In-Sample Hazard Forecasting Based on Survival Models with Operational Time
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 reservi...
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2020-01-01
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| Series: | Risks |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-9091/8/1/3 |
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