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Parameterising the CMI projection spreadsheet

The CMI is the part of the UK actuarial profession which collates mortality data from UK life offices and pension consultants. Amongst its many outputs is an Excel spreadsheet used for setting deterministic mortality forecasts. This spreadsheet is in widespread use throughout the UK at the time of writing, not least for the published reserves for most insurers and pension schemes.

Written by: Stephen RichardsTags: Filter information matrix by tag: CMI, Filter information matrix by tag: expert judgement, Filter information matrix by tag: Lee-Carter, Filter information matrix by tag: drift model