Diffusion and Lévy process models for dynamic frailty

Part of the Statistics for Biology and Health book series (SBH)

In Chapter 10, we demonstrated how the concept of dynamically developing individual risk could be used to produce frailty-like effects on the population level. As soon as the risk process of an individual hits a barrier, that individual has had an event, leaving behind only those with a risk process not yet at the level of the barrier. The barrier hitting models can be seen as a way of relaxing the assumption of time-constant frailty found in the usual frailty models (Chapter 6). Another way of relaxing the constancy assumption is to allow dynamic covariates to capture a part of the variation experienced by an individual, as demonstrated in Chapter 8.


Poisson Process Divorce Rate Risk Process Frailty Model Compound Poisson Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media, LLC 2008

Personalised recommendations