Actuarial Outpost
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Exam 3/MLC - Actuarial Models
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Browse Open Actuarial Jobs

Life  Health  Casualty  Pension  Entry Level  All Jobs  Salaries

Thread Tools Search this Thread Display Modes
Old 02-04-2018, 06:34 PM
JohnTravolski JohnTravolski is offline
Join Date: Aug 2016
Studying for FM
College: College Sophomore
Posts: 24
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?
Reply With Quote
Old 02-07-2018, 12:18 AM
Academic Actuary Academic Actuary is offline
Join Date: Sep 2009
Posts: 7,931

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
Reply With Quote

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

All times are GMT -4. The time now is 10:56 AM.

Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.22428 seconds with 9 queries