Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Stephan M. Bischofberger"'
Autor:
Stephan M. Bischofberger
Publikováno v:
Risks, Vol 8, Iss 1, p 3 (2020)
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 iterativ
Externí odkaz:
https://doaj.org/article/eda98e253b694746a52e1bbc1ee296fb
Publikováno v:
Computational Statistics & Data Analysis. 137:133-154
In-sample forecasting is a recent continuous modification of well-known forecasting methods based on aggregated data. These aggregated methods are known as age-cohort methods in demography, economics, epidemiology and sociology and as chain ladder in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac6c23fb2fe05c69b8550bfc1221a42f
https://doi.org/10.1016/j.csda.2019.02.009
https://doi.org/10.1016/j.csda.2019.02.009
We introduce a continuous-time framework for the prediction of outstanding liabilities, in which chain-ladder development factors arise as a histogram estimator of a cost-weighted hazard function running in reversed development time. We use this form
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f55beb8ef47c8c6ab17fa28c2da6d69f
http://arxiv.org/abs/1904.01199
http://arxiv.org/abs/1904.01199
