CMI Working Paper 100

CMI Working Paper 100 was published in June 2017. The working paper illustrates alternative methods of estimating population exposures at high ages, presents analysis of mortality at the oldest ages and describes a framework for setting mortality rates at high ages for portfolio graduations. This paper has been made publicly available.

A supplementary technical paper has been produced to sit alongside Working Paper 100 and provides further information about the population exposure modelling analysis.

Excel appendix

An excel appendix providing further results of analysis is available below. Please note that this file has been made available on the understanding that:

• although the CMI has made reasonable attempts to check the analysis, its accuracy cannot be guaranteed and the CMI accepts no liability for its use;
• any published comment or analysis should acknowledge the CMI as the source of the analysis.

This Excel appendix has been made available to provide users with the results of some additional testing, referenced in the supplementary technical paper.

Supplementary information

In October 2017, at the request of Subscribers, the working party issued a supplementary spreadsheet that illustrates the framework for extending graduated mortality rates to higher ages by applying the method to selected tables from the CMI’s “08” Series and “S2” Series. The calculations are described in accompanying notes that are publicly-available, however the spreadsheet is only available to Authorised Users.