Accelerated life testing for distributions with hazard rate functions of the formr(t) =Ag(t)+Bh(t) are considered. LetV1, …,Vkbe stress levels larger thanV0—the stress level under normal conditions [V0> 0]—and leta(v) be a nondecreasing function on (0, ∞). We discuss a generalization of the common accelerated models (the power rule model and the Arrhenius model) by assuming that the hazard rate under the stress levelV, is of the form (a(Vt))P(Ag(t) +Bh(t)). The maximum likelihood estimators ofA,BandPfor complete and censored samples are studied. The estimation procedure reduces to a solution of one equation with one unknown parameter. The estimation procedure under the assumption of aging is also described. The asymptotic variance-covariance matrix is given.