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Golden Brown

Increasing Longevity through transfusions of young blood seems potentially exploitative. Other substances, not so much...
Written by: Gavin RitchieTags: Filter information matrix by tag: microbiome, Filter information matrix by tag: immunotherapy

No calculation without representation

You are in charge of systems programming for an insurer writing disability insurance.  It is your job to write reporting modules to meet the needs of the actuaries, claims managers, accountants and so on.  Where to start?

The data would seem to be a good place.  I'll take it as read what kind of data the business will generate.  The question is how to represent it for efficient use in our programs - something we worry about so that the user doesn't have to.

Written by: Angus MacdonaldTags: Filter information matrix by tag: data representation, Filter information matrix by tag: sample paths, Filter information matrix by tag: counting process, Filter information matrix by tag: marked point processes

Testing Times (version 2.8.7)

We have the next release, version 2.8.7 of Longevitas and the Projections Toolkit up on the ramp. So what exactly is in there?
Written by: Jenny HalpinTags: Filter information matrix by tag: Testing

Unhiding the bodies

All governments like to divert attention from their mistakes.  However, this is tricky in an open democracy with a free press if those mistakes lead to tens of thousands of deaths.  In contrast, it is straightforward for an authoritarian regime to manipulate the death counts.  Nevertheless, it is hard to hide all the indirect consequences of excess deaths.  This allows resourceful researchers to uncover what even dictatorships would rather keep hidden.  In this blog we look at examples in China and Russia.

Written by: Stephen RichardsTags: Filter information matrix by tag: coronavirus

Testing Times

The first post in an occasional series that will look ahead to future releases based on what we currently have in testing.
Written by: Jenny HalpinTags: Filter information matrix by tag: Testing

Longevity capital requirements on the edge

in Kleinow & Richards (2016, Table 5) we noted a seeming conundrum: the best-fitting ARIMA model for the time index in a Lee-Carter model also produced much higher value-at-risk (VaR) capital requirements for longevity trend risk.  How could this be?

Written by: Stephen RichardsTags: Filter information matrix by tag: ARIMA, Filter information matrix by tag: characteristic equation, Filter information matrix by tag: unit root, Filter information matrix by tag: VaR

Shiny mortality tracker

The R programming language has steadily increased in importance for actuaries.  A marker for this importance is that knowledge of R is required for passing UK actuarial exams.  R has many benefits, but one thing that native R lacked was an easy user interface for creating apps for others to use.  Fortunately, this has changed with the release of libraries like Shiny, which we will demonstrate here in the context of an interactive mortality tracker.

Written by: Stephen RichardsTags: Filter information matrix by tag: technology

Robust mortality forecasting for 2D age-period models

The covid-19 pandemic caused mortality shocks in many countries, and these shocks severely impact the standard forecasting models used by actuaries.  I previously showed how to robustify time-series models with a univariate index (Lee-Carter, APC) and those with a multivariate index (Cairns-Blake-Dowd, Ta

Written by: Stephen RichardsTags: Filter information matrix by tag: outliers, Filter information matrix by tag: coronavirus, Filter information matrix by tag: forecasting, Filter information matrix by tag: mortality projections

Unpoking the bear

The human immune system is a powerful defender, using its arsenal of antibodies to identify and attack foreign pathogens. But such antibodies have a potential dark side: autoantibodies that begin to attack, not invading microbes, but healthy tissues.
Written by: Gavin RitchieTags: Filter information matrix by tag: immunotherapy

M is for Estimation

In earlier blogs I discussed two techniques for handling outliers in mortality forecasting models:

Written by: Stephen RichardsTags: Filter information matrix by tag: outliers, Filter information matrix by tag: robustness, Filter information matrix by tag: log-likelihood