Admissible mixing distributions for a general class of mixture survival models with known asymptotics

Trifon I. Missov and Maxim S. Finkelstein
Additional contact information
Trifon I. Missov: Max Planck Institute for Demographic Research, Rostock, Germany
Maxim S. Finkelstein: Max Planck Institute for Demographic Research, Rostock, Germany

No WP-2011-004, MPIDR Working Papers from Max Planck Institute for Demographic Research, Rostock, Germany

Abstract: Statistical analysis of data on the longest living humans leaves room for speculation whether the human force of mortality is actually leveling o®. Based on this uncertainty, we study a mixture failure model, introduced by Finkelstein and Esaulova (2006) that generalizes, among others, the proportional hazards and accelerated failure time models. In this paper we, first, extend the Abelian theorem of these authors to mixing distributions, whose densities are functions of regular variation. In addition, taking into account the asymptotic behavior of the mixture hazard rate prescribed by this Abelian theorem, we prove three Tauberian-type theorems that describe the class of admissible mixing distributions. We illustrate our findings with examples of popular mixing distributions that are used to model unobserved heterogeneity.

Keywords: mortality (search for similar items in EconPapers)
JEL-codes: J1 Z0 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2011
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
https://www.demogr.mpg.de/en/publications_database ... own_asymptotics_4124 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dem:wpaper:wp-2011-004

DOI: 10.4054/MPIDR-WP-2011-004

Access Statistics for this paper

More papers in MPIDR Working Papers from Max Planck Institute for Demographic Research, Rostock, Germany
Bibliographic data for series maintained by Peter Wilhelm ().