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Old 02-04-2018, 07:34 PM
JohnTravolski JohnTravolski is offline
Join Date: Aug 2016
Posts: 46
Exclamation Frailty Model

I feel like this should be simple but I'm not making any progress. If I don't know the marginal distribution of Z, I'm not sure how to get the joint distribution, so I can't represent it as an integral. There must be a simpler way to do this but I'm just overlooking it. Any tips?
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Old 02-07-2018, 01:18 AM
Academic Actuary Academic Actuary is offline
Join Date: Sep 2009
Posts: 8,339

Is the F with the bar over it the survival function. If so it is exp[ - cumulative base hazard rate x Z]. In the usual frailty model the Z is a random variable but in the conditional model where we have a known z it is (exp -[cummulative base hazard rate] )^z
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