Information Matrix

In Richards (2012) I compared seventeen different parametric models for modelling the mortality of a portfolio of UK annuitants. The best-fitting model, i.e. the one with the lowest AIC, was the Makeham-Beard model:

\[\mu_x = \frac{e^\epsilon+e^{\alpha+\beta x}}{1+e^{\alpha+\rho+\beta x}}\qquad(1)\]