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Mortality crossover

In a previous blog I discussed the importance of mortality convergence to actuaries, i.e. how mortality differentials narrow with age and how this interacts with discounting of cashflows.
Written by: Stephen RichardsTags: mortality convergence, crossover

Mortality convergence

In his blog on socio-economic differentials in England and Wales, Torsten Kleinow showed how mortality rates between sub-groups converge with age. And in his blog on ill-health retirements, Kai Kaufhold demonstrated how excess mortality relative to normal retirements reduces, then vanishes.
Written by: Stephen RichardsTags: mortality convergence, compensation law of mortality, mortality plasticity

Socio-economic differentials: convergence and divergence

Many western countries, including the UK, have recently experienced a slowdown in mortality improvements.  This might lead to the conclusion that the age of increasing life expectancies is over.  But is that the case for everyone? 
Written by: Torsten KleinowTags: mortality convergence, mortality improvements, concentration risk, basis risk

Mind the gap!

Recognising and quantifying mortality differentials is what experience analysis is all about. Whether you calculate traditional A/E ratios, graduate raw rates by formula (Forfar et al. 1988), or fit a statistical model (Richards 2012), the aim is always to find risk factors influencing the level of mortality.

Written by: Kai KaufholdTags: mortality convergence, survival models