Time-Inhomogeneous Processes and Survival Models

Define time-inhomogeneous transition rates and set up the corresponding Kolmogorov equations.

Solve Kolmogorov equations numerically to compute transition probabilities for time-inhomogeneous models.

Apply the relationships between the survival, hazard, and cumulative hazard functions to solve problems.

Calculate complete and curtate expected future lifetime, and its variance, from a given survival function.

Apply standard parametric survival models (Gompertz, Makeham, Weibull) to compute mortality rates.

Solve problems involving deferred and temporary survival probabilities.