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Stratifying mortality risk using physical

activity as measured by wearable sensors

Using wearables for from qualifying for the best risk niques to evaluate the extent to which
insurance risk assessment classes, mitigating mortality risk. physical activity predicts mortality.

Wearable technology refers to • Traditional full underwriting: use Wearable sensors measure the level
electronic devices with sensors, physical activity as additional of physical activity through step
typically worn on the body, that underwriting criteria, improving count and minutes of moderate to
collect and deliver information about mortality experience. vigorous activity per day. Munich
their sur­­round­­ings. Generally, the • Customer engagement and Re’s analysis found that steps
wearable device is a wristband or awareness: develop rewards per day can effectively segment
watch, although the technology has programs to cultivate healthy mortality risk even after controlling
expanded to jewelry, glasses, lifestyle choices, resulting in for age, gender, smoking status and
cloth­ing, and shoes. The acceler­ reduced healthcare expenses. various health indicators. Insurers
ometers in activity trackers are also
found in smart­phones, allowing Companies interested in adopting
phones to track user activity even a wearables-based program should Vivametrica
without a separate wearable device. be transparent about the use of
Vivametrica is a health analytics
These devices can be simple tools data, including what information
company that provides measurement
for tracking metrics associated with is captured, stored, and shared,
of mortality and chronic disease risk
physical activity: step count, speed, and how the data is used. It is also
using digital biomarkers developed
and minutes of moderate and important to note concerns around
from personal sensor data.
vigorous activity. Some models also discrimination and equity, as these
capture heart rate, sleep patterns, programs could penalize individuals Vivametrica was started in 2013 by
and calories burned. without the ability to devote physicians and researchers with
adequate time to daily physical expertise in big data, physical
Roughly three-quarters of activity. Still, as physical activity activity, wearable devices,
Americans (77 percent) own a contributes to healthier lifestyles and evidence-based health
smartphone and half (49 percent) and longevity, incorporating measurement. Members of the team
own a wearable device.1,2 Sedentary wearable data in the life insurance are also founders of the Wearable
behavior is associated with market is an innovative means of Health Lab at Stanford University.
higher mortality rates, regardless managing risk. Vivametrica’s patent-pending
of age, gender, race, and body algorithms are based on the world’s
mass index.3 As the wearable and Executive summary largest known population-based
smartphone markets grow, there is dataset including physical activity.
Munich Re assessed the effective­ness
potential for incorporating physical
of physical activity as measured by Analyses are used by life and health
activity information into the life
wearable sensors in stratifying the insurers to streamline underwriting,
insurance underwriting process
mortality risk profile of a U.S. personalize insurance products,
to enhance customer experience
population-based dataset provided by and provide engagement tools to
while improving risk selection.
Vivametrica. Munich Re examined the customers. Vivametrica’s device-
Applications can include:
dataset, performed classical actuarial agnostic platform also supports
• Accelerated underwriting: triage mortality analysis and used survival health and wellness organizations.
cases to limit sedentary applicants analysis and machine learning tech­
Munich Re Page 2/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

