Information Matrix

The survivor function from age \(x\) to age \(x+t\), denoted \({}_tp_x\) by actuaries, is a useful tool in mortality work. As mentioned in one of our earliest blogs, a basic feature is that the expected time lived is the area under the survival curve, i.e. the integral of \({}_tp_x\). This is easy to express in visual terms, but it often requires numerical integration if there is no closed-form expression for the integral of the survival curve.