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MPIDR Working Paper

On asymptotic failure rates in bivariate frailty competing risks models

Finkelstein, M. S., Esaulova, V.

MPIDR Working Paper WP-2006-023, 12 Seiten (August 2006).
Rostock, Max-Planck-Institut für demografische Forschung

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.

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