Publication archives

Research report: Canadian Mortality Table Construction Alternative Methods – Generalized Additive Model and Neural Network Model

This report documents the researchers’ application of alternative methods to construct a new mortality table based on the same 2009–2019 industry data used in constructing the CIA2014 Table. The alternative methods presented in this report provide a model that can […]

Report on Canadian Economic Statistics 1924–2021

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Report on Canadian Economic Statistics 1924–2021 – Tables

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Research report: CIA2014 – A Mortality Table Constructed from the CIA Individual Insurance Data of Policy Years 2009–2019 (with correction in June 2022)

This paper documents the construction of a new mortality table using the data of the last 10 years of experience of the CIA individual insurance mortality study. The paper also proposes two alternatives for dealing with the fact that mortality […]

Research report: CIA2014 – A Mortality Table Constructed from the CIA Individual Insurance Data of Policy Years 2009–2019 – Zip file

This is the accompanying zip file to the abovementioned report.  

Research report: CIA2014 – A Mortality Table Constructed from the CIA Individual Insurance Data of Policy Years 2009–2019 – Tables

These are the accompanying tables to the abovementioned report.  

Research report: CIA2014 – A Mortality Table Constructed from the CIA Individual Insurance Data of Policy Years 2009–2019 – Tables (AXIS)

These are the accompanying AXIS tables to the abovementioned report.  

Report 5: COVID-19 Canadian Insurance Industry Monthly Aggregate Data Analysis

As the COVID-19 pandemic continues to run its course throughout the world and in Canada, our collective understanding of the virus and its impact grows. Research projects and data collection efforts are happening on many fronts, and the Canadian Institute […]

Longevity of Infrastructure – Reserving and Risk Management in Condominium Maintenance in Canada

This research paper explores the Canadian condominium industry with an actuarial insight into condominium reserve funds set aside for paying the future repair and replacement costs of common elements shared among condo owners in a building. It focuses on the […]

LRMoE.jl: A Package for Insurance Loss Modelling Using a Mixture of Experts Regression Model

This paper introduces a new Julia package, LRMoE, statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture of Experts (LRMoE) model. LRMoE offers […]