This tool allows you to explore the stochastic risks of small- and medium-sized portfolios, i.e. the simple risk of randomness in mortality experience. This is a simplified version of the kinds of portfolio evaluation which can be done for clients. It works in a similar manner to the simulations described in section 11.5 of the SIAS paper "Financial aspects of longevity risk".

Simulations on real portfolios can be done at mortalityrating.com, where results on stochastic risk are produced alongside a scheme liability analysis and socio-economic rating.

This tool is provided without warranty of any kind.

Portfolio simulator