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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
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.