Latest News

(Jul 22, 2019)
The Scandinavian Actuarial Journal has published our latest research paper on post-retirement mortality differentials .  Our new model allows highly parsimonious modelling of risk factors with automatic convergence by age, but without rates crossing over at advanced ages.  The model also permits selection effects and age-varying time trend to be ... Read more
(Jul 8, 2019)
Date: July 8th, 2018 Longevitas Ltd is pleased to announce the production release of v2.8 of its Longevitas risk-modelling software. This release adds powerful productivity and ease-of-use features, including: The Hermite mortality law in Richards (2019) is a new model that allows greater flexibility at lower ages and continuous-time modelling ... Read more
(Jul 8, 2019)
Date: July 8th, 2018 Longevitas Ltd is pleased to announce the production release of v2.8 of the Projections Toolkit .  This version contains powerful productivity and ease-of-use features including: Users can now choose liability types other than immediate annuities including deferred annuities and various assurances. Baseline-driven smoothing within VaR inherits ... Read more
(Mar 28, 2019)
The APCI model underlies the CMI's calibration of a projection spreadsheet that is in widespread use throughout the UK life & pensions industry.  The CMI's spreadsheet is a deterministic targetting model , while our paper shows how it can be implemented as a fully stochastic model for Solvency II and ... Read more
(May 19, 2018)
Date: May 19th, 2018 Longevitas Ltd is pleased to announce the production release of v2.7.9 of the Projections Toolkit .  This version contains powerful productivity and ease-of-use features including: Extension of Value at Risk (VaR) to support multi-year time horizons. The ability to create animations of projection curves in both ... Read more
(May 19, 2018)
Date: May 19th, 2018 Longevitas Ltd is pleased to announce the production release of v2.7.9 of its Longevitas risk-modelling software. This release adds powerful productivity and ease-of-use features, including: Configuration sets: providing the ability to download (view) operation configuration and upload(set) those settings en-masse. GDPR: Standalone postal heatmap generation to ... Read more
(May 4, 2018)
Cambridge University Press has published a new book on mortality modelling by Professor Angus S. Macdonald , Dr. Stephen J. Richards and Dr. Iain D. Currie .  The book covers aspects of parametric modelling for actuaries working in pensions, life insurance and reinsurance.  The book shows how to fit models ... Read more
(Mar 21, 2018)
Date: 21 Mar 2018 Longevitas Ltd is pleased to announce the production release of v2.7.8 of its portfolio-rating software, mortalityrating.com . The 2.7.8 release adds platform features including: Download, upload and reload of Configuration Set files to automatically apply configuration matching that used by a previous operation. GDPR: New rating ... Read more

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