A closed-form expression for the quantile function of the Gompertz-Makeham distribution

DOI10.1016/J.MATCOM.2009.02.002MaRDI QIDQ2390404zbMATH OpenOpenAlexFDO

Authors Pedro Jodrá

Publication date 22 July 2009

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2009.02.002

zbMATH Keywords

simulationLambert \(W\) functioninverse transform methodGompertz-Makeham distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Higher logarithm functions (33B30) Applications of hypergeometric functions (33C90)

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Cites work

• scientific article; zbMATH DE number 1194779 (Why is no real title available?)
• scientific article; zbMATH DE number 2122818 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• Approximations for life annuity contracts in a stochastic financial environment
• Combining Gompertzian growth and cell population dynamics
• Estimation of parameters of the Makeham distribution using the least squares method
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Global approximations to the principal real-valued branch of the Lambert \(W\)-function
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Modeling human mortality using mixtures of bathtub shaped failure distributions
• On the Lambert \(w\) function
• Quantile probability and statistical data modeling
• Risk comparisons of premium rules: Optimality and a life insurance study

Cited in

(12)

• On closed-form expressions to Gompertz-Makeham life expectancy
• On order statistics from the Gompertz-Makeham distribution and the Lambert W function
• Closed form expression of the quantile function of Maxwell-Boltzmann distribution
• On the Gompertz-Makeham law: a useful mortality model to deal with human mortality
• On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two
• On the discrete analogue of the Teissier distribution and its associated INAR(1) process
• The Gompertz-Makeham longevity model
• Ordering results of extreme order statistics from heterogeneous Gompertz-Makeham random variables
• An extended Gompertz-Makeham distribution with application to lifetime data
• The power Muth distribution
• Comments on “an extended Gompertz-Makeham distribution with application to lifetime data”
• The assessment on the lifetime performance index of products with Gompertz distribution based on the progressive type I interval censored sample

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