[CFA] 帮小弟看一道题，谢谢！ [推广有奖]

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peterpan_aus 发表于 2009-9-30 17:08:37 |AI写论文

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Suppose there are m individuals, and individual k is aged xk now. Suppose each individuals force of mortality is Uxk = Ak for all k, find the tail probability distribution of the failure time of the joint-life status.因为看不太懂 joint-life status。不太明白 force of mortality，谢谢了！

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关键词：distribution Individuals Probability Individual individua 小弟

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禾采薇发表于28楼查看完整内容

你的问题出在没有理解 u tPu和 miu Look at slide1、2, status u is defined as all lives survive at time t. miu, the force of mortality,ie, failure rate, is the annualized prob that xk dies in the next instant. 基本逻辑是： prob of failure of status u = prob of ( at least one person dead) =====〉 miu 1- prob of failure = tail prob of failure =no failure = status u is still intact = tPu ...

禾采薇发表于23楼查看完整内容

P= prob of failure of probility of failure of the joint-life status= exp( -A1)*exp(-A2)......exp(-Am)=exp(-sumAk) so tail prob=1-P