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CT5 Chapter 9

S

shdh

Ton up Member
Hi,

I have a query in Q 9.4 of chapter 9.

How did we arrive to the following formula:

(integrating from s to n) (tpx)*{mu(x+t)} dt = (spx)*(npx)

Thank you for your help!

Regards,
Shyam
 
fx(t) = tPx Mu(x+t)
Is PDF of life time rv Tx.
Integrating from limit 0 to t of fx(t) gives probability that life will die before time t.
So integrating from s to n means life aged x now will die between time x+s and x+n
 
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