In this paper, we discuss the prediction problem based on censored coherent system lifetime data when the system structure is known and the component lifetime follows the proportional reversed hazard model. Different point and interval predictors based on classical and Bayesian approaches are derived. A numerical example is presented to illustrate the prediction methods used in this paper. Mont...

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.