Information Matrix

Filter

Posts feed
Publication date

Portfolio mortality tracking: USA v. UK

In Richards (2022) I proposed a simple real-time mortality tracker that can be implemented in a spreadsheet or R. The tracker is useful for exploratory analysis, spotting data-quality issues and communication with non-specialists. To recap, we require just three items of data:

Written by: Stephen RichardsTags: season, mortality shocks, Nelson-Aalen, OBNR, reporting delays