LUKA KANGO.

ACS/0024/21

SCHOOL OF SCIENCES AND AEROSPACE STUDIES

DEPARTMENT OF STATISTICS

ACS 402 SURVIVAL MODELS

QUESTION 1: deriving the makeham survival function and show pdf

The makeham law of mortality can be written as

x
μ( x )= A+ B c

−d
μ(x )= log ⁡S (x)
dx

where S(x) is the survival function at age x. Integrating both sides from x to x + t, we get:
x+t

∫ ❑ μ(u)du=−log ⁡S(x )+log ⁡S(0)

x

Using the Makeham law of mortality, we can write:

x+t

∫ ❑(A + B c u) du=−log ⁡S( x )+ log ⁡S (0)

x

Solving for S(x ), we get:

B x
S(x )=exp ⁡(− At− (c −1))
log c

This is the Makeham survival function. To find the probability density function (pdf) of the
survival time, we need to take the derivative of the survival function with respect to t, which is:

−d
f (x+ t)= S ¿t)
dt

Using Chain rule, we get:

B x+t x B x+t
f (x+ t)=S(x )exp ⁡(− At − (c −c ))(− A− c log ⁡c )
log c log c

Simplifying,we get the pdf as:

x+t
f (x+ t )=(A + B c )S ¿)

QUESTION 2:Plot the results for age 20,50 and 80 and explain/interprete

Makeham parameters
A<- 0.01

B<-0.02

C<-1.05

(
S(x )=exp −0.01 x−
0.02
log 1.05 )
( 1.0 5 x −1 ) this is S(0) =1

0.02 20
S(20)=exp ⁡(−0.01× 20− (1.0 5 −1))≈ 0.96
log 1.05

0.02 50
S(50)=exp ⁡(−0.01× 50− (1.05 −1))≈0.84
log 1.05

0.02 80
S(80)=exp ⁡( −0.01× 80− (1.0 5 −1))≈ 0.64
log 1.05

The graph shows the survival probability as a function of age, assuming that the survival function for age
0 is 1. The survival probability decreases with age, and the rate of decrease is determined by the
Makeham parameters A, B, and C. The vertical lines and the points indicate the survival probabilities for
age 20, 50, and 80, respectively.