A closed-form expression for the quantile function of the Gompertz-Makeham distribution
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. (C) 2009 Elsevier B.V. All rights reserved.
gompertz-makeham distribution lambert w function inverse transform method simulation