Abstract
In this paper we assume that the patient's health evolves according to a Markov chain with finite state space. To each state of illness is assigned a score through a state function. We consider the possibility to have different state functions at some fixed times to express the quality of life score. We propose a new index, corresponding estimator and we determine its asymptotic properties. The technology of multidimensional matrices is used to manage in an effective way the complex correlation structure induced by the path dependence of the index.
Get full access to this article
View all access options for this article.