Abstract
The article introduces briefly the theory of heterogeneity and frailty models as a tool which enables to implement the unobserved heterogeneity into the model. First of all some examples illustrating the effects of unobserved heterogeneity are shown and its possible usage for effective modeling of relatively complicated patterns of empirical data.
Then the discrete and continuous frailty models are defined. The continuous form is used for a small illustration on model data which proves the fact of decreasing frailty among survivors with age as a consequence of more frequent deaths of frailer individuals at younger ages.
It showed also the longer average surviving time for females than for males with the same level of frailty.