Competing Risk Models: Problems of Modelling and of Identification

Michel Mouchart () and Jean-Marie Rolin ()
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Michel Mouchart: CORE and Institut de Statistique, Universite catholique de Louvain
Jean-Marie Rolin: CORE and Institut de Statistique, Universite catholique de Louvain

No 1995037, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: Competing risks models are presented in the framework of single transition-multiple causes models. Particular attention is paid to general distributions of latent durations and to model identification problems, which are different from parameter identification problems. Implications for modelling and interpreting empirical findings are considered. The exposition is fairly elementary and the techniques in use, although not the most usual ones, are deemed to be more powerful and, hopefully, more illuminating than the more traditional ones. In particular, continuous and discrete distributions are treated in a unified framework.

Date: 1995-06-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1995037

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