Information Matrix
Filter
Posts feedA chill wind
In a previous blogs I have looked at seasonal fluctuations in mortality, usually with lower mortality in summer and higher mortality in winter. The subject of excess winter deaths is back in the news, as the UK experienced heavy mortality in the winter of 2014/15, as demonstrated in Figure 1.
What — and when — is a 1:200 event?
Vampiric victories
Reviewing forecasts
When making projections and forecasts, it can be instructive to compare them with what actually happened. In December 2002 the CMI published projections of mortality improvements that incorporated the so-called "cohort effect" (CMIB, 2002). These projections were in use by life offices and pension schemes in the United Kingdom from 2003 onwards.
Jeanne Calment's secret?
Back to the future with Whittaker smoothing
A shaky foundation?
Forecasting with penalty functions - Part III
This is the last of my three blogs on forecasting with penalties. I discussed the 1-d case in the first blog and the 2-d case in the second. Here we discuss some of the properties of 2-d forecasting. Some readers may find some of my remarks surprising, even paradoxical.