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All change!

I have blogged previously about the risks in reinventing software that has already been built.  As usual, I declare my complete and utter lack of independence in the opening paragraph - I run a business providing software services to actuaries.  And while this blog might be self-interested(!), that doesn't make the point here any less true.

Written by: Stephen RichardsTags: Filter information matrix by tag: software, Filter information matrix by tag: robustness

M is for Estimation

In earlier blogs I discussed two techniques for handling outliers in mortality forecasting models:

Written by: Stephen RichardsTags: Filter information matrix by tag: outliers, Filter information matrix by tag: robustness, Filter information matrix by tag: log-likelihood

Steady as she goes

If you'll forgive the nautical metaphor, forecasting longevity over the past few decades has proven to be anything but plain sailing. Those plotting a course with unshakable certainty have usually ended up storm-tossed and floating in a barrel.
Written by: Gavin RitchieTags: Filter information matrix by tag: mortality projections, Filter information matrix by tag: Solvency II, Filter information matrix by tag: robustness