IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v79y2016i6d10.1007_s00184-015-0571-7.html
   My bibliography  Save this article

Variability ordering of multiplicative frailty models

Author

Listed:
  • Hongmei Xie

    (Shihezi University)

  • Keshe Ni

    (Shihezi University)

  • Wenyu Liu

    (Shihezi University)

Abstract

The classical multiplicative frailty model in survival analysis accounts for unobserved heterogeneity between individuals. It is of great importance to identify how the variation of the frailty variable affects that of the overall population. This paper is mainly to present how the dispersive and the excess wealth orders between two frailty variables, translate into the corresponding orders between the resulting overall population variables. For the mean residual life and the mean inactivity time orders, we also obtain relevant analogous results in multiplicative frailty models.

Suggested Citation

  • Hongmei Xie & Keshe Ni & Wenyu Liu, 2016. "Variability ordering of multiplicative frailty models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 659-670, August.
    • Handle: RePEc:spr:metrik:v:79:y:2016:i:6:d:10.1007_s00184-015-0571-7
    DOI: 10.1007/s00184-015-0571-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00184-015-0571-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00184-015-0571-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
    2. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bagdonavicius, Vilijandas & Nikulin, Mikhail, 2000. "On goodness-of-fit for the linear transformation and frailty models," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 177-188, April.
    2. Feehan, Dennis & Wrigley-Field, Elizabeth, 2020. "How do populations aggregate?," SocArXiv 2fkw3, Center for Open Science.
    3. K. Motarjem & M. Mohammadzadeh & A. Abyar, 2020. "Geostatistical survival model with Gaussian random effect," Statistical Papers, Springer, vol. 61(1), pages 85-107, February.
    4. Xu, Linzhi & Zhang, Jiajia, 2010. "An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1467-1474, June.
    5. Annamaria Olivieri & Ermanno Pitacco, 2016. "Frailty and Risk Classification for Life Annuity Portfolios," Risks, MDPI, vol. 4(4), pages 1-23, October.
    6. James W. Vaupel, 2002. "Post-Darwinian longevity," MPIDR Working Papers WP-2002-043, Max Planck Institute for Demographic Research, Rostock, Germany.
    7. Maxim S. Finkelstein, 2005. "Shocks in homogeneous and heterogeneous populations," MPIDR Working Papers WP-2005-024, Max Planck Institute for Demographic Research, Rostock, Germany.
    8. Luping Zhao & Timothy E. Hanson, 2011. "Spatially Dependent Polya Tree Modeling for Survival Data," Biometrics, The International Biometric Society, vol. 67(2), pages 391-403, June.
    9. Yeo, Keng Leong & Valdez, Emiliano A., 2006. "Claim dependence with common effects in credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 609-629, June.
    10. Hui Zheng, 2014. "Aging in the Context of Cohort Evolution and Mortality Selection," Demography, Springer;Population Association of America (PAA), vol. 51(4), pages 1295-1317, August.
    11. Graziella Caselli & Franco Peracchi & Elisabetta Barbi & Rosa Maria Lipsi, 2003. "Differential Mortality and the Design of the Italian System of Public Pensions," LABOUR, CEIS, vol. 17(s1), pages 45-78, August.
    12. Enrique Acosta & Alain Gagnon & Nadine Ouellette & Robert R. Bourbeau & Marilia R. Nepomuceno & Alyson A. van Raalte, 2020. "The boomer penalty: excess mortality among baby boomers in Canada and the United States," MPIDR Working Papers WP-2020-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    13. Zhang, Zhehao, 2018. "Renewal sums under mixtures of exponentials," Applied Mathematics and Computation, Elsevier, vol. 337(C), pages 281-301.
    14. Hess Wolfgang & Tutz Gerhard & Gertheiss Jan, 2016. "A Flexible Link Function for Discrete-Time Duration Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(4), pages 455-481, August.
    15. Alain Chateauneuf & Patrick Moyes, 2005. "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 2(2), pages 61-87, January.
    16. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRJE F-Series CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
    17. Bas Klaauw & Limin Wang, 2011. "Child mortality in rural India," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(2), pages 601-628, April.
    18. Xian Liu, 2000. "Development of a Structural Hazard Rate Model in Sociological Research," Sociological Methods & Research, , vol. 29(1), pages 77-117, August.
    19. Hsieh Fushing, 2012. "Semiparametric efficient inferences for lifetime regression model with time-dependent covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 1-25, February.
    20. M S Finkelstein, 2008. "Reliability modelling for biological ageing," Journal of Risk and Reliability, , vol. 222(1), pages 1-6, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:79:y:2016:i:6:d:10.1007_s00184-015-0571-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.