Fabio I am not sure if it will be of some help, but you may take a look at this paper: http://gking.harvard.edu/files/0s.pdf The authors studies the opposite of the problem you are trying to find a solution. They suggest an adjustment procedure for the data set with huge number observations but relatively few events. Nevertheless, you may be able to implement the same sampling design principle in your data set and estimation procedure as the authors suggest. I have used their methodology for large data sets with relatively low number of cases, and it is a quite effective and slick approach. Good luck.
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