Description: An ‘R file’ with sample R code that essentially produces the modelling and graphing found in the report A Practitioner’s Guide to Statistical Mortality Graduation

Description: Feature article discussing one of the themes of last year’s Living to 100 Symposium; socio-economic differences in mortality.

Description: Socio-economic mortality differentials are important to insurers, reinsurers as well as the general public. Detecting them, tracking them and explaining them is the subject of ongoing research and debate within the actuarial community as well as the wider public. The intention is to raise awareness within the reinsurance section membership for mortality differentials and concentration risk, as well as highlighting the value of interdisciplinary work and modern statistical methods. This intention overlaps with the goal of the SOA's Living to 100 Symposium, to be held in January 2017 in Orlando, Fla.

Description: The article summarizes three papers presented at the 2014 Living to 100 Symposium V, which was hosted by the SOA in Orlando in January 2014. The papers take three different views of retirement saving: the individual's, the insurance provider's and a wholesale risk management view. David Blanchett of Morningstar proposes a new model to assess the true cost of retirement, Moshe Milevsky proposes a new product concept based on the nearly forgotten tontine and Johnny Li proposes a new set of mortality indices based on the Cairns-Blake-Dowd projection model for the purpose of actively managing mortality and longevity risk.

Description: Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life business.

Description: A discussion about the effects of living to 100 on the insurance industry.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: Drivers for mortality are apparently linked to socio-economic differentials within different societal groups. Actuaries are not the only profession interested in unravelling the mystery of why different groups within society experience such different mortality rates. The author gives examples from occupational pension plans in Canada, the UK and Germany.

Description: An interview with Prof. Johnny Li of University of Waterloo, which touches upon the subjects of longevity, mortality projections, international collaboration and the Living to 100 Symposium. Longevity is a topic in which scientific research and collaboration successfully spans many countries, which is desirable because the implications of ever increasing life spans is of global importance.

Description: A practical guide to survival models—Part 1.