Version 2.7.4 of mortalityrating.com

Publication Date:
Services: Mortality Rating

Longevitas Ltd is pleased to announce the production release of v2.7.4 of its portfolio-rating software, mortalityrating.com. The 2.7.4 release adds platform features including:

2.7.4 Release

  • Additional Mosaic 2014 profiler option for bespoke rating models created from user's own datasets.
  • Built-in equate extract transforms equate XML output into accessible Excel and CSV formats.
  • Configuration capture at submission rather than beginning of rating.
  • Auto-update on files screen only when operations are processing for improved performance.
  • Inclusion of MathJax platform for cross-browser rendering of Maths notation.
  • Audit, logging and other handling improvements.
2.7.2 Release
  • A fully updated hardware and software platform incorporating improved scalability and resilience features.
  • Concurrent scheduling of ratings on a single portfolio.
  • User-specified discount factors as an alternative to fixed interest rates and yield curves.
  • Configuration control over number of rating simulations.
  • Configuration control over lower boundary age acceptable in portfolio rating data.
  • Built-in rating-extract transforms rating XML output into accessible Excel and CSV formats.
  • Support for DSV/semicolon-delimited and comma-decimal separator file uploads.
  • File visibility and one-click navigation added to every file related screen.
  • A number of fixes and handling improvements.
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.

Previous news

New article on creating portfolio-specific mortality tables

09 October 2014
Following last year's paper in the European Actuarial Journal, one of our co-authors, Kai Kaufhold, has written a summary article in the German actuarial magazine, Der Aktuar.

Version 2.7.3 of the Projections Toolkit

04 October 2014
Longevitas Ltd is pleased to announce the production release of v2.7.3 of the Projections Toolkit.