Approximating the survival probability in finite life-span population models

We consider the numerical approximation of the survival probability in the case of an unbounded mortality rate related to a finite life-span in age-structured population models. Our numerical approach is based on the approximation of the integral that characterizes this probability function by means of an appropriate quadrature rule. We demonstrate the convergence of this approximation assuming suitable conditions in relation with the unbounded mortality rate that will be reasonable in the real applications of this model. The numerical experiments carried out with typical mortality rates corroborate the interest of this method.