Survival of related individuals: An extension of some fundamental results of heterogeneity analysis

Many ideas in the analysis of heterogeneous mortality are based on the relationship between individual and observed hazard rates. This connection is established with the help of conditional averaging procedure: The observed risk of death at age x is calculated among those who survive this age. The analogy of this result for bivariate survival model with correlated individual hazards is derived. In the case of correlated frailty model the parametric specification of the mean, variance and correlation coefficient of the bivariate frailty distribution among survivors is obtained. The relationship between local association measure and the characteristics of the bivariate frailty distribution among survivors is established.

Key words:

• Correlated hazards
• frailty
• copulas
• bivariate survival
• association measure
• mortality models