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Reporting delays

When performing a mortality analysis, it is my practice to disregard the most recent six months or so of experience data. The reason is delays in the reporting and recording of deaths, i.e. occurred-but-not-reported (OBNR) to use the terminology of Lawless (1994). We use the term OBNR, rather than the more familiar term IBNR (incurred-but-not-reported); IBNR is associated with "cost-orientated" delay distributions of insurance claims (Jewell, 1989), whereas we are focused on just the delay itself.

Written by: Stephen RichardsTags: Filter information matrix by tag: OBNR, Filter information matrix by tag: IBNR, Filter information matrix by tag: right-truncation, Filter information matrix by tag: interval censoring

Visualising data-quality in time

In a recent blog I defined the Nelson-Aalen estimate with respect to calendar time, rather than with respect to age as is usual.
Written by: Stephen RichardsTags: Filter information matrix by tag: data validation, Filter information matrix by tag: missing data, Filter information matrix by tag: Nelson-Aalen

Visualising covid-19 in experience data

As 2020 edges to a close, life-office actuaries need to set mortality bases for year-end valuations. An obvious question is what impact the covid-19 pandemic has had on the mortality experience of their portfolio? One problem is that traditional actuarial analysis was often done on the basis of annual rates, whereas the initial covid-19 shock was delivered over a period of a couple of months in early 2020 in Europe.

Written by: Stephen RichardsTags: Filter information matrix by tag: mortality shocks, Filter information matrix by tag: coronavirus

Going negative

In the past I have occasionally written about the oddity that is a negative yield. At that time, very short-term yields on Swiss government debt were negative. Since then the negative-yield phenomenon has only spread further
Written by: Stephen RichardsTags: Filter information matrix by tag: annuities, Filter information matrix by tag: PRA

Continuous improvement

In a previous blog I demonstrated that there was a statistically significant relationship between pension size and mortality.  In a subsequent blog I looked at the improvements in model fit from treating pension size as a factor, but concluded that this was only a partial solution.  In practice actuaries would prefer to avoid the discretisation error that com

Written by: Stephen RichardsTags: Filter information matrix by tag: discretisation error, Filter information matrix by tag: transform function, Filter information matrix by tag: response function

Mortality patterns in time

The COVID-19 pandemic has created strong interest in mortality patterns in time, especially mortality shocks. Actuaries now have to consider the effect of such shocks in their portfolio data, and in this blog we consider a non-parametric method of doing this.

Written by: Stephen RichardsTags: Filter information matrix by tag: season, Filter information matrix by tag: mortality shocks, Filter information matrix by tag: Nelson-Aalen

Pension size as a factor

In a previous blog I showed that there was often a statistically significant link between pension size and mortality.  It is clearly necessary to account for such a link in an actuarial mortality model, not least because people with larger pensions account for a disproportionate share of portfolio risk.
Written by: Stephen RichardsTags: Filter information matrix by tag: discretisation error

Mortality and pension size

It will surprise nobody reading this blog that richer people tend to live longer.  This applies both between countries (countries with a higher per capita income tend to have higher life expectancies) and also within countries (people of higher socio-economic status tend to live longer than others, even when they all share the same comprehensive healthcare system).

Written by: Stephen RichardsTags: Filter information matrix by tag: A/E, Filter information matrix by tag: standard table

Turning the tables

Traditional actuarial mortality analysis was done by expressing a portfolio's mortality experience relative to a reference mortality table (a so-called A/E analysis).  In modern actuarial work the A/E analysis is supplemented (or even replaced) with a multi-factor statistical model; besides age and gender, common risk factors include pension size, geodemographic profile and early-retirement status.
Written by: Stephen RichardsTags: Filter information matrix by tag: A/E, Filter information matrix by tag: standard table

Modelling improvements in experience data - I

In the first of a pair of blogs we will look at how to allow for changes in mortality levels when calibrating models to experience analysis.  We start with time-varying extensions of traditional parametric models proposed by actuaries, beginning of course with the Gompertz (1825) model:

\[{\rm Gompertz}: \mu_{x,y} = e^{\alpha+\beta x + \delta(y-2000)}\qquad (1)\]

Written by: Stephen RichardsTags: Filter information matrix by tag: mortality improvements