Abstract
We present competing risks models within a semi-Markov process framework via the semi-Markov phase-type distribution. We consider semi-Markov processes in continuous and discrete time with a finite number of transient states and a finite number of absorbing states. Each absorbing state represents a failure mode (in system reliability) or a cause of death of an individual (in survival analysis). This is an extension of the continuous-time Markov competing risks model presented in Lindqvist and Kjølen (2018). We derive the joint distribution of the lifetime and the failure cause via the transition function of semi-Markov processes in continuous and discrete-time. Some examples are given for illustration.
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Acknowledgments
We are indebted to an anonymous referee for his useful comments that improved the presentation of this paper.
This work was supported by a PhD scholarship funding (to the first author), granted by the Mexican Consejo Nacional de Ciencia y Tecnologia (CONACYT).
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Garcia-Maya, B., Limnios, N. & Lindqvist, B.H. Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions. Methodol Comput Appl Probab 24, 309–319 (2022). https://doi.org/10.1007/s11009-020-09839-1
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DOI: https://doi.org/10.1007/s11009-020-09839-1