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Some results on the relative ordering of two frailty models
Journal article   Peer reviewed

Some results on the relative ordering of two frailty models

M. Kayid, S. Izadkhah and Ming J. Zuo
Statistical papers (Berlin, Germany), Vol.58(2), pp.287-301
01/06/2017
DOI: https://doi.org/10.1007/s00362-015-0697-8

Abstract

Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Insurance Management Mathematics and Statistics Operations Research/Decision Theory Probability Theory and Stochastic Processes Regular Article Statistics Statistics for Business
In this paper, relative behavior of two frailty models with different frailty variables and a common baseline variable are considered. We show that, under some conditions on frailty variables, the ratio of the hazard rate (mean residual life) functions of two frailty models is increasing. Finally, some applications are examined to validate the obtained results.

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