This de-identified dataset is com­ by doctors or trained health care


KEY FINDINGS prised of 4,909 deaths on 14,192 professionals.
individuals. The data collected in
these studies include: Vivametrica provided sample
Primary high-level findings
weights for each individual based
include the following: • Demographic information: age, on several variables including age,
• Physical activity as measured gender, family income to poverty
ratio (a measure of wealth).
gender and geographic location.
by steps per day effectively This weight is a measure of the
stratifies mortality risk. • Measurements of BMI, waist size, number of people in the population
• Steps per day is an important cholesterol and blood pressure. represented by each study partici­
predictor of mortality risk, and • Physician-assessed indicators pant. The data was weighted to
produce a dataset representing an
may be especially effective in of cardiovascular, cancer and
unbiased general U.S. population.
identifying high mortality risk diabetes status.
for sedentary behavior.
• Self-declared smoking status, Munich Re also simulated an
• Steps per day provides alcohol use, drug use and insurable population by including
additional segmentation of family history of diabetes and lives with:
mortality even after consid­ cardiovascular disorders.
• Family income to poverty ratio
er­ing traditional under­writing
attributes, such as smoking
• Step count and minutes of greater than one as a measure of
moderate to vigorous activity wealth or face amount.
status, BMI, cholesterol, blood
pressure and health history
measured over a minimum of
seven days using research-grade
• No history of cardiovascular
of diabetes, cardiovascular disorder or cancer (other than
hip-worn accelerometers.
disease and cancer. skin).
• Follow-up months since study • BMI, blood pressure and cholesterol
entry date and the vital status
values within insurable limits.
looking to improve customer engage­ (death or alive) at follow-up.
Deaths were also confirmed by The insurable population is comprised
ment, increase healthy lifestyle
matching individuals to the of 2,125 deaths on 8,173 individuals.
behaviors or incorporate new under­-
writing data in evaluating risks may Social Security Death Master File.
The average follow-up period is Table 1 shows the actual to expected
want to consider using physical mortality ratios relative to the
activity metrics from wearable sensors 20 years.
general U.S. population as measured
at various touchpoints in the life by the Human Mortality Database
Munich Re evaluated the
insurance process.
characteristics of the dataset to U.S. Life Tables.  The mortality ratios
address concerns that clinical of the sample weighted general
Data and extrapolation to population are within reasonable
research studies may skew
life insurance towards unhealthy lives, limiting tolerance.  The simulated insurable
Vivametrica compiled a rich the applicability of the findings to lives remove only the unhealthiest
dataset from several clinical a life insurance population. The lives and, as such, have a higher
research studies performed clinical research studies used mortality ratio than what would be
between 1988 and 2004. Each of by Vivametrica employ rigorous expected of a fully underwritten life
the clinical studies was conducted recruitment protocols and enforce insurance portfolio.
to understand the relationship requirements for eligibility, to Mortality
ensure that the samples include Table 1 Ratio
between lifestyle behaviors (e.g.,
physical activity, nutrition, sleep) healthy individuals as well as those
with a disease or health risk. All Unweighted full dataset 1.16
and health outcomes, including
disease and mortality. The common of the clinical studies included in
Sample weighted to reflect
characteristics among the studies the Vivametrica database were 1.07
U.S. population
were the focus on physical subject to population-based
activity measurement alongside sampling methods. This means that Remove family income to
1.00
the measurement of key health the data is truly representative of poverty ratio < 1
outcomes, including clinically the characteristics of the general
U.S. population. In all studies, Remove those with high
measured health parameters and
participants’ health was assessed risk health factors for 0.84
presence of chronic disease. 
insurable population
Munich Re Page 3/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

Nonetheless, we believe that our represents U.S. population mortality day have much higher mortality risk,
analysis supports the applicability split by age, gender and calendar while moderate and high steps per
of insights generated using clinical year. The expected mortality basis day correspond with lower mortality
research studies to a life insurance for the insurable population was risk. Sedentary behavior is indicative
population.   In addition, we believe taken from the 2008 VBT primary of relative mortality that is over three
the inclusion of substandard lives select & ultimate ANB tables split by times higher compared to active
underscores the potential to use age, gender and smoker status. behavior as measured by steps per
physical activity to improve risk day. The pattern is observed for
selection on these cases and expand Munich Re completed analyses of both the general population and the
insurability. relative actual to expected deaths insurable lives.
(A/E) for both populations by
various attributes to assess how We found minutes of moderate
Classical actuarial
mortality risk stratification by to vigorous activity to be highly
methodology physical activity is influenced by correlated with steps per day, with
Munich Re performed a classical these factors. fewer minutes of moderate to
actuarial actual to expected vigorous activity associated with
mortality analysis of the overall Overall results higher relative mortality while
population-based dataset. To do this, higher minutes have lower relative
Figure 1 demonstrates that steps per
we used an expected mortality basis mortality. The analysis that follows
day stratifies mortality risk. Lives
taken from the Human Mortality is focused on steps per day for the
with sedentary and low steps per
Database U.S. Life Tables, which population of insurable lives.

