We consider a probabilistic model of a heterogeneous population subdivided into homogeneous sub-populations. A main assumption is that the "frailties" give rise to a discrete, exchangeable random vector. We put ourselves in the framework of stochastic filtering to derive the conditional distribution of residual lifetimes of surviving individuals, given an observed history of failures and survivals.
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population / Gerardi, A.; Spizzichino, Fabio; Torti, B.. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - STAMPA. - 37:(2000), pp. 823-834.
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
SPIZZICHINO, Fabio;
2000
Abstract
We consider a probabilistic model of a heterogeneous population subdivided into homogeneous sub-populations. A main assumption is that the "frailties" give rise to a discrete, exchangeable random vector. We put ourselves in the framework of stochastic filtering to derive the conditional distribution of residual lifetimes of surviving individuals, given an observed history of failures and survivals.File allegati a questo prodotto
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