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CT5 Chapter 9

Discussion in 'CT5' started by shdh, Mar 5, 2017.

  1. shdh

    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
     
    shdh, Mar 5, 2017
    #1
  2. deepakraomore

    deepakraomore Member

    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
     
    deepakraomore, Mar 5, 2017
    #2

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