Longevitas input format

Gavin previously described the sort of data required for analysing a portfolio's mortality experience, such as with our flagship Longevitas service.  However, we have found that even those who do not use Longevitas themselves often need to create files for partners who do.  We have therefore made available on the right an Excel spreadsheet describing how to create input files for uploading into Longevitas.

Written by: Helena Buckmayer
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Haircut or hedge-trim?

Richard Willet's observation last year on the restatement of population estimates was picked up again recently by the BBC. Amongst the implications of the missing nonagenarians are some potentially interesting consequences for index-based longevity hedges.
Tags: Filter information matrix by tag: ONS, Filter information matrix by tag: longevity hedge, Filter information matrix by tag: basis risk, Filter information matrix by tag: S-forward

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