Longevitas leading-edge software for modelling and analysing
Longevitas offers leading-edge software for modelling and analysing demographic risks, including mortality, longevity, critical illness, lapses and persistency...
Regulatory, competitive and margin pressure are driving industry demand for the best evidence-based approaches towards pricing, reserving and risk management. Read more about some current challenges and hot topics of concern to the industry, as we present our innovative approaches that can make a real difference to the bottom line.
The Solvency II regime seems to ask that longevity models take a short-term view of a long-term problem.
It seems obvious that wealthier people will have larger investments and pensions, so the use of benefit size as a proxy for social class is a well established practice.
But how well does this actually work, and is there a better way?
Lifestyle factors such as nutrition, obesity, smoking and fitness play a role in a large number of insurable risks...
Geodemographic profiling datasets such as Experian's Mosaic, CACI's Acorn and Eurodirect's Cameo have long been used to segment consumer populations for marketing purposes.
Understanding risk from past experience is a major part of the problem, but reserving for how risk might change in the future is another vital component.
Survival Modelling
If you have sufficient experience data for your portfolio and wish to analyse a broad range of risk factors, the Longevitas Modelling software will allow you to do this.
Projections Toolkit
If you need to make stochastic mortality projections or generate stress test for ICAs or Solvency II calculations, you need the Projections Toolkit.
mortalityrating.com
If you have little or no experience data, or need to quickly determine which percentage of a standard table should be used in valuing a pensioner portfolio, you should consider mortalityrating.com
Latest posts
Mortality forecasting in a post-COVID world
15 September 2023Last week I presented at the Longevity 18 conference. My topic was on robustifying stochastic mortality models when the calibrating data contain outliers, such as caused by the COVID-19 pandemic. A copy of the presentation can be downloade
Golden Brown
29 August 2023Increasing Longevity through transfusions of young blood seems potentially exploitative. Other substances, not so much...
Latest news
Sessional meeting on robust mortality forecasting
04 September 2023Version 2.8.7 of the Projections Toolkit
12 August 20232.8.7 update
- A new resource area Training tab including datasets and exercises.
- Availability of 2D Period shocks model as per Kirkby & Currie (2010).
- Availability of a CBD M9 model with smoothing on main age term.
- New p
Version 2.8.7 of Longevitas
12 August 20232.8.7 Update
- A new resource area Training tab including datasets and exercises.
- Additional exclusion values for modelling specification.
- Additional liability and valuation outputs.
- License configurable SAML-based single-sig
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