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Chapter 3: Survival Distributions and Life Tables: Flea:)

This document discusses survival distributions and life tables. It defines key terms like the survival function, force of mortality, probability of death between ages, and expected remaining lifetime. Formulas are provided for the mean and variance of lifetime distributions and relations between survival functions, force of mortality, and probability of death. Notations are introduced for probability distributions and survival probabilities.

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Siba Mohapatra
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58 views1 page

Chapter 3: Survival Distributions and Life Tables: Flea:)

This document discusses survival distributions and life tables. It defines key terms like the survival function, force of mortality, probability of death between ages, and expected remaining lifetime. Formulas are provided for the mean and variance of lifetime distributions and relations between survival functions, force of mortality, and probability of death. Notations are introduced for probability distributions and survival probabilities.

Uploaded by

Siba Mohapatra
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 3: Survival Distributions and Life Tables

Distribution function of X: Force of mortality flea:):

Fx(:r) = Pr(X S; :1;)


/1(:1:)
Survival function B(.1:): 8' (x)

sex)
Relations between survival functions and
Probability of death between age :r and force of mortality:
age y:

Pr(.r < X S; z) F.J( (z) - Fx (:1:)


- B(Z)
exp ( -I "(Y)d ll )

Probability of death between age


age y given survival to age :r::
and
nPx exp
(
- !
x+n
p.(y)ely
)

Pr(:1; < X S; zlX > Derivatives:


d

dt t(jx

d
Notations: dt tPx tPx . It (:r: + t)
d
tlJx PriT(.r) tl -T
dt'"

prob. (3:) dies within t years d

distribution function of T(a:) -L


dt x

tPx Pr[T(:c) > t] d

-1
attains age ;1; +t
Mean and variance of T and ](:

E[T(:r)] complete expectation of life


Pr[t < Tel') t + 'Ill
t+ul]x -

t])a' t+u])x
t(jx =./
o
tP:B elt

tPx' u(]x-t-t curtate expectation of life


ex)
Relations with survival functions:

00

Vo.7:T(:r:) ]
2./
.
o
,J
t . tPx u,t ,2
- ex

00

Curtate future lifetime (K(:r) greatest Vo:r[K(.r}]


2)2k -1) kP:r 2
e".
integer in T(x)): k=l

Pr[K(.l') k] Pr[k T(:r) < k + 1] Total lifetime after age .r: Ta


k]Jx k+lPx ex;

kP", . qx+k
T-r: ./ lx+t dt
klJx o

Exam rv[ Life C;onting;;;ncicH - LGD@ 1

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