We had a similar problem with one of the lights in our dining room. Incandescent bulbs in one fitting would all blow after a few days, one bulb after a few hours! Got an electrician to look at it, he cleaned between the contacts of the bayonet fitting. Still had bulbs blowing, but seemed to be a bit better, resorted to only having two out of three bulbs on our chandelier. Had the whole house rewired after it had been repaired after a big earthquake hit our city. Tried putting in all the bulbs again - no bulbs blew prematurely. Put in LED bulbs about 6 months ago and so far, so good.
My guess is that the old wiring in the ceiling was leaking power into the fitting that itself had a minor power leakage. Once the wiring in the ceiling was replaced and the chandelier was properly earthed, the problem went away.