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5-State Model

This module conducts mortality analysis using the 5 state model with the following transitions:

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The five states are:

  • H: Healthy and not functionally disabled

  • D: Healthy and functionally disabled

  • M: Ill health and not functionally disabled

  • MD: Ill health and functionally disabled

  • Dead

Some studies have already been conducted on this model using fitted Cox Regression models. This module applies the parameters estimated from these studies to analyse the survival statistics of a given individual. The paper that this module refers to is available at: https://www.cepar.edu.au/publications/working-papers/multi-state-model-functional-disability-and-health-status-presence-systematic-trend-and-uncertainty

The transition types are numbered from 1 to 12 illustrated in the table below.

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Functionalities of the module includes:

  • Calculating transition probability matrices from parameters of Cox Regression model

  • Creating life tables for a certain individual characteristic

  • Simulating lifetime paths

  • Returning key survival statistics for a certain individual

These functions can be helpful in conducting mortality studies, as well as applications in insurance pricing.