On asymptotic failure rates in bivariate frailty competing risks models

Maxim Finkelstein and Veronica Esaulova

Statistics & Probability Letters, 2008, vol. 78, issue 10, 1174-1180

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, as t-->[infinity], the remaining lifetimes of components tend to be independent in the defined sense. Some simple examples are discussed.

Date: 2008
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