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Phase-Type Models and Their Extension to Competing Risks

In: Recent Advances in Multi-state Systems Reliability

Author

Listed:
  • Bo Henry Lindqvist

    (Norwegian University of Science and Technology)

  • Susanne Hodneland Kjølen

    (Visma Software Labs)

Abstract

We present an extension of the phase-type methodology for modeling of lifetime distributions to include the case of competing risks. This is done by considering finite state Markov chains in continuous time with more than one absorbing state, letting each absorbing state correspond to a particular risk. The special structure of Coxian phase-type models is considered in particular. The chapter emphasizes the use of phase-type models in statistical modeling and inference for survival and competing risks data.

Suggested Citation

  • Bo Henry Lindqvist & Susanne Hodneland Kjølen, 2018. "Phase-Type Models and Their Extension to Competing Risks," Springer Series in Reliability Engineering, in: Anatoly Lisnianski & Ilia Frenkel & Alex Karagrigoriou (ed.), Recent Advances in Multi-state Systems Reliability, pages 107-120, Springer.
    • Handle: RePEc:spr:ssrchp:978-3-319-63423-4_6
    DOI: 10.1007/978-3-319-63423-4_6
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    Citations

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    Cited by:

    1. Brenda Garcia-Maya & Nikolaos Limnios & Bo Henry Lindqvist, 2022. "Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 309-319, March.
    2. Bo Henry Lindqvist, 2023. "Phase-type models for competing risks, with emphasis on identifiability issues," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(2), pages 318-341, April.
    3. Sun, Tianqi & Vatn, Jørn, 2024. "A phase-type maintenance model considering condition-based inspections and maintenance delays," Reliability Engineering and System Safety, Elsevier, vol. 243(C).

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