Longevitas leading-edge software for modelling and analysing
Longevitas offers leading-edge software for modelling and analysing demographic risks, including mortality, longevity, critical illness, lapses and persistency...
Regulatory, competitive and margin pressure are driving industry demand for the best evidence-based approaches towards pricing, reserving and risk management. Read more about some current challenges and hot topics of concern to the industry, as we present our innovative approaches that can make a real difference to the bottom line.
The Solvency II regime seems to ask that longevity models take a short-term view of a long-term problem.
It seems obvious that wealthier people will have larger investments and pensions, so the use of benefit size as a proxy for social class is a well established practice.
But how well does this actually work, and is there a better way?
Lifestyle factors such as nutrition, obesity, smoking and fitness play a role in a large number of insurable risks...
Geodemographic profiling datasets such as Experian's Mosaic, CACI's Acorn and Eurodirect's Cameo have long been used to segment consumer populations for marketing purposes.
Understanding risk from past experience is a major part of the problem, but reserving for how risk might change in the future is another vital component.
Survival Modelling
If you have sufficient experience data for your portfolio and wish to analyse a broad range of risk factors, the Longevitas Modelling software will allow you to do this.
Projections Toolkit
If you need to make stochastic mortality projections or generate stress test for ICAs or Solvency II calculations, you need the Projections Toolkit.
mortalityrating.com
If you have little or no experience data, or need to quickly determine which percentage of a standard table should be used in valuing a pensioner portfolio, you should consider mortalityrating.com
Latest posts
When mathematicians were human
11 October 2026The book When Computers Were Human (Grier 2005) describes how a skilled craft was invented, evolved and grew and then was swept away by the first few generations of electronic computers.
Reading the (actuarial) runes
04 August 2026While researching my paper on the actuarial origins of survival models (Richards, 2026), I had cause to re-read Gompertz (1825).
Who Watches The Watchmen?
11 July 2026You know the old story. There is trouble in town. Big trouble. Everyone runs, but some, a select and special few, a legion of warriors, run towards danger to protect the rest of the community.
Latest news
New paper on the handling of COVID-19 in ARIMA mortality forecasts
30 June 2026The COVID-19 pandemic in 2020 caused potentially severe distortion in mortality models. In an earlier paper we looked at solutions for a wide variety of mortality models in common
New paper on the actuarial origins of survival models
10 June 2026Survival models are well suited to actuarial use for good reason - actuaries developed many of the early foundations! In a
For information about the company or our services contact us