A bivariate Gompertz–Makeham life distribution

Albert W. Marshall and Ingram Olkin

Journal of Multivariate Analysis, 2015, vol. 139, issue C, 219-226

Abstract: In the context of actuarial science, Gompertz (1825) utilized a differential equation to derive the life distribution that carries his name. Subsequently, De Morgan (1860), Woolhouse (1863), and Kaminsky (1983) derived the Gompertz distribution from functional equations. This paper focuses on bivariate versions of Kaminsky’s functional equation. A limiting version yields the bivariate exponential distribution of Marshall and Olkin (1967).

Keywords: Bivariate exponential distribution; Survival function; Hazard function; Characterization of distributions; Actuarial tables (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2015.02.011

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