{"id":521,"date":"2015-01-06T17:40:31","date_gmt":"2015-01-06T17:40:31","guid":{"rendered":"http:\/\/frees.pajarel.net\/?page_id=521"},"modified":"2015-02-20T18:50:06","modified_gmt":"2015-02-21T00:50:06","slug":"2-udd-in-the-mdt","status":"publish","type":"page","link":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/actuarial-mathematics\/multiple-decrement-models\/6-building-mult-decrement-tables-from-associated-single-life-functions\/2-udd-in-the-mdt\/","title":{"rendered":"2. UDD in the MDT"},"content":{"rendered":"<p>Another way to build a multi-decrement table from the associated single decrement tables (and vice-versa) is to assume uniform distribution of decrements (UDD) in the multi-decrement table (MDT).<br \/>\nUnder this assumption, for integer age \\(x\\) and fraction \\(t\\) \\(( 0 \\leq t \\lt 1)\\), we have<br \/>\n\\begin{eqnarray*}<br \/>\n_t q_x^{(j)} = t \\times q_x^{(j)} .<br \/>\n\\end{eqnarray*}<br \/>\nIf the (UDD) assumption holds for all decrements, then<br \/>\n\\begin{eqnarray*}<br \/>\n~ _t q_x^{(\\tau)} = 1 &#8211; t \\times q_x^{(\\tau)} .<br \/>\n\\end{eqnarray*}Recall Kolmogorov&#8217;s forward equation \\(<br \/>\n\\frac{\\partial}{\\partial t} ~ _t q_x^{(j)} = \\frac{\\partial}{\\partial t} ~ _t p_x^{0j}<br \/>\n= ~ _t p_x^{00} \\mu_{x+t}^{0j}= ~ _t p_x^{(\\tau)} \\mu_{x+t}^{(j)}\\). Thus, we may express the transition force as<br \/>\n\\begin{eqnarray*}<br \/>\n\\mu_{x+t}^{(j)} = \\frac{q_x^{(j)}}{1 &#8211; t \\times q_x^{(\\tau)}} .<br \/>\n\\end{eqnarray*}<br \/>\nWith \\( q_x^{\\prime(j)} = 1- \\exp \\left\\{ &#8211; \\int_0^1 \\mu_{x+t}^{(j)} ~ dt \\right\\} \\), we have<br \/>\n\\begin{eqnarray*}<br \/>\n&#8211; \\ln(1-q_x^{\\prime(j)}) &#038;=&#038; \\int_0^1 \\mu_{x+t}^{(j)} ~ dt \\\\<br \/>\n&#038;=&#038; \\int_0^1 \\frac{q_x^{(j)}}{1 &#8211; t \\times q_x^{(\\tau)}} ~ dt ~=~ \\frac{q_x^{(j)}}{q_x^{(\\tau)}} (-\\ln(1- q_x^{(\\tau)})) .<br \/>\n\\end{eqnarray*}<br \/>\nThus, as with the constant transition force, we have<br \/>\n\\begin{eqnarray*}<br \/>\n1- q_x^{\\prime(j)} &#038;=&#038; \\left( p_x^{(\\tau)}\\right)^{q_x^{(j)}\/q_x^{(\\tau)}} .<br \/>\n\\end{eqnarray*}<\/p>\n<p><div class=\"alignleft\"><a href=\"https:\/\/users.ssc.wisc.edu\/~ewfrees\/actuarial-mathematics\/multiple-decrement-models\/6-building-mult-decrement-tables-from-associated-single-life-functions\/1-constant-forces-of-transition\/\" title=\"1. Constant Forces of Transition\">&#9668 Previous page<\/a><\/div><div class=\"alignright\"><a href=\"https:\/\/users.ssc.wisc.edu\/~ewfrees\/actuarial-mathematics\/multiple-decrement-models\/6-building-mult-decrement-tables-from-associated-single-life-functions\/3-udd-in-the-single-decrement-models\/\" title=\"3. UDD in the Single Decrement Models\">Next page &#9658<\/a><\/div><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Another way to build a multi-decrement table from the associated single decrement tables (and vice-versa) is to assume uniform distribution of decrements (UDD) in the multi-decrement table (MDT). Under this assumption, for integer age \\(x\\) &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":514,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"jetpack_post_was_ever_published":false},"jetpack_sharing_enabled":true,"jetpack_shortlink":"https:\/\/wp.me\/P8cLPd-8p","acf":[],"_links":{"self":[{"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/pages\/521"}],"collection":[{"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/comments?post=521"}],"version-history":[{"count":3,"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/pages\/521\/revisions"}],"predecessor-version":[{"id":788,"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/pages\/521\/revisions\/788"}],"up":[{"embeddable":true,"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/pages\/514"}],"wp:attachment":[{"href":"https:\/\/users.ssc.wisc.edu\/~ewfrees\/wp-json\/wp\/v2\/media?parent=521"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}