MPIDR Working Paper
On asymptotic failure rates in bivariate frailty competing risks models
MPIDR Working Paper WP-2006-023, 12 pages.
Rostock, Max-Planck-Institut für demografische Forschung (August 2006)
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.