Survival models for actuarial work
The CMI recently asked for an overview note on survival models. Since this subject is of wider actuarial interest, we wanted to make this publically available. An electronic copy can be downloaded from the link on the right.
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Previous posts
Muddled about middle age
Mortality statistics occasionally make the news, usually with some eye-catching statements. Here is a recent example from the BBC:
"Data from life insurance companies suggests that in the fifth and sixth decades of life you are less likely to die over the coming year than at any other time in your life."
A head for tails
When an insurer or reinsurer takes on a new insurance risk, there are two things of special interest: the best estimate of the risk and the tail risk.
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