Exponent dependence measures of survival functions and correlated frailty models

The present article studies survival analytic aspects of semiparametric copula dependence models with arbitrary univariate marginals. The underlying survival functions admit a representation via exponent measures which have an interpretation within the context of hazard functions. In particular, correlated frailty survival models are linked to copulas. Additionally, the relation to exponent measures of minumum-infinitely divisible distributions as well as to the Lévy measure of the Lévy-Khintchine formula is pointed out. The semiparametric character of the current analyses and the construction of survival times with dependencies of higher order are carried out in detail. Many examples including graphics give multifarious illustrations.

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