A new semiparametric proportional hazard rate model is proposed which extends standard models to include a dynamic speci cation. Two main problems are resolved in the course of this paper. First, the partial likelihood approach to estimate the components of a standard proportional hazard model is not available in a dynamic model involving lags of the log integrated baseline hazard. We use a dis...

This paper extends the continuous credibility weighting introduced to hazard estimation in Hardy and Panjer (1998) and Nielsen and Sandqvist (2000) to the more general case, where the common basis is a proportional hazard model.

This paper proposes a dynamic proportional hazard (PH) model with non-specified baseline hazard for the modelling of autoregressive duration processes. A categorization of the durations allows us to reformulate the PH model as an ordered response model based on extreme value distributed errors. In order to capture persistent serial dependence in the duration process, we extend the model by an o...

Several univariate proportional reversed hazard models have been proposed in the literature. Recently, Kundu and Gupta (2010, Sankhya, Ser. B, vol. 72, 236 253.) proposed a class of bivariate models with proportional reversed hazard marginals. It is observed that the proposed bivariate proportional reversed hazard models have a singular component. In this paper we introduce the multivariate pro...

We discuss the application of the proportional hazard premium calculation principle in the parametric and non parametric framework. In the parametric approach, we propose a method to calculate the premium of a compound risk when the severity distribution is subexponential. In the non parametric approach, the use of the empirical distribution to calculate the premium using the proportional hazar...

background & aim: esophageal cancer is one of the main common causes of death. the high prevalence of esophageal cancer in northern iran is an important public health problem. the main aim of this paper was to assess the factors affecting survival of  atients with esophageal cancer in neighbor provinces around the caspian sea using weibull mixture cure model and mixture cure model based on a no...