Programme objectives
- identification and quantification of the key factors affecting mortality/longevity such as lifestyle choices, medical conditions and/or interventions
- modelling of temporal changes in the factors affecting morbidity and mortality
- evaluation of plausible scenarios in mortality trends due to particular medical advances or lifestyle changes on the population of insureds of relevance to actuarial community
- tools to forecast longevity risk of a book based on realistic scenarios of uptake of various health behaviours and/or interventions, or of particular disruptions to population health.
Research outputs
Life expectancy calculator
Publications
- BJOG: An International Journal of Obstetrics and Gynaecology The effect of hormone replacement therapy on the survival of UK women: a retrospective cohort study 1984−2017. Nov 2021
- Family Medicine and Community Health Journal Do statins reduce mortality in older people? Findings from longitudinal study using primary care records, May 2021. Blog June 2021
- Insurance Mathematics and Economics Calculation of changes in individual and period life expectancy based on proportional hazards model of an intervention, Nov 2020
- The Actuary A Fine Scale, May 2020
- Journal of Hypertension Optimal systolic blood pressure targets in routine clinical care, Apr 2019
- The Actuary Statins: figures on the pulse, Aug 2018
- BMJ Survival prospects after acute myocardial infarction in the United Kingdom: a matched cohort study 1987-2011, Jan 2017
- Longevity Bulletin Use of big health and actuarial data for understanding longevity and morbidity risk, Dec 2016
- PLOS ONE Survival benefits of statins for primary prevention: a cohort study, Nov 2016
Presentations
- ARC Webinar Series 2021 - Use of Primary Health Care Records Data in Actuarial Research, 9 March 2021
The research team discussed their findings on the longevity of people with major long term medical conditions such as diabetes, transient ischaemic attack and stroke and assessed the effects of key treatments such as hormone replacement therapy. A demonstration was given of the mylongevity.org and a shiny app for life expectancy with diabetes.A recording of the webinar is available on YouTube and has been posted on the online learning webpages, together with the presentations.
- ARC Technical Workshop Beyond Proportional Hazards, Staple Inn Hall, Oct 2019
- ARC Sessional How Medical Advances and Health Interventions Will Shape Future Longevity, Mar 2019
- ARC Webinar Series 2018 Use of Big Health and Actuarial Data for understanding longevity and morbidity risk, Sept 2018
- ARC Sessional How medical advances and health interventions will shape future longevity, June 2018
- ARC Webinar Series 2017 Use of Big Health and Actuarial Data for understanding Longevity and Morbidity, June 2017
Contact Details
If you want more information about our research programmes please contact the IFoA Actuarial Research Centre:
Filter or search events
Events calendar
-
The Growth Mindset for Actuaries
13 October 2021 - 8 December 2021This practical course is aimed at actuaries at any stage of their career who want to develop their own growth mindset and apply it to their work setting and personal or professional lifelong learning. The content of the course builds on the lecture given by Dr Helen Wright on Growth Mindset as part of the President’s 2021 Lecture series, and will be delivered over a period of 2 months, from mid-October to early December.
-
Actuaries need to take action now - but how? With a focus on climate change, this session will provide informed insight to enable you to improve your knowledge and understanding of the issues involved, demonstrate how it will impact advice to your clients, and highlight prospective opportunities for actuaries within pensions and wider fields. -
A joint webinar from the CMI Mortality Projections and SAPS committees that will cover: recent mortality experience in the SAPS dataset and the general population; the CMI Model benchmarking survey; the MPC 2021 interim update paper; plans for CMI_2021; and initial thoughts on possible "S4" Series pensioner mortality tables.
The webinar will be presented by Cobus Daneel (Chair of Mortality Projections Committee) and Matthew Fletcher (Chair of SAPS Committee).
-
Pensions Winter Forum: Pension Scams
8 December 2021
Pension scams have become more prevalent as a result of the pandemic, and Trustees have increased responsibilities to protect members, which means that actuaries need to be in a position to provide advice in this area. Our specialist panel will include a professional trustee, an IFA and head administrator, two of whom are members of PASA. -
Sessional Meeting: Allowing for shocks in portfolio mortality models
15 December 2021The Covid-19 pandemic creates a challenge for actuaries analysing experience data that includes mortality shocks. To address this we present a methodology for modelling portfolio mortality data that offers local flexibility in the time dimension. The approach permits the identification of seasonal variation, mortality shocks, and late-reported deaths. The methodology also allows actuaries to measure portfolio-specific mortality improvements. Results are given for a mature annuity portfolio in the UK
-
The Brian Hey Prize 2021 - LocalGLMnet: interpretable deep learning for tabular data
15 December 2021In this webinar, the authors of the 2021 Brian Hey prize winning paper present a new deep learning model called the LocalGLMnet. While deep learning models lead to very competitive regression models, often outperforming classical statistical models such as generalized linear models, the disadvantage is that deep learning solutions are difficult to interpret and explain, and variable selection is not easily possible.
-
The dominant underwriting approach is a mix between rule-based engines and traditional underwriting. Applications are first assessed by automated rule-based engines which typically are capable of processing only simple applications. The remaining applications are reviewed by underwriters or referred to the reinsurers. This research aims to construct predictive machine learning models for complicated applications that cannot be processed by rule-based engines.
-
Pensions Winter Forum: How to win the pensions endgame
19 January 2022
With the Pension Schemes Act 2021 requiring a long term strategy from Trustees and sponsors, choosing a pensions endgame strategy has become even more critical. However, it is important that the endgame options available are adequately assessed before choosing one. With an ever-increasing array of creative and innovative options available, this decision may not be straightforward.
Actuaries need to take action now - but how? With a focus on climate change, this session will provide informed insight to enable you to improve your knowledge and understanding of the issues involved, demonstrate how it will impact advice to your clients, and highlight prospective opportunities for actuaries within pensions and wider fields.
Pension scams have become more prevalent as a result of the pandemic, and Trustees have increased responsibilities to protect members, which means that actuaries need to be in a position to provide advice in this area. Our specialist panel will include a professional trustee, an IFA and head administrator, two of whom are members of PASA.
With the Pension Schemes Act 2021 requiring a long term strategy from Trustees and sponsors, choosing a pensions endgame strategy has become even more critical. However, it is important that the endgame options available are adequately assessed before choosing one. With an ever-increasing array of creative and innovative options available, this decision may not be straightforward.