Life Expectancies in the US Worsen (but with some bright spots)

The CDC has just published its new set of reports analyzing the trends in mortality and life expectancy from 2016 to 2017. Unfortunately, there has been a decline in overall life expectancies in the US.  Sources of mortality that have shown statistically significant increases in mortality are (from highest to lowest impact): Uninentional Injuries Influenza …

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The Effect of the First Presidential Debate

October 1, 2016 Probability of Clinton Win:  88% | Probability of Trump Win:  12% Clinton – Trump Spread:  4.4% There has been a clear and substantial swing in voter sentiment towards Clinton following the first presidential debate. Trump compounded the effect of the debate by a bad follow up week.  Most of the polls were conducted before …

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Gaussian Process Models for Actuarial Science

We have written in collaboration Professor Michael Ludkowski and Ph.D candidate James Risk of U.C. Santa Barbara, a paper introducing Gaussian Processes (GPs) to the actuarial community.  Our paper has focused on a practical implementation of GPs in mortality analysis.  A pre-publication version of the paper can be found here:  https://arxiv.org/abs/1608.08291 GPs are an extremely powerful …

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