Frailty models based on Lévy processes
2003 ◽
Vol 35
(02)
◽
pp. 532-550
◽
Keyword(s):
Generalizing the standard frailty models of survival analysis, we propose to model frailty as a weighted Lévy process. Hence, the frailty of an individual is not a fixed quantity, but develops over time. Formulae for the population hazard and survival functions are derived. The power variance function Lévy process is a prominent example. In many cases, notably for compound Poisson processes, quasi-stationary distributions of survivors may arise. Quasi-stationarity implies limiting population hazard rates that are constant, in spite of the continual increase of the individual hazards. A brief discussion is given of the biological relevance of this finding.
2003 ◽
Vol 35
(2)
◽
pp. 532-550
◽
Keyword(s):
2016 ◽
Vol 46
(19)
◽
pp. 9763-9776
◽
Keyword(s):
Keyword(s):
2013 ◽
Vol 4
(2)
◽
pp. 151-156
◽
Keyword(s):
2014 ◽
Vol 352
(10)
◽
pp. 859-864
◽