We started with a gap
What we believe about risk education
Our values are not decorative. They shape what we teach, how we teach it, and the kind of practitioner we hope walks away from every session.
Clarity is a professional obligation
Obscure models create hidden risk. We teach practitioners to expose assumptions, trace uncertainty through every layer of a projection, and communicate results so decision-makers can act. A model nobody understands is a liability dressed as an asset.
We teach practitioners to expose assumptions, trace uncertainty, and communicate so decision-makers can act.
Intellectual honesty above elegance
A beautiful model that hides its weaknesses is worse than a clumsy one that admits them. We reward transparency over polish, and we teach our community to spot the difference.
Practical relevance first
Theory matters only when it changes what a practitioner does on Monday morning. Every concept we introduce must connect to a real capital allocation, reserving, or pricing decision.
Continuous recalibration
Mortality assumptions age quickly. We build updating into our frameworks from the start, so practitioners know when a model has drifted from reality and how to fix it.
Collective advancement
No one team has all the answers. We share methodologies openly, invite challenge, and treat peer review as a feature of good practice, not a threat to it.
The people behind the models
Dr. Eileen Moran
Founding Director and Lead Mortality Researcher
Eileen spent fifteen years inside life insurance reserving teams before moving into academic research on stochastic longevity. She founded this platform because the gap between what practitioners needed and what textbooks offered had become too wide to ignore. Her work focuses on translating Lee-Carter variants and CBD models into decision-ready formats for capital adequacy testing.
Marcus O'Brien
Senior Quantitative Risk Advisor
Marcus advises pension schemes and annuity providers on how to stress-test their longevity assumptions against tail scenarios. He joined the team after a decade building internal models for a major European insurer. His sessions are known for relentless questioning of model comfort zones.
Dr. Priya Nair
Statistical Methods Lead
Priya designs the statistical backbone of our curriculum, ensuring that every method we teach can be reproduced, audited, and defended. Her background spans biostatistics and financial econometrics, which gives her a rare ability to spot where health data assumptions leak into financial models.
Liam Hennessy
Regulatory and Standards Liaison
Liam tracks how Solvency II, IFRS 17, and national guidance treat longevity risk. He translates regulatory language into practical model requirements so practitioners stay compliant without drowning in paperwork. His briefings are required reading for our advisory board.
Dr. Aoife Brennan
Applied Research Fellow
Aoife runs our ongoing research partnerships with university departments and industry working groups. She tests new methodologies against historical data before they enter the curriculum, and she documents where models break so we can teach failure modes honestly.
Recognition for our work
Our path
From informal workshops to a recognized voice in mortality risk education.
First workshop
Eileen Moran gathered twelve actuaries in a Dublin hotel conference room to test whether stochastic mortality concepts could be taught in a single day. The feedback was blunt: the material was needed, but the delivery had to change. That honest criticism shaped everything that followed.
Curriculum launch
After two years of pilot sessions and rewritten modules, we released our first structured program. It covered Lee-Carter fundamentals, CBD extensions, and basic capital adequacy linkage. Enrollment came slowly, then steadily, entirely through word of mouth.
Research partnerships
We formalized collaborations with three university departments to test new methodologies against historical data before classroom introduction. This backtesting layer became a signature of our approach: nothing enters the curriculum until it has survived real data scrutiny.
Platform expansion
We broadened our offerings to include deeper regulatory integration, cross-border case studies, and advanced tail-risk modules. Our practitioner community now spans analysts, risk officers, and pension strategists across multiple jurisdictions.
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