Mortaris is a software tool that facilitates and enhances the analysis of mortality data, the forecasting of mortality patterns and their distributions, and the management of Longevity Risk.
The current version of Mortaris comprises more than 100 variants of models.
In particular, the tool provides:
- Detailed and visual exploratory analysis of past mortality data.
- Smoothing and forecasting of mortality patterns in one and multi-dimensions.
- Stochastic mortality modelling and forecasting.
- Simulations of future mortality patterns.
- Incorporation of external opinions into mortality smoothing and forecasting.
- Models for basis risk and multi-populations
- Intuitive graphical user interface that allows to explore and run models through a few clicks.
- Good visualisation facilities to allow fast model scrutiny and validation.
- Estimation of several actuarial metrics such as life expectancies and annuity factors.
- Outputs in the form of graphics and tables easy to integrate into documents and presentations.
- etc
The development of Mortaris is led by Dr Viani Djeundje Biatat.
He holds a PhD in Statistical Modelling (with Actuarial Applications) from Heriot-Watt University and has extensive experience in mortality modelling and Longevity Risk.
Prior to his current position, Viani held a postdoctoral position in Statistics at the University of Oxford, and thereafter, he spent a few years working in the insurance industry on various projects related to the quantification and management of longevity risk.
His current research interest lies in Statistical Modelling, Machine Learning & Computations, with applications to Longevity Risk and Credit Risk.
