# Information Matrix

## Filter Information matrix

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### All about the base(line)

**Written by:**Gavin Ritchie

**Tags:**Filter information matrix by tag: VaR, Filter information matrix by tag: smoothing, Filter information matrix by tag: mortality projections

### Signal or noise?

Each year since 2009 the CMI in the UK has released a spreadsheet tool for actuaries to use for mortality projections. I have written about this tool a number of times, including how one might go about setting the long-term rate. The CMI now wants to change how the spreadsheet is calibrated and has proposed the following model in CMI (2016a):

\[\log m_{x,y} = \alpha_x + \beta_x(y-\bar y) + \kappa_y + \gamma_{y-x}\qquad (1)\]

**Written by:**Stephen Richards

**Tags:**Filter information matrix by tag: CMI, Filter information matrix by tag: APCI, Filter information matrix by tag: APC, Filter information matrix by tag: Lee-Carter, Filter information matrix by tag: Age-Period, Filter information matrix by tag: smoothing

### Graduation

**Written by:**Stephen Richards

**Tags:**Filter information matrix by tag: graduation, Filter information matrix by tag: extrapolation by age, Filter information matrix by tag: smoothing, Filter information matrix by tag: splines

### Canonical correlation

At our seminar earlier this year I looked at the validity of assumptions underpinning some stochastic projection models for mortality. I looked at the assumption of parameter independence in forecasting, and examined whether this assumption was borne out by the data. It transpires that the assumption of independence is a workable assumption for some models, but not for others. This has important consequences in a Solvency II context — an internal model must be shown to have assumptions grounded in fact.

**Written by:**Iain Currie

**Tags:**Filter information matrix by tag: VaR, Filter information matrix by tag: smoothing, Filter information matrix by tag: mortality projections