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Erschienen in: Lifetime Data Analysis 1/2018

01.01.2018

Modeling of semi-competing risks by means of first passage times of a stochastic process

verfasst von: Beate Sildnes, Bo Henry Lindqvist

Erschienen in: Lifetime Data Analysis | Ausgabe 1/2018

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Abstract

In semi-competing risks one considers a terminal event, such as death of a person, and a non-terminal event, such as disease recurrence. We present a model where the time to the terminal event is the first passage time to a fixed level c in a stochastic process, while the time to the non-terminal event is represented by the first passage time of the same process to a stochastic threshold S, assumed to be independent of the stochastic process. In order to be explicit, we let the stochastic process be a gamma process, but other processes with independent increments may alternatively be used. For semi-competing risks this appears to be a new modeling approach, being an alternative to traditional approaches based on illness-death models and copula models. In this paper we consider a fully parametric approach. The likelihood function is derived and statistical inference in the model is illustrated on both simulated and real data.

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Metadaten
Titel
Modeling of semi-competing risks by means of first passage times of a stochastic process
verfasst von
Beate Sildnes
Bo Henry Lindqvist
Publikationsdatum
01.01.2018
Verlag
Springer US
Erschienen in
Lifetime Data Analysis / Ausgabe 1/2018
Print ISSN: 1380-7870
Elektronische ISSN: 1572-9249
DOI
https://doi.org/10.1007/s10985-017-9399-y

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