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The Mystery of the Non-fatal Deaths

In the course of a recent investigation, with my colleagues Dr Oytun Haçarız and Professor Torsten Kleinow, a key parameter was the mortality rate of persons suffering from Hypertrophic Cardiomyopathy (HCM), an inherited heart disorder characterized by thickening of the left ventricular muscle wall.  It is quite rare, so precision is not to be expected, and indeed an annual mortality rate of 1% \((q_x=0.01)\), independent of age \(x\), is widely cited.  It has foun

Written by: Angus MacdonaldTags: Filter information matrix by tag: data quality, Filter information matrix by tag: data validation

'Twas the Night Before Christmas

The title of this blog is the opening of A Visit from St. Nicholas, a famous poem of disputed authorship.  One of the possible authors was Henry Livingston Jr, who had a habit of signing his other poems with a simple "R".  A Visit From St.

Written by: Stephen RichardsTags: Filter information matrix by tag: centenarians, Filter information matrix by tag: data validation

Visualising data-quality in time

In a recent blog I defined the Nelson-Aalen estimate with respect to calendar time, rather than with respect to age as is usual.
Written by: Stephen RichardsTags: Filter information matrix by tag: data validation, Filter information matrix by tag: missing data, Filter information matrix by tag: Nelson-Aalen

Spotting quality issues with limited data

In an earlier posting I showed how to use the Kaplan-Meier function to identify subtle data problems.  However, what can you do when you don't have the detailed information to build a full survival curve?
Written by: Stephen RichardsTags: Filter information matrix by tag: data validation, Filter information matrix by tag: survival rates, Filter information matrix by tag: standard table

Spotting hidden data-quality issues

The growing market for longevity risk-transfer means that takers of the risk are keenly interested in the mortality characteristics of the portfolio concerned. The first thing requested by the risk-taker is therefore detailed data on the portfolio's recent mortality experience.  This is ideally data extracted on a policy-by-policy basis.
Written by: Stephen RichardsTags: Filter information matrix by tag: data validation, Filter information matrix by tag: Kaplan-Meier

Special assignment

We talked previously about the use of user-defined validation rules to clean up specific data artefacts you sometimes find in portfolio data. One question came up recently about modelling bespoke benefit bands, and this can also benefit from user-defined rules.
Written by: Gavin RitchieTags: Filter information matrix by tag: technology, Filter information matrix by tag: data validation, Filter information matrix by tag: deduplication

Business benefits of statistical models

In a recent meeting I was asked by a reinsurer what the advantages were of using statistical models in his business. The reinsurer knew about the greater analytical power of survival models, but he wanted more.
Written by: Stephen RichardsTags: Filter information matrix by tag: data validation, Filter information matrix by tag: residual, Filter information matrix by tag: survival models

Rewriting the rulebook

It is an unfortunate fact of life that through time every portfolio will acquire data artefacts that make risk analysis trickier. Policyholder duplication is one example of this and archival of claims breaking the time-series is another.
Written by: Gavin RitchieTags: Filter information matrix by tag: technology, Filter information matrix by tag: data validation