The shape of the hazard rate for finite continuous-time birth-death processes

Richard J. Crossman, Pauline Coolen-Schrijner and Frank P.A. Coolen

Statistics & Probability Letters, 2011, vol. 81, issue 2, 181-187

Abstract: We consider the suggestion that the shape of a hazard rate can be predicted from the quasi-stationary distribution of the process, demonstrate that this hypothesis requires specific conditions, and both eliminate and suggest methods by means of which these predictions might be made.

Keywords: Birth-death; process; Hazard; rate; Quasi-stationary; distribution (search for similar items in EconPapers)
Date: 2011
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