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200 years of Gompertz

Today is the 200th anniversary of Benjamin Gompertz's reading of his famous paper before the Royal Society of London.  Generations of actuaries and demographers are familiar with his law of mortality:

\[\mu_x = e^{\alpha+\beta x}\qquad(1),\]

Written by: Stephen RichardsTags: Filter information matrix by tag: Gompertz, Filter information matrix by tag: hazard function, Filter information matrix by tag: survival probability, Filter information matrix by tag: survival models

Another look at the Gompertz model

The year 1825 was a significant one not only for actuaries but for the wider scientific community: Benjamin Gompertz published his landmark paper on the graduation of human mortality (Gompertz, 1825). There were at least three completely new ideas in his paper. First, he gave his famous law of mortality. To quote Gompertz:

Written by: Iain CurrieTags: Filter information matrix by tag: Gompertz