Last Survivor Probability Calculator

Calculate the probability that at least one of two independent lives survives the given number of years.

Description

Calculate the probability that at least one of two independent lives survives the given number of years.

Last Survivor Probability Calculator provides a focused, reproducible calculation with explicit inputs and a deterministic result. Calculate the probability that at least one of two independent lives survives the given number of years.

Use to calculate the probability that at least one of two independent lives survives a selected horizon.

When to use Last Survivor Probability Calculator

Use to calculate the probability that at least one of two independent lives survives a selected horizon.1

How the calculation works

Calculate the probability that at least one of two independent lives survives the given number of years.

P(at least one survives t) = 1 − (1−p₁^t)(1−p₂^t) 1

Inputs and interpretation

Keep every input on the same valuation, timing, unit, and assumption basis. Interpret the output at the precision supported by those inputs rather than treating extra decimal places as additional certainty.

Assumptions and limitations

The inclusion-exclusion result relies on independent lives and constant annual mortality.

References

  1. Supplementary Notes for Actuarial Mathematics for Life Contingent Risks — Society of Actuaries

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