About Willets Consulting
Willets Consulting offers a range of services primarily related to understanding and modelling longevity risk. Longevity risk appears in a number of guises: in annuity portfolios, in defined-benefit pension schemes, reinsurance treaties and securitization transactions (e.g. equity release). Potential clients therefore include life assurance companies, pension schemes, reinsurers and investment banks.
Services Provided By Willets Consulting
Annuity pricing
Pricing bases for individual and bulk annuities
Market models
   
Experience analysis
Analysis of mortality & morbidity experience
Basis verification
   
Longevity modelling
Best-estimate projections
Stress tests and scenarios
Stochastic modelling
   
Original research
Understanding trends
Forecasting future developments