Expert Kaplan–Meier estimation

Department of Mathematical Sciences

Research output: Contribution to journal › Journal article › Research › peer-review

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Expert Kaplan–Meier estimation. / Bladt, Martin; Furrer, Christian.

In: Scandinavian Actuarial Journal, Vol. 2024, No. 1, 2024, p. 1-27.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Bladt, M & Furrer, C 2024, 'Expert Kaplan–Meier estimation', Scandinavian Actuarial Journal, vol. 2024, no. 1, pp. 1-27. https://doi.org/10.1080/03461238.2023.2197442

APA

Bladt, M., & Furrer, C. (2024). Expert Kaplan–Meier estimation. Scandinavian Actuarial Journal, 2024(1), 1-27. https://doi.org/10.1080/03461238.2023.2197442

Vancouver

Bladt M, Furrer C. Expert Kaplan–Meier estimation. Scandinavian Actuarial Journal. 2024;2024(1):1-27. https://doi.org/10.1080/03461238.2023.2197442

Author

Bladt, Martin ; Furrer, Christian. / Expert Kaplan–Meier estimation. In: Scandinavian Actuarial Journal. 2024 ; Vol. 2024, No. 1. pp. 1-27.

Bibtex

@article{480cdee14b7e43169c10441652579237,

title = "Expert Kaplan–Meier estimation",

abstract = "The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed–also with a view towards semi-parametric estimation–and they are illustrated using simulated and real-world insurance data.",

keywords = "beliefs, Contamination, empirical processes, right-censoring",

author = "Martin Bladt and Christian Furrer",

note = "Publisher Copyright: {\textcopyright} 2023 Informa UK Limited, trading as Taylor & Francis Group.",

year = "2024",

doi = "10.1080/03461238.2023.2197442",

language = "English",

volume = "2024",

pages = "1--27",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis Scandinavia",

number = "1",

}

RIS

TY - JOUR

T1 - Expert Kaplan–Meier estimation

AU - Bladt, Martin

AU - Furrer, Christian

PY - 2024

Y1 - 2024

N2 - The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed–also with a view towards semi-parametric estimation–and they are illustrated using simulated and real-world insurance data.

AB - The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed–also with a view towards semi-parametric estimation–and they are illustrated using simulated and real-world insurance data.

KW - beliefs

KW - Contamination

KW - empirical processes

KW - right-censoring

U2 - 10.1080/03461238.2023.2197442

DO - 10.1080/03461238.2023.2197442

M3 - Journal article

AN - SCOPUS:85159022533

VL - 2024

SP - 1

EP - 27

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

SN - 0346-1238

IS - 1

ER -

ID: 358724552