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On asymptotic failure rates in bivariate frailty competing risks models

Author

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  • Maxim S. Finkelstein

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

  • Veronica Esaulova

Abstract

A bivariate competing risks problem is considered for a rather general class of survival models. The lifetime distribution of each component is indexed by a frailty parameter. Under the assumption of conditional independence of components the correlated frailty model is considered. The explicit asymptotic formula for the mixture failure rate of a system is derived. It is proved that asymptotically the remaining lifetimes of components tend to be independent in the defined sense. Some simple examples are discussed.

Suggested Citation

  • Maxim S. Finkelstein & Veronica Esaulova, 2006. "On asymptotic failure rates in bivariate frailty competing risks models," MPIDR Working Papers WP-2006-023, Max Planck Institute for Demographic Research, Rostock, Germany.
    • Handle: RePEc:dem:wpaper:wp-2006-023
    DOI: 10.4054/MPIDR-WP-2006-023
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    JEL classification:

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

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