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What — and when — is a 1:200 event?

The concept of a "one in two hundred" (1:200) event over a one-year time horizon is well established as a reserving standard for insurance in several territories: the ICA in the United Kingdom, the SST in Switzerland and the forthcoming Solvency II standard for the entire European Union.

12 November 2015 Written by: Stephen RichardsTags: Spanish influenza pandemic, mortality shocks, longevity shocks, Solvency II, ICA, SST, VaR, value-at-risk

The weaker sex

Last year Iain wrote about a smooth model to identify mortality shocks, using Swedish population data to illustrate the impact of the 1918 influenza pandemic.

13 July 2010 Written by: Stephen RichardsTags: Spanish influenza pandemic, mortality shocks, Solvency II

Mortality shocks

Mortality, and in particular rapidly improving mortality, has shot up the actuarial agenda in recent years. Actuaries have been caught by surprise not so much by the improvement (which has been happening steadily for over a hundred years now) but by the acceleration in the improvement.

30 January 2009 Written by: Iain CurrieTags: Spanish influenza pandemic, influenza

Influenza and coronary heart disease

Every good statistician knows that correlation does not imply causation. Just because two things appear linked does not mean they are. However, with historical data we often don't have the luxury of carrying out controlled, scientific experiments to see if A really does cause B.

31 August 2008 Written by: Stephen RichardsTags: influenza, CHD, mortality projections, Spanish influenza pandemic, ICA, stress test, cause of death