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Continuous Mortality Investigation

CMI Per-policy coding guide for mortality and critical illness investigations, version 1.6

CMI Per-policy coding guide for mortality and critical illness investigations, version 1.6 Mortality/Critical Illness Investigation Coding Guide v 1.6 January 2010 CMI 1 Continuous ... read more >>

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Author:
Peter Wright\; Nick Dexter

IASB Insurance Project - update note

The IASB’s Insurance Project has been making only slow progress since the publication of its Discussion Paper in May 2007. This is in part because the project is now a joint one with FASB, which has inevitably caused some backtracking from ... read more >>

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Continuous Mortality Investigation

CMI Working paper 42. CMI life office mortality experience 2003-2006

CMI Working paper 42.CMI life office mortality experience 2003-2006 Continuous Mortality Investigation Working Paper 42 CMI Life Office Mortality Experience 2003-2006 Contents Section Page 1 The Mortality of Holders of Permanent ... read more >>

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Continuous Mortality Investigation

'CMI_2009' sensitivity test results

Summary charts to illustrate parameter sensitivity tests for 'CMI_2009' Charts - % Medium Cohort 0.9407109932 1.0037907378 1.0681265905 1.1311112406 REFER TO COMMENTARY IN 0.9758650757 1.0155145111 1.057224933 1.0999164697 USER GUIDE FOR ... read more >>

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Continuous Mortality Investigation

CMI Mortality Projections Model, 'CMI_2009'

●·    via e-mail to: projections@cmib.org.uk For additional background information please refer to the following CMI Working Papers (available at: http://www.actuaries.org.uk/knowledge/cmi/cmi_wp) Notices CMI Mortality Projections ... read more >>

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Continuous Mortality Investigation

User guide for the CMI Mortality Projections Model ‘CMI_2009’

The structure of the model is based on the projection of annual rates of mortality improvement (ie, the pace of change in mortality rates). Specifically, the model assumes that "current" (ie, recently observed) rates of change blend over time into a ... read more >>

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Author:
Dimitrina S Dimitrova; Steven Haberman; Vladimir K Kaishev

Dependent competing risks: cause elimination and its impact on survival

The dependent competing risks model of human mortality is considered, assuming that the dependence between lifetimes is modelled by a multivariate copula function. The effect on overall survival of removing one or more causes of death is explored under two ... read more >>

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Continuous Mortality Investigation

CMI Working paper 41. CMI Mortality Projections Model - feedback on consultation and issue of ‘CMI_2009’

The CMI published a prototype mortality projections model (CPM v0.0) in June 2009 for consultation. The prototype model was accompanied by its user guide and two CMI working papers: Working paper 38 provided an overview of the model and set out specific ... read more >>

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Continuous Mortality Investigation

CMI Working paper 40. Changes to the coding guide for CMI per-policy data

CMI Working paper 40. Changes to the coding guide for CMI per-policy data 1 Continuous Mortality Investigation Working Paper 40 Changes to the Coding Guide for CMI ‘Per Policy’ data Contents Section Page 1 Introduction 2 ... read more >>

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Continuous Mortality Investigation

CMI tables program (STP) for Windows. Manual, version 3.3.1

CMI tables program (STP) for Windows. Manual, version 3.3.1 Ch e a p s i d e H o u s e , 1 3 8 C h e a p s i d e , L o n d o n EC 2V 6BW Te l : 0 2 0 7 7 7 6 3 8 2 0 Fa x : 0 2 0 7 7 7 6 3 8 1 0 www. cm i ... read more >>

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Continuous Mortality Investigation

CMI Working paper 39. A prototype mortality projections model: Part two - detailed analysis

                    Page 1 of 76 Continuous Mortality Investigation Working Paper 39 A Prototype Mortality Projections Model: Part Two – Detailed Analysis It remains the ... read more >>

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Continuous Mortality Investigation

CMI Per-policy coding guide for mortality and critical illness investigations, version 1.5

CMI Per-policy coding guide for mortality and critical illness investigations, version 1.5 Mortality/Critical Illness Investigation Coding Guide v 1.5 July 2009 CMI 1 Continuous ... read more >>

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Continuous Mortality Investigation

CMI Income protection investigation coding guide, version 3.0

CMI Income protection investigation coding guide, version 3.0 Version 3.0 July 2009 1 Continuous Mortality Investigation Income Protection Investigation Coding Guide Version 3.0 July 2009 Version Date ... read more >>

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Continuous Mortality Investigation

CMI Self-administered pension scheme mortality investigation coding guide, version 2.3

CMI Self-administered pension scheme mortality investigation coding guide, version 2.3 Ch e a p s i d e H o u s e , 1 3 8 C h e a p s i d e , L o n d o n EC 2V 6BW Te l : 0 2 0 7 7 7 6 3 8 2 0 Fa x : 0 2 0 7 7 7 6 3 8 1 0 ... read more >>

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Continuous Mortality Investigation

CMI data by age and gender: life assurance and annuities

When underwriting insurance policies, insurance companies base their premiums on a wide variety of factors that may affect the claims cost they observe among their customers. One factor is gender. 1 CMI data by age and gender: Life assurance and ... read more >>

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Continuous Mortality Investigation

CMI Working paper 38. A prototype mortality projections model: Part one - an outline of the proposed approach

The Continuous Mortality Investigation (CMI) has become concerned about the continuing widespread use of the „interim cohort‟ mortality projections. These projections do not take account of experience data published after 1999 and – as a result – have ... read more >>

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Author:
Richard Care; Richard Budden; Matthew Cocke; David Ford; Ian Harley; John Heenan; David Hobbs; Anthony Lee; Mark McCarthy; Sanjeev Pujari; Dominic Veney; Nick Watkins

Report from the Actuarial Processes and Controls Best Practice Working Party - Life insurance

The topic of controls has been a regular area of debate in recent times. This report aims to discuss this topic within the context of life insurance actuarial work. However the principles can equally apply to other areas of actuarial work. Final ... read more >>

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Author:
Sanjay Joshi
Source:
Open Forum: FASS Current Topics meeting. 6 April 2009

Current topics. Life insurance

Current Topics provides qualified actuaries and actuarial students in Scotland with a summary of the major issues affecting the profession in the last year. 1 Faculty of Actuaries Students’ Society Current topics 2008-2009 Life ... read more >>

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Continuous Mortality Investigation

CMI Working paper 37. Version 1.1 of the CMI library of mortality projections

Version 1.1 of the library contains 15 additional projections. These have been generated using three models – P-Spline age-period, P-Spline age-cohort and Lee Carter – applied to five new datasets: ONS data to 2006 and to 2007 for both males and females, ... read more >>

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Continuous Mortality Investigation

User guide to version 1.1 of the CMI library of mortality projections

Version 1.1 of the library was released in March 2009 containing 15 additional projections; these have been generated using three models – P-Spline age-period, P-Spline age-cohort and Lee Carter – applied to five new datasets: ONS data to 2006 and to 2007 ... read more >>