• Jump to main content
  • Jump to main navigation
  • About us
  • Careers
  • Diversity & Inclusion
  • Media Centre
  • Contact
  • The Brain
Hymans Robertson
  • Pensions
    • Back to Main Menu
    • Defined Benefit Consulting
      • DB Actuarial
      • DB Investment
      • DB Pensions Administration
      • DB Risk Transfer
      • DB Member Choice – At retirement
      • DB Governance
      • DB Consolidation
      • DB Wind-up
      • DB Endgame Strategy
      • Expert Actuarial Services
      • Fiduciary Oversight
      • Climate Change Services
      • Responsible Investment
      • Project Planning and Management
    • Defined Contribution Consulting
      • DC Pension Strategy
      • DC Scheme Structure
      • DC Investment
      • DC Engagement
      • DC Member Choice - At-retirement
      • DC Governance
      • Guided Outcomes
      • DC Master Trusts
      • Benefits and Rewards Strategy
      • Project Planning and Management
      • Climate Change Services
      • Responsible Investment
      • Communications
    • Public Sector Consulting
      • LGPS Actuarial
      • LGPS Investment
      • LGPS Governance, Administration and Projects
      • LGPS Employers
      • LGPS Online Learning Academy
      • Ill Health Liability Insurance
      • Climate Change Services
      • Responsible Investment
  • Financial Services
    • Back to Main Menu
    • Insurance
      • Longevity Management
      • Product Development
      • Risk and Capital Management
      • Investment and ALM
      • Property and Casualty
      • Regulated Roles
      • Insurance Transactions
      • Project Planning and Management
    • Pension Providers
      • Digital Tools and APIs
      • Competitive Benchmarking
      • Proposition development
      • Operational Support
    • Digital Wealth
      • GO™ For Investment Pathways
      • Economic Scenario Service
      • API Catalogue
      • Strategic Asset Allocation
  • Digital & Innovation
    • Back to Main Menu
    • Digital & Innovation
      • API Catalogue
      • Economic Scenario Service
      • Digital Products
      • PRISM - Digital Pension Administration
    • Economic Scenario Service
      Explore the consequences of today's business decisions
    • Digital and Innovation
      We apply data science, technology expertise and innovation to help our clients build a better financial future.
  • Insights
    • Back to Main Menu
    • See all Insights
      • Webinars
      • Podcasts
      • Research and Publications
      • Blogs
      • Case studies
      • Press Releases
      • Events
    • Webinars
      Register for upcoming webinars as well as visiting our extensive webinar replay library.
    • All Insights
      See our latest thinking.
  • Team
  • About us
  • Careers
  • Diversity & Inclusion
  • Media Centre
  • Contact
  • The Brain
  • Search

Our website uses cookies (what’s this?). These cookies allow us to distinguish you from other users of our website, which helps us improve our website and to deliver many of the functions that make your browser experience more user-friendly. Some of the cookies that we use are essential for parts of the website to operate. By using this website you agree to our use of cookies. To find out more, including how to opt out, please read our Cookies Policy.

OK

Publication

The impact of COVID-19 on new data risk within longevity capital models

20 Apr 2022

Megan Hart

by Megan Hart
Senior Consultant

Nicola Torley

by Nicola Torley
Consultant

Subject: Insurance & Reinsurance, Longevity & Health

Audiences: Insurance & Financial Services

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

Our team of longevity consultants has supported 5 Internal Model firms with the calibration or validation of their longevity risk model over the past 18 months. If new data risk, or any area of longevity capital modelling, is an area that you would like support in, we would be very happy to discuss this further. Please get in touch or email one of the article authors.

The impact of COVID-19 on new data risk within longevity capital models

Download

Subscribe to our news and insights

Related content

The Consumer Duty

Podcasts 18 Jul 2022

Pensions industry alignment in the direction of consumer outcomes

Blogs 07 Jul 2022

2021 UK Life Insurance Solvency II Disclosures

Publications 07 Jul 2022

Current Issues in Insurance & Financial Services – Summer 2022

Publications 07 Jul 2022

0 comments on this post

Comment

  • Share this via Twitter
  • Share this via Linkedin
  • Share this via Email
Related content
Close related articles

The Consumer Duty

Podcasts

Pensions industry alignment in the direction of consumer outcomes

Blogs

2021 UK Life Insurance Solvency II Disclosures

Publications

Current Issues in Insurance & Financial Services – Summer 2022

Publications

Subscribe to our news and insights

Menu

About

    • Abelica Global
    • About us
    • Award-winning advice
    • Careers
    • CSR
    • Diversity & Inclusion
    • Our Centenary
    • Hymans Robertson Investment Services
    • Hymans Robertson Personal Wealth

Legal

  • Accessibility
  • Modern Slavery Act Transparency Statement
  • Trust centre
  • Privacy notice
  • Terms of use
  • Provision of Services Regulations

Resources

  • Conflicts of Interest
  • Coronavirus (COVID-19)
  • Responsible Investment
  • Gender Pay Gap
  • Sitemap

Contact

  • Our offices
  • Get in touch
  • Subscribe
    • Visit us on Linkedin
    • Visit us on Twitter
    • Visit us on Instagram
    • Visit us on Vimeo
    • Visit us on Spreaker
Hymans Robertson

Copyright © 2022 Hymans Robertson LLP. All rights reserved.