New paper on real-time mortality tracking

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The Annals of Actuarial Science has just published an article on the real-time tracking of mortality in the presence of shocks, such as those caused by COVID-19.

New methodology for modelling mortality by amounts

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The Scandinavian Actuarial Journal today published an article on modelling mortality by continuous covariates, such as pension size.

New paper on modelling mortality shocks

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The British Actuarial Journal has just published an article on modelling mortality shocks, such as those caused by COVID-19.

Version 2.8.4 of Longevitas

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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:

Spotting hidden data-quality issues

The growing market for longevity risk-transfer means that takers of the risk are keenly interested in the mortality characteristics of the portfolio concerned. The first thing requested by the risk-taker is therefore detailed data on the portfolio's recent mortality experience. This is ideally data extracted on a policy-by-policy basis.

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New paper on survival models

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The Scandinavian Actuarial Journal has just published a new paper surveying sixteen survival models and their suitability for modelling post-retirement mortality.

Longevitas tools and the bulk-annuity market

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Aon recently published the results of a survey of the bulk-annuity market in the UK. Longevitas Ltd is pleased to add that four of the eleven companies listed use the leading-edge Longevitas survival-modelling software.

Improving annuity pricing with postcodes

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Longevitas Ltd has published a timely article in Life and Pensions magazine explores how to use UK postcodes to rate people for longevity risk.

Longevitas 2.4 Launched

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Longevitas Ltd is pleased to announce the production release of v2.4 of its risk-modelling software.

Longevitas 2.3 Launched

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Longevitas Ltd is pleased to announce the production release of v2.3 of its risk-modelling software.

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