Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge in the insurance industry. Such delays render event occurrences unobservable when their reports are subject to right censoring. This issue becomes particularly critical when estimating hazard rates for newly enrolled cohorts with limited follow-up due to administrative censoring. Our study addresses this challenge by jointly modeling the parametric hazard functions of event occurrences and report timings. The joint probability distribution is marginalized over the latent event occurrence status. We construct an estimator for the proposed survival model and establish its asymptotic consistency. Furthermore, we develop an expectation-maximization algorithm to compute its estimates. Using these findings, we propose a two-stage estimation procedure based on a parametric proportional hazards model to evaluate observations subject to administrative censoring. Experimental results demonstrate that our method effectively improves the timeliness of risk evaluation for newly enrolled cohorts.
翻译:生存分析是一种用于估计事件发生时间的统计技术。尽管该技术广泛应用于多个领域,但在实际约束条件下调整报告延迟仍然是保险行业面临的重要挑战。当事件报告受到右删失影响时,此类延迟会导致事件发生时间无法被观测。对于因行政删失而导致随访时间有限的新入组队列进行风险率估计时,这一问题尤为关键。本研究通过联合建模事件发生时间与报告时间的参数化风险函数来解决这一挑战。该联合概率分布在潜在事件发生状态上进行边际化处理。我们为所提出的生存模型构建了估计量,并证明了其渐近一致性。此外,我们开发了一种期望最大化算法来计算其估计值。基于这些发现,我们提出了一种基于参数化比例风险模型的两阶段估计程序,用于评估受行政删失影响的观测数据。实验结果表明,我们的方法能有效提升新入组队列风险评估的时效性。