1. **Problem statement:** Prove the equation $$\frac{d}{dt} p_x(t) = -p_x(t) \mu_{x+t}$$ where $p_x(t)$ is the probability of survival from age $x$ to $x+t$ and $\mu_{x+t}$ is the force of mortality at age $x+t$.
2. **Recall definitions:**
- The survival function $p_x(t) = P(T_x > t) = S_x(t)$ where $T_x$ is the future lifetime of a person aged $x$.
- The force of mortality $\mu_{x+t} = -\frac{d}{dt} \ln p_x(t)$.
3. **Start with the definition of force of mortality:**
$$\mu_{x+t} = -\frac{d}{dt} \ln p_x(t) = -\frac{1}{p_x(t)} \frac{d}{dt} p_x(t)$$
4. **Rearrange to isolate $\frac{d}{dt} p_x(t)$:**
$$\frac{d}{dt} p_x(t) = -p_x(t) \mu_{x+t}$$
5. **Interpretation:** This shows the instantaneous rate of change of the survival probability is proportional to the negative of the survival probability times the force of mortality.
This completes the proof.
Proof Derivative Survival Ce98Fd
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