Illness-death model ($1\to 2,1\to 3,2\to 3$)

An irreversible three-state illness-death model allows progression $1\to 2$ and death $1\to 3$ or $2\to 3$, with state 3 absorbing. A constant-rate transition intensity matrix uses three free rates $a,b,c$ and rows $(-(a+b),a,b)$, $(0,-c,c)$ and $(0,0,0)$. The labels can represent disease severity rather than literal health versus illness.

With initial exit rates $a$ to the advanced living state and $b$ directly to death, and death rate $c>0$ from the advanced state, the expected time to death from state 1 is $1/(a+b)+a/((a+b)c)$. The first term is initial holding time; the second weights the advanced-state holding time by the probability of reaching it.