Identifiability for dependent multiple decrement/competing risk models

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Abstract
In the study of multiple decrement lifetimes one considers a group of K lives. The group is said to survive at least as long as all members are living. In practise, the component lives are usually combined in annuity or insurance, or some other common undertaking, and frequently are related by blood, marriage or some joint undertaking which simultaneously exposes the individuals to common hazards and mortality risks. It follows that in general the joint survival function of the group should exhibit dependence between the component lives. The method of analysis now commonly used for multiple decrement analysis however assumes independence of the joint lives and joint life insurance payable upon the first death in the group is calculated using this assumption (cf. Jordan, 1975, Chapter 9).

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