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A closed-form expression for the quantile function of the Gompertz–Makeham distribution

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  • Jodrá, P.

Abstract

In this note, we give a closed-form expression in terms of the Lambert W function for the quantile function of the Gompertz–Makeham distribution. This probability distribution has frequently been used to describe human mortality and to establish actuarial tables. The analytical expression provided for the quantile function is helpful to generate random samples drawn from the Gompertz–Makeham distribution by means of the inverse transform method.

Suggested Citation

  • Jodrá, P., 2009. "A closed-form expression for the quantile function of the Gompertz–Makeham distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3069-3075.
    • Handle: RePEc:eee:matcom:v:79:y:2009:i:10:p:3069-3075
    DOI: 10.1016/j.matcom.2009.02.002
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