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

We present a model where the time to the terminal event is the first passage time to a fixed levelc 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 thresholdS, 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.

Source: Lifetime Data Analysis - July 22, 2017 Category: Statistics Source Type: research