Let be the at-risk process and the counting process for observed events. Over a short interval, the multiplicative-intensity model gives
where is the hazard function and the cumulative hazard function. Solving this relation for the infinitesimal hazard increment suggests . Summing over distinct event times gives the Nelson–Aalen estimator
where events occur among individuals at risk. Here there are no ties, so .
A proportional hazards family has hazard functions related by
where the hazard ratio is positive and independent of time. Equivalently, its cumulative hazard functions satisfy and its survivor functions satisfy .