Figure 1. Relative A/E Mortality by Average Steps per Day


Munich Re Page 4/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

By age
Figure 2a summarizes the distribution of average steps per day by age group. Not surprisingly, the proportion of
moderate and high steps decreases as age increases, which means that average steps per day is higher for younger
ages. Figure 2b demonstrates the mortality risk segmentation of steps per day across age bands. All age groups
follow the same pattern, where mortality risk is much higher for those with sedentary and low steps. We also see that
mortality differentiation by steps per day is more pronounced under age 65. Individuals aged 20-50 with sedentary
steps have relative mortality greater than five times and are not shown on the chart. We assume this is due to the small
number of cases in this segment and that sedentary behavior at younger ages is indicative of other health issues.

Fig 2a. Distribution of steps per day by Age Fig 2b. Relative A/E Mortality by Steps and
Figure 2a. Distribution of Steps per Day by Age Figure 2b. Relative A/E Mortality by Steps and Age
Age
5.0
Ages 66+
4.0

Relative mortality
3.0
Ages 51-65
2.0

1.0
Ages 20-50 0 .0
Sedentary Low Moderate High
Steps per day
0% 25% 5 0% 75% 100%

Sedentary Low Moderate High Ages 20-50 Ages 51-65 Ages 66+

By gender
Figure 3a illustrates that males have a higher proportion of moderate and high steps compared with females; average
steps per day is lower for females. Figure 3b shows that both males and females with moderate and high steps have
better relative mortality. For males, the differentiation is most pronounced between low to moderate steps while for
females this occurs between sedentary to low steps per day. This suggests that when steps per day are used for risk
segmentation, different thresholds should be used to define physical activity levels for men and women.

Fig 3a. Distribution of steps per day by Fig 3b.


Figure 3b.Relative
RelativeA/E
A/EMortality
Mortalitybyby
Steps andand
Steps
Figure 3a. Distribution of Steps per Day by Gender
Gender Gender
Gender

2.0
Relative mortality

Male

1 .0

Female
0.0
Sedentary Low Moderate High
Steps per day
0% 25% 50% 75% 100%

Sedentary Low Moderate High Male Female


Munich Re Page 5/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

By BMI
Figure 4a shows the distribution of steps per day by body mass index (BMI). As can be expected, obese individuals
(BMI of 30+) have a higher proportion of sedentary and low steps. Figure 4b shows the relative mortality by steps per
day and BMI ranges; obesity is associated with higher relative mortality. Steps per day shows a consistent pattern of
mortality segmentation across BMI ranges, except for the small number of obese individuals with high steps per day.

Figure 4a. Distribution of Steps per Day by BMI


Fig 4a. Distribution of steps per day by BMI FigureFig 4b. Relative A/E Mortality by Steps and
4b. Relative A/E Mortality by Steps and BMI
BMI
BMI 30+ 3.0

Relative mortality
(obese)
2.0
BMI 25-30
(overweight) 1.0

0.0
BMI <=25 Sedentary Low Moderate High
(normal)
Steps per day
0% 25% 50% 75% 100%
BMI <=25 BMI 25-30 BMI 30+
Sedentary Low Moderate High (normal) (overweight) (obese)

By smoking status
From Figure 5a, we observe that the distribution of steps per day does not vary significantly by smoking status;
current smokers at the time of the study measurement have a slightly lower proportion of high steps per day. Figure
5b demonstrates that regardless of smoking status, relative mortality risk is higher for sedentary and low steps. One
interesting observation is that non-smokers (both those who have never smoked and those who were prior smokers)
with sedentary and low steps per day experience higher mortality than smokers with moderate and high steps.

