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Modeling failure (mortality) rate with a change point

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  • Maxim S. Finkelstein

    (Max Planck Institute for Demographic Research, Rostock, Germany)

Abstract

Simple models for the failure (mortality) rate change point are considered. The relationship with the mean residual lifetime function change point problem is discussed. It is shown that when the change point is random, the observed failure (mortality) rate can be obtained via a specific mixture of lifetime distributions. The shape of the observed failure (mortality) rate is analyzed and the corresponding sim-ple but meaningful example is considered.

Suggested Citation

  • Maxim S. Finkelstein, 2003. "Modeling failure (mortality) rate with a change point," MPIDR Working Papers WP-2003-041, Max Planck Institute for Demographic Research, Rostock, Germany.
    • Handle: RePEc:dem:wpaper:wp-2003-041
    DOI: 10.4054/MPIDR-WP-2003-041
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    References listed on IDEAS

    as
    1. Kaushik Patra & Dipak Dey, 2002. "A General Class of Change Point and Change Curve Modeling for Life Time Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 517-530, September.
    2. Anatoli Yashin & Ivan Iachine & Alexander Begun, 2000. "Mortality modeling: A review," Mathematical Population Studies, Taylor & Francis Journals, vol. 8(4), pages 305-332.
    3. Rembrandt D. Scholz & Heiner Maier, 2003. "German unification and the plasticity of mortality at older ages," MPIDR Working Papers WP-2003-031, Max Planck Institute for Demographic Research, Rostock, Germany.
    4. 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.
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    More about this item

    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics
    • Z0 - Other Special Topics - - General

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