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From small steps to big results

In survival-model work there is a fundamental relationship between the \(t\)-year survival probability from age \(x\), \({}_tp_x\), and the force of mortality, \(\mu_x\):

\[{}_tp_x = \exp\left(-\int_0^t\mu_{x+s}ds\right).\qquad(1)\]

Written by: Stephen RichardsTags: Filter information matrix by tag: survival probability, Filter information matrix by tag: force of mortality, Filter information matrix by tag: differential equation