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
Nature versus Nurture
02 July 2025Binary oppositions come easily to the human mind. Good and evil. Joy and sadness. Chalk and cheese. But, attracted as we are to neat categories, one question is whether these clean absolutes always exist in reality?
200 years of Gompertz
16 June 2025Today is the 200th anniversary of Benjamin Gompertz's reading of his famous paper before the Royal Society of London.
The Doctrine of Probabilities
06 June 2025I rediscovered my Faculty of Actuaries diploma recently, having misplaced it in a house move some years ago. It testifies to my knowledge of ‘the doctrine of probabilities’, which is nice.
Latest news
Sessional meeting on contemporary mortality models - practice and principles
29 January 2025The Institute and Faculty of Actuaries (IFoA) is hosting a meeting on contemporary mortality modelling on 11th March 2025. Booking details can be found
Seminar on contemporary mortality modelling at Heriot-Watt University
07 August 2024On 29th August 2024 Professor Angus S. Macdonald and Dr. Stephen J. Richards will give a joint seminar on contemporary mortality modelling, in principle and in practice. Attendance is free and pre-registration is not required.
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