We construct a unified objective measure of health status: the frailty index, defined as the cumulative sum of all … adverse health indicators observed for an individual. First, we show that the frailty index has several advantages over self …-reported health status, particularly when studying health dynamics. Then we estimate a stochastic process for frailty dynamics over …

modelling credit risk with both observable and unobservable variables. The frailty correlated default model at the firm level is …

Empirical analyses of twin mortality often use models with dependent unobserved frailty terms capturing genetic and … higher age. Estimates of correlations between the frailty terms by zygosity and the ensuing implications for the relative …

Empirical analyses of twin mortality often use models with dependent unobserved frailty terms capturing genetic and … higher age. Estimates of correlations between the frailty terms by zygosity and the ensuing implications for the relative …

covariates, which can be tackled using frailty models. The best models were usually being identified using Akaike information … measure. Methods: CPH model and frailty models were used to estimate the risk for breast cancer patient survival, and the … frailty variable was assumed to follow gamma distribution. Schoenfeld global test was used to check the proportionality …