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Matrix repair

When fitting a statistical model we want two things as a minimum:

Written by: Stephen RichardsTags: Filter information matrix by tag: information matrix, Filter information matrix by tag: covariance matrix

Immune response

The resurgence of measles in Europe signals something of a confidence crisis in the area of vaccination, and not for the first time. Mass panics of this sort are not new, but the reach of modern hysteria is aided by technology.
Written by: Gavin RitchieTags: Filter information matrix by tag: longevity, Filter information matrix by tag: vaccination

One (more) time passcodes

Passwords seldom stand alone in modern applications, and for good reason. Perhaps they might be guessed or leak or otherwise be broken, so it is a bad idea to make them the only line of defence. This is why multi-factor authentication (MFA) is modern best practice.
Written by: Gavin RitchieTags: Filter information matrix by tag: technology

All about the base(line)

When we first developed a technique for putting longevity trend risk into a 1-in-200 framework consistent with Solvency II, we sought to accommodate model risk by supporting a wide range of stochastic projection models.
Written by: Gavin RitchieTags: Filter information matrix by tag: VaR, Filter information matrix by tag: smoothing, Filter information matrix by tag: mortality projections

Mortality convergence

In his blog on socio-economic differentials in England and Wales, Torsten Kleinow showed how mortality rates between sub-groups converge with age. And in his blog on ill-health retirements, Kai Kaufhold demonstrated how excess mortality relative to normal retirements reduces, then vanishes.
Written by: Stephen RichardsTags: Filter information matrix by tag: mortality convergence, Filter information matrix by tag: compensation law of mortality, Filter information matrix by tag: mortality plasticity

Auditing firewalls

In a recent blog I discussed the security improvements brought by changing our certification authority, but that isn't our only recent change.
Written by: Gavin RitchieTags: Filter information matrix by tag: technology, Filter information matrix by tag: defence in-depth

Fun and games with constraints

I'm a statistician so I worry about standard errors just as much as I worry about point estimates. My blog Up close and intimate with the APCI model looked at the effect of different constraints on parameter estimates in models of mortality. This blog looks at the effect of constraints on the standard errors of the parameter estimates.

Written by: Iain CurrieTags: Filter information matrix by tag: constraints, Filter information matrix by tag: identifiability

Resetting certificates

Web site certification supports the key exchange enabling secure encrypted communication between browser clients and server applications. This is why industry giant Google launched a campaign in 2014 that all web applications should use a browser-recognised certificate authority (CA) and offer encrypted access.
Written by: Gavin RitchieTags: Filter information matrix by tag: technology, Filter information matrix by tag: defence in-depth

Seasonal mortality and age

In two previous blogs (here and here) I looked at excess winter mortality.  A first glance at the charts shows that the elderly dominate the death counts.  However, the elderly also happen to provide the bulk of deaths at any time of year, so how can we be sure that they are more vulnerable to seasonal variation?
Written by: Stephen RichardsTags: Filter information matrix by tag: season, Filter information matrix by tag: winter

The Hermite model of mortality

In Richards (2012) I compared seventeen different parametric models for modelling the mortality of a portfolio of UK annuitants. The best-fitting model, i.e. the one with the lowest AIC, was the Makeham-Beard model:

\[\mu_x = \frac{e^\epsilon+e^{\alpha+\beta x}}{1+e^{\alpha+\rho+\beta x}}\qquad(1)\]

Written by: Stephen RichardsTags: Filter information matrix by tag: Hermite splines, Filter information matrix by tag: extrapolation