Details

Autor(en) / Beteiligte

• Marshall, Albert W.
• Olkin, Ingram

Titel

A bivariate Gompertz–Makeham life distribution

Ist Teil von

• Journal of multivariate analysis, 2015-07, Vol.139, p.219-226

Ort / Verlag

New York: Elsevier Inc

Erscheinungsjahr

2015

Link zum Volltext

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• In the context of actuarial science, Gompertz (1825) utilized a differential equation to derive the life distribution that carries his name. Subsequently, De Morgan (1860), Woolhouse (1863), and Kaminsky (1983) derived the Gompertz distribution from functional equations. This paper focuses on bivariate versions of Kaminsky’s functional equation. A limiting version yields the bivariate exponential distribution of Marshall and Olkin (1967).