MonraLiry fon. 1 t indicates select mortality “& diay. To this may be ber of years which have fix denotes the attained 0 indicate the first age at the sinallest x for which a, & prefixed subscript de robability is taken (Prin. nn = 1 in these symbols, life aged 2." n the International Nota. led the “survival je contingencies by King nd Longley-Cook (1953, actuarial journals which v of these will be cited as ginal sources or modem ¢ arranged according to ey refer. The complete at the end of the book. ng the survival function, eB in the Appendix is lume I, No. 1, National h Service, US. Depart. ‘The general character yers and Bayo (1964), ary Mortality Table is The technical methods treated in the text by of mortality is given ). The relationship. be nu life contingene 31 5,6. Techniques of numerical differentiation are treated in all standard texts on finite differences and numerical analysis; e.g, Freeman (1960), Froberg (1985). The approximations for frac tional ages are examined in detail by Mereu (1961). 7. The original papers on the laws of mortality are Gompertz (1825) and Makeham (1860, 1889). Other mathematical laws are surveyed by Elston (1923). See also Wolfenden (1942), p. 77. A modern interpretation, from the point of view of statistical life testing, is given by Brillinger (1961) 8. Discussions of the effects of selection may br son (1934), Williamson (1942), and Jenkins (1943) 9. An outline of the International Actuarial Notation, with revisions, appears in TASA 48 (1947), p. 166. It is also given by Hooker and Longley-Cook (1953, 1957) \d in Thomp- BXERCISES 2. The survival function 20,000 — 100 — 3 20000 1. Verify that the fune satisfies the conditions fon s(2). What is w? Use the function to calculate the following probabilities (a) the probability of surviving from birth to age 2 (b) the probability that life aged 20 will survive (©) the probability that life aged 20 will die between 30 (Ans. 'i26) 1) = MoVi0— 3,0 < 2 < 100, Find the probability that a Tife aged 0 will die between age 19 and age 36. (Ans. 340) (b) Find the probability that a life aged 19 will die before age 3. (Ans. 36) 5. The mortality pattern of a certain population may be described as follows: Out of every 98 lives born together one dies annually until there Find a simple funetion that can be used as s(x) for this population. (b) What is the probability that a life aged 30 will survive to attain age 352 (Ans. 8966) 4. Given the function @(z) eee cha teatTHE MEASUREMENT OF MORTALITY fen. a the probability that a life aged 0 will die between (0 s@ <1 f (@ Ie p(e) = 3452-1, find a(2). What is the value of w? mortality table 5. Given #(2) = 1 — 0052 — O1005s?, construct the Jy and d col the corresponding mortality tab 6. The following values ages 1-2, using m radix of 100,00 we been derived from 4 mortality exper oo [on 1 ons Construct the corresponding Ie and di ¢ umns, using a radix of 10,000 Table 2 to ealeulate the following probabilities (answers may be left in ruetionst form) (a) that (38) will liv Feast 30 years (b) that. 25) will die within 80 years () that (35) will die in the thistieth year hence (4) that (35) will die between ages 38 and 65 8, Show tht (0) ne = Pe deve (© sende = aPerndee ostity euch one hy general reasoning. 4. The force of mortality 8. Obtain on expression for as if Is formula (1.9) or (1.10) more convenient in this case? 10, Obtain an expression forvalue of a? the I, and d, columns of sng a radix of 100,00, from a mortality experi Jing bilities ease? adix of 10,000 EXERCISES 33 11, Show that 0 fray dtm © faut ade = log ms, where & is the foree of interest (2 ape = wee ~ wad a a a C) ne 12, Alife aged 40 is subject to an extes hazard during the year of age 40 10 41, Ifthe normal probability of survival from age 40 to 41 is 902 and if the ‘xita rk may be expressed by an addition to the normal foree of mortality tvhich decreases uniformly from 06 at the beginning of the year to Oat the tnd ofthe year, find the probability that the life wil not survive to age 4 \ 5. Estimation of , from the mortality table 13, It Le = 100/700 — =, com } value given by formula (1.20 1H. Show that (L21) ean be written as ate ass exactly and compare with the (Ans. 36) (dea +d) ~ G ia, aud 15, Would you expect (1.22) to produce a satisfactory value for we ? Ex plain. What additional data would you require in order to produce « better 6, Methods for fractional ages 16, ‘The table below gives expressions for various mortality functions on the basis of two different assumptions, Verify the expressions in the table assuming 01 < 1a 34 THE MEASUREMENT OF MORTALITY fen Uniform distribu. asset hypothesis tion of deaths akducei hypothesis ” t a; =a mt wt Pas ‘ ee v. uniform distribution sleulate from Table 2th alues of 18, For a certain value of it is known thet we = kt over the interval 0 < ¢ « 3, whore ki a constant. Express yey in terms of b ven ly = 7.746 id La = 7,681, (a) assuining & uniform distribution of deaths, (Ana, ones1) (b) using the Baldueei hypothesia, Ans. 00814) ig the that the given values are obtained fr 1000/10 =a Ans, 08 mie famous laws of mortality Show that under de Moivre's law the probabil in terms of the parameters g and c 22. Makeham derived a Second Taw from the ass of mortality consists of three clements, in arithmetical progression throughout life, seometrical progression throughout, life me = A+ Hz + Bet, and derive the ex relations between the cons tants’, g,.and A, H, B. Act 28. Wind ff nige is independent ¢ constant, another increasing and the third incres Show that this implie pression Le = kstw'ys", giving the thatALITY (on. 1 Baldueci hypothesis alculate from Table 2 the over the interval crms of k (Ane. 00881) (Ans, 00848) "sare obtained from, Ans. 00817) lity age ie independent sumption that the force ent, another increasing the’ Uhird incre sing in that this implies that = keturg, giving the zB. ERCIBES 35 8 Select mortality tables 24, Write an expression for aqunes it terms of, assuming a select period 25. Explain why the following probabilities will difer on the basis of w select table (a) the probability Uhst- « newly insured Tife aged 28 will die before attaining age 27; (o) the probability that « life aged 23 which was insured thre ago will die before attaining age 27 Caloulate both probabilities using Table 3 25. Consider the three following mortality tables: Table A, n select and ultimate table; ‘Table Ban ultimate table consisting of the ultimate column of Table ‘Ay and ‘Table C, an aggregate table construeted from the data on which Table ‘What will be the relative magnitudes of the following functions on the busia of the three tables? (a) «pi in Table A compared with ype in B: (b) gua in Table A compared with g, in B and C; (0) me 9. The al Notation 427, Exprest each of the following by a single symbol: \w) the probability that a life now aged $0, insured 8 yours ago, will die in his 50th yen, Le., betwdbn ages 38 and 59 (assuming a 5-year feleet period () the probability thet a new life aged 0 will die between ages 67 and (6) the number of deaths oceurring between age 29 und age $0 in the third year of insurance (assuming a S-year select period) ernational Actuai Mixcellancous problems 28, ge has been defined as “the complement of the reciprocal of the anti- log of the arithmetic mean of the death rates operating at each in throughout the age interval z to 2-+ 1.” (Week, 1947) Demonstrate mathe matically the accuracy of the definition 23. The probability «g. may be expressed in the following different way: sik ; an be y sen ater aus) = free oanI Assuring the survival function s(z) = }4o9 (100 — 2), show that hove formulas Feds to the reeul 30. From a standard mortality, table, a second table c ie prepared doubling the foree of mortality of the standard table. Is the rate of mor tality gf at any given age under the new table more than double, lest than double, or exxetly double the mortality rate q. of the standard tuble? 81. Find yas to four significant figures, given that Ans. 00858