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  • Search: subject:"local linear kernel estimation"
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Year of publication
Subject
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accelerated failure time model 2 chain-ladder method 2 local linear kernel estimation 2 non-life reserving 2 operational time 2 Duration analysis 1 Forecasting model 1 Prognoseverfahren 1 Statistische Bestandsanalyse 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Bischofberger, Stephan M. 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks 8 (2020) 1, pp. 1-17
We introduce a generalization of the one-dimensional accelerated failure time model allowing the covariate effect to be any positive function of the covariate. This function and the baseline hazard rate are estimated nonparametrically via an iterative algorithm. In an application in non-life...
Persistent link: https://www.econbiz.de/10013200539
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Cover Image
In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M. - In: Risks : open access journal 8 (2020) 1/3, pp. 1-17
We introduce a generalization of the one-dimensional accelerated failure time model allowing the covariate effect to be any positive function of the covariate. This function and the baseline hazard rate are estimated nonparametrically via an iterative algorithm. In an application in non-life...
Persistent link: https://www.econbiz.de/10012204339
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