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Chapter 2. Survival models. Manual for SOA Exam MLC.
 

Summary: 1/71
Chapter 2. Survival models.
Manual for SOA Exam MLC.
Chapter 2. Survival models.
Section 2.1. Survival models.
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
2/71
Chapter 2. Survival models. Section 2.1. Survival models.
Review of Probability theory
Definition 1
Given a set , a probability P on is a function defined in the
collection of all (subsets) events of such that
(i) P() = 0.
(ii) P() = 1.
(iii) If {An}
n=1 are disjoint events, then

  

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

 

Collections: Mathematics