UK - CT4 – April 2015 - Q. 11(iv)

While calculating the probability of being healthy throughout, Examiners’ Report assumed in-homogeneous process whereas while calculating probability of surviving healthy for a period 'u' as a factor of probability of going H to S to R, Examiners’ Report assumed constant transition intensities. Where am I wrong to understand this ?

Further to get answer, we should add probability of being healthy throughout and probability of going H to S to R, if I understood correctly.

 

The examiners' report assumed constant transition rates (ie a time-homogeneous model) throughout.

Yes, we should add the probabilities as you suggest.