The Cox Regression Model for Claims Data m Non-Life Insurance

DOI10.2143/AST.28.1.519081MaRDI QIDQ3395501zbMATH OpenFDO

Authors Niels Keiding, Christian Andersen, Peter Fledelius

Publication date 2 September 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric inference (62G99)

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Cites work

• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• Cox's regression model for counting processes: A large sample study
• Estimation of transition probabilities and bootstrap in a semiparametric markov renewal model
• Fitting Parametric Counting Processes by Using Log-Linear Models
• Historical controls and modern survival analysis
• Nonparametric estimation and consistency for renewal processes
• Nonparametric estimation based on censored observations of a Markov renewal process
• Nonparametric estimation in renewal processes
• On the regression analysis of multivariate failure time data
• Smoothing counting process intensities by means of kernel functions
• Statistical models based on counting processes

Cited in

(12)

• Discrete-time survival analysis under ranked set sampling: an application to Turkish motor insurance data
• A note on deficit analysis in dependency models involving Coxian claim amounts
• An application of nonprarametric Cox regression model in reliability analysis: a case study.
• The rate for fire and theft insurance for automobiles: analysis with the Cox model
• Duration dependence models for claim counts
• Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns
• Two nonstandard examples of the classical stratification approach to graphically assessing proportionality of hazards
• A Cox model for gradually disappearing events
• Loss reserves in the light of stochastic processes
• Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts
• A basis approach to goodness-of-fit testing in recurrent event models
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

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