Credibility Weighted Hazard Estimation
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AbstractCredibility 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, where a credibility weighting principle is used locally, so that areas of sparse data for one subgroup can be alleviated by available information from other subgroups. The credibility estimator is found through a Hilbert space projection formulation of Buhlmann-Straub's credibility approach.
1997 ◽
Vol 34
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pp. 201-210
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2021 ◽
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pp. 26-39
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Vol 328
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2005 ◽
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pp. 678-684
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