Conditional failure time distributions under competing risk theory with dependent failure times and proportional hazard rates

DOI10.1080/03461238.1976.10405934MaRDI QIDQ4098545zbMATH OpenOpenAlexFDO

Authors Regina C. Elandt-Johnson

Publication date 1976

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/3483

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites work

• A Review and Critique of Some Models Used in Competing Risk Analysis

Cited in

(12)

• Modelling the joint distribution of competing risks survival times using copula functions
• Dependent competing risks: cause elimination and its impact on survival
• Some properties of bivariate Gumbel type a distributions with proportional hazard rates
• Optimal quantization of the support of a continuous multivariate distribution based on mutual information
• Parametric inference for multiple repairable systems under dependent competing risks
• Identifiability for dependent multiple decrement/competing risk models
• Goodness-of-fit tests for the Gompertz distribution
• Some counterexamples in the competing risk analysis
• Net probabilities in the theory of competing risks
• A Variation of the Method of Translation to Generate Bivariate and Multivariate Survival Distributions with Competing Risk or Reliability Applications
• Cause-of-death mortality: what can be learned from population dynamics?
• Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances

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