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Measuring obesity

Obesity is a public-health concern throughout the developed world, since it is linked to a variety of chronic conditions such as diabetes.
Written by: Stephen RichardsTags: Filter information matrix by tag: obesity, Filter information matrix by tag: BMI, Filter information matrix by tag: concentration risk, Filter information matrix by tag: basis risk

Basis risk in mortality projections

In a recent paper Stephen Richards and I discuss the effect of model choice on mortality forecasts. Our approach is quite low key: we look at just three models, all members of the Lee-Carter family. Nevertheless, our findings are quite dramatic: even within this very small family the differences in the forecasts really matter financially. So model choice matters.

Written by: Iain CurrieTags: Filter information matrix by tag: basis risk, Filter information matrix by tag: mortality projections