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Density function
f ! x #y$ !
dF !x #y$ dy
f !0 #x#y$ S !0 #x$
$ F ! x #y$ !
& 0 f !0 #x#z$dz
S !0 #x$
Survival Function
Moments
E%#! x $ m & ! & E%#! x $& ! &
0
"#x m z f ! x #z$dz 0
"#x
z f ! x #z$dz ! &
"#x 0
S ! x #z$dz ! e x
Miscellaneous Functions
n-years(y-years) temporary expected future lifetime of a life aged (x)
e x:y'
o
! ! !
"#x#%$
f ! x #z$dz
& 0 S ! #z$ dz
y
x
&0
y
S ! 0 #x # z$ dz (Continuous) S ! 0 #x$
npx 0px
! S ! d #n # 1$ n ! 1, 2, . . . x !1
0qx
!0
! ex
Central-death Rates
y m !x
F ! x #y$ e x:y'
o
f ! 0 #x # z$ ! # 0 #x # z$ S ! 0 #x # z$
& &
S #x # z$ S #z$ f #z$ ! # !x ! # !0 # x #z$ ! ! x S ! 0 #x # z$ S ! x #z$ S ! x #z$ d log#S ! x #z$$ ' dz y y d log#S #z$$ !x dz # & # x #z$dz ! & dz 0 0 !# !
# x #y$
S ! x #y$ ! e f ! x #y$ ! e !e
# # #
!e
&x
x#y
# 0 #z$dz
# 0 #x # y$ # 0 #x # y$
Extremely Important!!!! ! ! ! ! F ! x #y$ ' Percentage of lifetime of a life aged (x) lived up to instant-age x#y S ! x #y$ ' Remaining lifetime of a life aged (x) after instant-age x#y. f ! x #y$ ' Speed of death of a life aged (x) at instant-age x#y. # x #y$ ! # 0 #x # y$ ' Relative speed of death of a life aged (x) at instant-age x#y. It is equal to the relative speed of death of a new born at the same instant-age x#y. DO NOT DEPEND ON THE INITIAL AGE BUT ON THE INSTANT-AGE CONSIDERED # x #y$ ( # 0 #y$
Example
************************************************* Remark F ! d #n # 1$ is the probability of dying with age x or x$1 or x$2 or x$(n-1); in other x words, the probability of dying of a life aged (x) during the next n years, n q x Remark Also, mind that
1qx
Important Formulas
k#1 p 0
!x p0
#k#1$ p x
F ! x #y$ !
f ! x #y$ !
S ! x #y$ !
E%#! x $& !
&0
"#x
z f ! x #z$dz !
&0
"#x
S ! x #z$dz ! e x
# x #z$ !
f ! x #z$ S ! x #z$ f #x # z$ ! !0 ! # 0 #x # z$ S ! 0 #x # z$
# # #
S ! x #y$ ! e f ! x #y$ ! e !e
!e
&x
x#y
# 0 #z$dz
# 0 #x # y$ # 0 #x # y$