 Date: November 2000 Pages: 405-418 DOI: 10.2143/AST.30.2.504643 Abstract : Credibility weighting is helpful in many insurance applications where sparse data crave information from other sources of data. In this paper we aim at estimating a hazard curve using the nonparametric kernel method, where a credibility weighting principle is used locally, so that areas of sparse data for one subgroup can be alleviated by available information from other subgroups. The credibility estimator is found through a Hilbert space projection formulation of Bühlmann-Straub's credibility approach. |
