Section26 - pected values of T * ( x ) and T * ( y ) are 10...

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Example : Smith and Jones are independent lives aged 90 and 95 respectively, and both have mortality that follows DeMoivre’s law with ω = 100 . Find o e 90:95 . 1
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Example : In a standard common shock model, all three distributions are exponential. The ex-
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Unformatted text preview: pected values of T * ( x ) and T * ( y ) are 10 and 20 , respectively. The probability that the deaths of ( x ) and ( y ) occur at the same time is 2 / 17 . Find the mean of T ( x ) . 2...
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This note was uploaded on 09/27/2009 for the course ACT ACT348 taught by Professor Badescu during the Fall '08 term at University of Toronto- Toronto.

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Section26 - pected values of T * ( x ) and T * ( y ) are 10...

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