Relative stochastic comparisons of additive frailty models
نویسندگان
چکیده
منابع مشابه
Proportional odds frailty model and stochastic comparisons
In this paper, we present some distributional properties of the survival and frailty distribution involved in the proportional odds (PO) frailty model. Stochastic orderings are studied for this proportional odds frailtymodel. It is showed that negative dependence arises in the PO frailty model as opposed to the proportional hazard frailty model.
متن کاملAnalysis of Birth Spacing Using Frailty Models
Background and objectives: Birth spacing is an important variable for identification of fertility acceleration, total fertility rate, and maternal and fetal health. Therefore, special attention has been paid to this issue by researchers in the fields of medical sciences, health, and population. In addition, proper analysis of this concept is of foremost importance. Application of classical anal...
متن کاملStochastic comparisons of multivariate mixture models
In this paper we consider sufficient conditions in order to stochastically compare random vectors of multivariate mixture models. In particular we consider stochastic and convex orders, the likelihood ratio order, and the hazard rate and mean residual life dynamic orders. Applications to proportional hazard models and mixture models in risk theory are also given. AMS Subject Classification: 60E...
متن کاملPrevalence and Outcomes of Frailty in Korean Elderly Population: Comparisons of a Multidimensional Frailty Index with Two Phenotype Models
BACKGROUND Frailty is related to adverse outcomes in the elderly. However, current status and clinical significance of frailty have not been evaluated for the Korean elderly population. We aimed to investigate the usefulness of established frailty criteria for community-dwelling Korean elderly. We also tried to develop and validate a new frailty index based on a multidimensional model. METHOD...
متن کاملAnalytical Comparisons of Option prices in Stochastic Volatility Models
This paper gives an ordering on option prices under various well known martingale measures in an incomplete stochastic volatility model. Our central result is a comparison theorem which proves convex option prices are decreasing in the market price of volatility risk, the parameter governing the choice of pricing measure. The theorem is applied to order option prices under q-optimal pricing mea...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2016
ISSN: 1029-242X
DOI: 10.1186/s13660-016-1103-3