Knowledge Elicitation of Gompertz' Law of Mortality
W. J. Willemse and
H. Koppelaar
Scandinavian Actuarial Journal, 2000, vol. 2000, issue 2, 168-179
Abstract:
A new formulation of Gompertz' law of mortality is proposed. Explicit formulas for moment generating function and moments of this formulation are derived. The new formulation is applied to the theory of heterogeneous populations and formulas for stop-loss transformations are derived.
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:taf:sactxx:v:2000:y:2000:i:2:p:168-179
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DOI: 10.1080/034612300750066845
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