A method of processing a signal in a hearing aid, comprising the steps of: - picking up an acoustical signal, - deriving an input signal from the acoustical signal, - deriving a control signal from the input signal, - processing the input signal in a signal processing device in accordance with the control signal so as to provide an output signal by multiplying the input signal with a number derived from said control sigsignal, where the process of deriving said control signal comprises: - estimating a signal level for the input signal hereby providing an input signal level estimate, - executing a standard processing, including determining a standard processed control signal component in accordance with a standard compression characteristic, using the input signal level estimate as input to a standard compressor, - executing an individualized processing, including determining an individualized processed control signal component in accordance with an individualized compression characteristic, using the input signal level estimate as input to an individualized compressor, - executing an adaptive processing of the input signal level estimate using said standard processed control signal component so as to provide an adaptive processed control signal component, and - multiplying the standard, individualized and adaptive processed control signal components to form the control signal, wherein the standard, individualized and adaptive processings are carried out in the same frequency band. - picking up an acoustical signal, - deriving an input signal from the acoustical signal, - deriving a control signal from the input signal, - processing the input signal in a signal processing device in accordance with the control signal so as to provide an output signal by multiplying the input signal with a number derived from said control sigsignal, where the process of deriving said control signal comprises: - estimating a signal level for the input signal hereby providing an input signal level estimate, - executing a standard processing, including determining a standard processed control signal component in accordance with a standard compression characteristic, using the input signal level estimate as input to a standard compressor, - executing an individualized processing, including determining an individualized processed control signal component in accordance with an individualized compression characteristic, using the input signal level estimate as input to an individualized compressor, - executing an adaptive processing of the input signal level estimate using said standard processed control signal component so as to provide an adaptive processed control signal component, and - multiplying the standard, individualized and adaptive processed control signal components to form the control signal, - estimating a signal level for the input signal hereby providing an input signal level estimate, - executing a standard processing, including determining a standard processed control signal component in accordance with a standard compression characteristic, using the input signal level estimate as input to a standard compressor, - executing an individualized processing, including determining an individualized processed control signal component in accordance with an individualized compression characteristic, using the input signal level estimate as input to an individualized compressor, - executing an adaptive processing of the input signal level estimate using said standard processed control signal component so as to provide an adaptive processed control signal component, and - multiplying the standard, individualized and adaptive processed control signal components to form the control signal,