Version 2.6.6 of mortalityrating.com

Publication Date:

Longevitas Ltd is pleased to announce the production release of v2.6.6 of its portfolio-rating software, mortalityrating.com. The 2.6.6 release adds platform features including:

2.6.6 Release

  • Rating, simulate and equate operations may now use yield curves as an alternative to fixed interest rates.
  • Basis-equating operations have a new PDF report, as well as a new parameter to control the starting values for the equivalent-annuity calculation.
  • Enhanced PDF reports throughout including hotlinked tables of contents.
  • Large-print technical guides for use on smaller devices such as e-Readers, smartphones and tablets.
  • Additional file sharing controls including an additional restricted sharing mode
  • A new quantile report for analysing the results of portofolio run-off simulations.
  • Assessing hedging assets for accounts integrating the Projections Toolkit. Run-off simulations can now assess the effectiveness of various types of hedging asset. User defined payoff expressions can also be entered to help assess bespoke hedging assets.
  • Enhanced Excel templates in a variety of areas.
  • Additional authentication settings to increase control on a per-license basis
2.6.3 Release
  • Equivalent-annuity calculations for a given portfolio.
  • Mass calculation of annuity factors and life expectancies, including Excel® spreadsheets to integrate with your own tools.
  • Inclusion of a new mortalityrating.com Technical Guide explaining internals and theoretical underpinning for the system calculations.
  • Improved integration features for clients with access to Projections Toolkit.
  • Operation completion and password hint notifications now available by SMS in addition to — or instead of — e-mail.
  • Additional extended authentication settings including multiple fixed IP addresses and net masks.
  • Two-factor authentication incorporating SMS passcode and fixed IP options
  • Validation and test facility for SMS numbers
  • Notifications at individual, organisation and server wide level
2.5.7 Release
  • TAS-D, TAS-R and TAS-M information built in to every rating report
  • Integration with version 1.4 of the Projections Toolkit, including user-created stochastic projection bases
  • Extensions to simulations including support for Toolkit projections, sample paths and bespoke valuation bases
2.4.2 Release
  • Geographic heatmap analysis by lives and amount
  • Inclusion of a variety of SAPS tables
  • User-selected projection basis for mortality improvements
  • Extended file format to support per member escalation and spouse details
  • Flexible generation of presumed spouses and setting of the proportion-married assumption
  • Enhanced rating model incorporating lifestyle, pension size and ill-health early retirements

mortalityrating.com is used by insurers, investment banks, reinsurers and consulting actuaries to assist in choosing a mortality basis for existing schemes.

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