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.
Volume
35, Issue 1
Page
239-258
Year
2005
Categories
Actuarial Applications and Methodologies
Enterprise Risk Management
Processes
Analyzing/Quantifying Risks
Actuarial Applications and Methodologies
Enterprise Risk Management
Risk Categories
Hazard Risks
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
