Credibility Weighted Hazard Estimation

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...

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Year of publication:	2000-11-01
Authors:	Nielsen, Jens Perch ; Sandqvist, Björn Lunding
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 405-417
Subject:	Glaubwürdigkeit \| linear credibility predictors \| Kernel <Informatik> \| Kernel hazard estimation

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Extent:	416768 bytes 14 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Applications ; Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847113