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A note on life table and multiple-decrement table functions

Published online by Cambridge University Press:  20 April 2012

W. F. Scott
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Abstract

This note considers the mortality table functions, and shows that the usual formulae hold under less restrictive assumptions than those usually made. The foundations of the theory of multiple-decrement tables are also considered, in the context of probability theory.

Keywords

Life TablesDecrement Tables
Type
Other
Information
Journal of the Institute of Actuaries , Volume 117 , Issue 3 , December 1990 , pp. 671 - 675
Copyright
Copyright © Institute and Faculty of Actuaries 1990

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References

Neill, A. (1977). Life Contingencies. Heinemann, London.Google Scholar
McCutcheon, J. J. & Scott, W. F. (1986). An Introduction to the Mathematics of Finance. Heinemann, London.Google Scholar
Hooker, P. F. & Longley-Cook, L. W. (1957). Life and Other Contingencies. Volume II. C.U.P.Google Scholar
Hobson, A. E. W. (1927). The Theory of Functions of a Real Variable and the Theory of Fourier's Series. Volume 1. Third Edition. C.U.P.Google Scholar
Scott, W. F. (1982). Some applications of the Poisson distribution in mortality studies. T.F.A. 38, 225–263, and T.F.A. 39, 419–420.Google Scholar