MPIDR Working Paper

Mortality in varying environment

Abstract

An impact of environment on mortality, similar to survival analysis, is often modeled by the proportional hazards model, which assumes the corresponding comparison with a baseline environment. This model describes the memory-less property, when the mortality rate at a given instant of time depends only on the environment at this in-stant of time and does not depend on the history. In the presence of degradation the assumption of this kind is usually unrealistic and history-dependent models should be considered. The simplest stochastic degradation model is the accelerated life model. We discuss these models for the cohort setting and apply the developed approach to the period setting for the case when environment (stress) is modeled by the functions with switching points (jumps in the level of the stress).