Latest News

(Jan 24, 2022)
The Scandinavian Actuarial Journal today published an article on modelling mortality by continuous covariates, such as pension size.  The final published article can be viewed here (there is an earlier preprint here ). Mortality levels vary by benefit amount, and a common simplification is to create a handful of non-overlapping ... Read more
(Jan 13, 2022)
The British Actuarial Journal has just published an article on modelling mortality shocks, such as those caused by COVID-19. The final open-access article can be viewed here (there is an earlier preprint here ). The COVID-19 pandemic creates a challenge for actuaries analysing experience data that includes mortality shocks.  Any ... Read more
(Nov 19, 2021)
The British Actuarial Journal (BAJ) today published an article on mis-estimation risk viewed through the value-at-risk (VaR) framework for Solvency II.  The methodology described is used to set capital requirements for annuities and pensions business where there is uncertainty over the current level mortality.  The article is open-access and can ... Read more
(Oct 25, 2021)
The Institute and Faculty of Actuaries has awarded the 2021 Peter Clark Prize to "Modelling seasonal mortality with individual data" by Stephen J. Richards, Stefan J. Ramonat, Gregory T. Vesper and Torsten Kleinow.  The paper was published in the Scandinavian Actuarial Journal and showed how seasonal fluctuations in mortality were ... Read more
(Aug 29, 2021)
Date: August 28th, 2021 Longevitas Ltd is pleased to announce the production release of v2.8.4 of the Projections Toolkit .  This version contains powerful productivity and ease-of-use features including: Addition of the CBD M9 stochastic projection model. Support for EDS - Enhanced Dedicated Servers with 16, 32 and 64 thread ... Read more
(Aug 29, 2021)
Date: August 28th, 2021 Longevitas Ltd is pleased to announce the production release of v2.8.4 of its Longevitas risk-modelling software. This release adds powerful productivity and ease-of-use features, including: TimeSpline modelling within Hermite family allows tracking of mortality fluctuations and shocks such as COVID-19. Step size doubling to accelerate long-running ... Read more
(Mar 13, 2021)
Date: March 14th, 2021 Longevitas Ltd is pleased to announce the production release of v2.8.3 of its Longevitas risk-modelling software. This release adds powerful productivity and ease-of-use features, including: OBNR modelling within Hermite models as per Richards (2021). Multiple model initiation using a model specification list. Optional descriptive and user-defined ... Read more
(Mar 13, 2021)
Date: March 14th, 2021 Longevitas Ltd is pleased to announce the production release of v2.8.3 of the Projections Toolkit .  This version contains powerful productivity and ease-of-use features including: Improved Excel templates including support for larger record counts and dynamic attributes. Improved error and pulse file logging. Fixes and handling ... Read more

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