Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-207/3/a/solution

Use a time-homogeneous continuous-time multi-state model with states (healthy), (ill), and (dead), where is absorbing. For risk-factor indicator , let the transition intensities be
Here is the infection rate without the risk factor, is the infection hazard ratio, is the recovery rate, and is the disease-death rate. The assumption that the risk factor affects only acquisition makes and common to both groups. The infinitesimal generator is

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