Expert Kaplan–Meier estimation

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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.

OriginalsprogEngelsk
TidsskriftScandinavian Actuarial Journal
Vol/bind2024
Udgave nummer1
Sider (fra-til)1-27
Antal sider27
ISSN0346-1238
DOI
StatusUdgivet - 2024

Bibliografisk note

Funding Information:
Martin Bladt would like to acknowledge financial support from the Swiss National Science Foundation Project 200021_191984; most of his work was carried out while he was a postdoc at the University of Lausanne. The collaboration between the authors was strengthened by research stays of Christian Furrer at the University of Lausanne facilitated by Hansjörg Albrecher and partly supported by Dr. Phil. Ragna Rask-Nielsens Grundforskningsfond. Christian Furrer has carried out this research in association with the project frame InterAct.

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