Dependent Hazards in Multivariate Survival Problems

Anatoli I. Yashin and Ivan A. Iachine

Journal of Multivariate Analysis, 1999, vol. 71, issue 2, 241-261

Abstract: A new class of bivariate survival distributions is constructed from a given family of survival distributions. The properties of these distributions are analyzed. It is shown that the same bivariate survival function can be derived using two radically different concepts: one involves transformation of the well-known bivariate survival function; the other involves correlated stochastic hazards. The new conditions that guarantee negative associations of life spans are derived. An exponential representation of the survival function for two related individuals is derived in terms of the conditional distribution of the stochastic hazards among survivors. Versions of the multivariate correlated gamma-frailty model are investigated.

Keywords: correlated hazards bivariate frailty; bivariate survival; mortality models (search for similar items in EconPapers)
Date: 1999
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