The COVID-19 pandemic has given companies a lot to think about over the past two years, with the heavy experience changing the way firms set best estimate mortality assumptions. An area which has had less attention is the impact on the calibration approach within Longevity Risk models.

Download our full article, where we consider the potential impact of the COVID-19 pandemic on these models, with a particular focus on new data risk. We cover the following areas:

• The definition of new data risk
• How new data risk can be quantified
• What impact 2020 data has on new data risk
• Whether 2020 data should be included in calibrations

Click here to read the full article