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Proportional Hazard Estimation Adjusted by Continuous Credibility
Published online by Cambridge University Press: 17 April 2015
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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- Copyright © ASTIN Bulletin 2005