On the special role of Gompertz mortality law in multiple life contingencies

Mariusz Skałba
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Mariusz Skałba: Uniwersytet Warszawski, Szkoła Główna Handlowa w Warszawie

Collegium of Economic Analysis Annals, 2010, issue 21, 141-145

Abstract: The Gompertz mortality law has the property that given a joint-life status of individuals chosen from the population, the time-to-failure of this status obeys also Gompertz mortality law. Solving an appropriate functional equation we show that this property characterizes Gompertz law in the class of mortality laws with increasing force-of-mortality functions.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:sgh:annals:i:21:y:2010:p:141-145

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