Phase-Type Models and Their Extension to Competing Risks

Bo Henry Lindqvist () and Susanne Hodneland Kjølen ()
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Bo Henry Lindqvist: Norwegian University of Science and Technology
Susanne Hodneland Kjølen: Visma Software Labs

A chapter in Recent Advances in Multi-state Systems Reliability, 2018, pp 107-120 from Springer

Abstract: Abstract We present an extension of the phase-type methodology for modeling of lifetime distributions to include the case of competing risks. This is done by considering finite state Markov chains in continuous time with more than one absorbing state, letting each absorbing state correspond to a particular risk. The special structure of Coxian phase-type models is considered in particular. The chapter emphasizes the use of phase-type models in statistical modeling and inference for survival and competing risks data.

Keywords: Phase-type distribution; Coxian distribution; Competing risks; Identifiability (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssrchp:978-3-319-63423-4_6

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DOI: 10.1007/978-3-319-63423-4_6

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