The Name of the Game

(Dec 26, 2015)

We have written frequently on the importance of deduplication for mortality modelling.  In a mortality- or longevity-related transaction, it is critical that the risk-taker performs deduplication when fitting a statistical model to experience data.  The reasons for this range from having a better picture of the total risk per person to ensuring the independence assumption in modelling and avoiding bias.

Despite this, it is not uncommon for the cedant in a reinsurance transaction to omit names or National Insurance numbers in the experience data, at least in the first round of bidding.  Sometimes this information is only provided when the final bid is accepted.  There are two facets to this:

  1. The cedant's

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Tags: deduplication, names, National Insurance numbers, proportion married

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