Document library
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- Author:
- Niel Daniels
- Source:
- Life Convention 2006
Practical experiences of using CMI models for projecting annuitant mortality (handout)
1 Practical experiences of using CMI models for projecting annuitant mortality Niel Daniels, XL Re Workshop A13 Agenda ? Brief history of mortality projections ? Aims when setting improvement basis ? Choice of model ? Use of the model - hints & ... read more >>
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- Author:
- Brett McWilliam; Kevin O'Regan
- Source:
- Life Convention 2006
Pandemic influenza. A timely example of what a mortality stress scenario might look like (handout)
1 A01: Pandemic Influenza A Timely Example of what a Mortality Stress Scenario Might Look Like Brett McWilliam & Kevin O’Regan, XL Re Ltd ? Pandemic Influenza Primer ? What Is Pandemic Influenza? ? What Would Happen? ? Current Avian Influenza ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- "00" series of mortality tables
AFC00 - Permanent Assurances, females, combined
AFC00 Permanent Assurances, females, combined - AFC00 two years select: values of q[x-t]+t Age x Duration 0 Duration 1 Durations ... read more >>
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- Author:
- Continuous Mortality Investigation
- Source:
- "00" series of mortality tables
PNMA00 - Pensioners, males, Normal, amounts
PNMA00 Life Office Pensioners, males, Normals, amounts - PNMA00 ultimate: values of qx Age x Durations ... read more >>
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- Author:
- Phillip Olivier; Andrew Smith
- Source:
- Mortality and longevity seminar, 28 June 2006
Olivier-Smith model (handouts)
1 Olivier-Smith Model Mortality and Longevity Seminar 28 June 2006 Andrew Smith, Deloitte Phillip Olivier, Deloitte Reinsurance Contract Insurer customers 100 policyholders One-off premium aged 65 Annual pension until death Expected payments ... read more >>
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- Author:
- Iain Currie
- Source:
- Mortality and longevity seminar, 28 June 2006
Smoothing and forecasting mortality rates with P-splines (handouts)
Smoothing and Forecasting Mortality Rates with P-splines Iain Currie Heriot Watt University London, June 2006 Data and problem • Data: CMI assured lives – Age: 20 to 90 – Year: 1947 to 2002 • Problem: forecast table to 2046 ... read more >>
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- Author:
- D Blake; A J G Cairns; K Dowd
- Source:
- Sessional meeting paper
Living with mortality: longevity bonds and other mortality-linked securities
This paper addresses the problem of longevity risk - the risk of uncertain aggregate mortality - and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how ... read more >>
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- Author:
- D Blake; A J G Cairns; K Dowd
- Source:
- Sessional meeting paper
Living with mortality: longevity bonds and other mortality-linked securities
This paper addresses the problem of longevity risk - the risk of uncertain aggregate mortality - and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how ... read more >>
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- Author:
- Tushar Chatterjee; Angus Macdonald; Catriona Macdonald; Edward Roche; Howard Waters
- Source:
- Faculty sessional meeting paper, 14 January 2008
The impact of mortality and lifestyle on mortality. Paper to be presented to the Faculty Sessional Meeting on 14 January 2008
Studying trends in mortality and morbidity has been at the core of traditional actuarial science since its beginnings. This paper summarises the research resulting from two initiatives by the profession designed to help actuaries and others gain a better ... read more >>