Figure 5a. Distribution of Steps per Day Figure 5b. Relative A/E Mortality* by
Fig 5a. Distribution of steps per day by Fig 5b. Relative A/E Mortality by Steps and
Steps and Smoking Status
bySmoking Status
Smoking Status
Relative mortality

Smoking Status
4.0
Current Smoker 3.0
2.0
Non-Smoker
(prior smoker) 1.0
0.0
Sedentary Low Moderate High
Never Smoked
Steps per day
0% 25% 50% 75% 100%
Never Smoked Non-Smoker Current Smoker
Sedentary Low Moderate High (prior smoker)

* using HMD as the expected mortality basis.


Munich Re Page 6/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

Munich Re also reviewed several Model A Model B Model C Model D


other variables provided by Variables Demographics Add Traditional Add Steps Demographics
Vivametrica such as a wealth, only UW Attributes per day & Steps per day
cholesterol and diabetes. We
found that steps per day effectively

Demographics
Age
stratifies mortality across these Gender
attributes. Smoking status
Face amount
Survival analysis
BMI
Complementing the classical
Cholesterol
actuarial mortality analysis, Munich
Blood pressure
Re applied predictive modeling
Traditional UW

techniques to evaluate the extent Drug and


alcohol use
to which physical activity predicts
Personal and
mortality. Using the dataset of family health
insurable lives, Munich Re built Cox history of
Proportional Hazard Regression diabetes and
Survival Models and Random Forest cardiovascular
disease
Survival Models, and compared
various models with and without
Steps

Steps per day


steps per day as a predictor. The
table at right lists the predictors
included in each model.

Figure 6 depicts the variable


importance when including all Figure 6. Variable Importance
available variables as predictors of
mortality (Model C). Steps per day Age

is a significant predictor of mortality Steps per day

Gender
and ranks as the second most
Drug use
important predictor after age. BMI

Blood pressure
One method to assess the predictive Smoking status
power of a model is using a Alcohol per week
goodness of fit metric such as area Diabetes

under the curve (AUC or Harrell’s Cholesterol ratio

C-index). A value of 0.5 (50 percent) Face amount (proxy)

implies the model prediction is no Total cholesterol

better than random guessing, while Skin cancer

Family history of diabetes


a value of 1 (100 percent) represents
Family history of cardio
a perfect model.
Munich Re Page 7/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

Figure 7 compares the AUC for the


four models. As expected, Model Figure
Figure 7.7.Model
Model Comparison
comparison – AUC
- AUC
A with only four demographic
questions has the lowest AUC. 100.0
100.0
Model B represents the traditional
underwriting paradigm, where 88.9
88.9 87.3
90.0
90.0 86.5
86.5 87.3
demographic information, vitals, and 83.2
83.2
family history are used to segment
80.0
80.0
mortality. Model C includes the
same factors as Model B with the
addition of steps per day. Adding 70.0
70.0
steps per day improves the AUC,
indicating that steps offer predictive 60.0
60.0
power for additional mortality Model A:
Model A: Model B
Model B: Model C
Model C: Model D:
Model D
Demographics Demographics Demographics Demographics
segmentation on top of traditional Demographics Demographics Demographics Demographics
+ Traditional
+Traditional + Traditional
+Traditional + Steps
+Steps
underwriting attributes.
++Steps
Steps
Interestingly, Model D, which
includes only demographic
information and steps per day, variables included in these models have lower survival rates (higher
performs similarly to Model B, which are not exhaustive. Nonetheless, mortality) while moderate and high
incorporates traditional underwriting the results here indicate that steps steps per day have higher survival
attributes. This suggests that in per day is a powerful predictor of rates(lower mortality).
streamlined underwriting programs mortality and can enhance risk
where exams and fluids are waived assessment in fully underwritten and Summary
for a subset of applicants, steps streamlined programs.
per day can supplant some of the Based on our analyses of
traditional underwriting factors in Figures 8a and 8b illustrate the Vivametrica’s clinical research
segmenting mortality. predicted survival curves for two dataset, Munich Re concludes
sample individuals, a 45-year-old that there is strong evidence that
It is important to note that the female non-smoker and a 35-year- physical activity as measured
individuals in this dataset were old male non-smoker. Consistent by steps per day can effectively
not underwritten for life insurance, with the classical actuarial actual segment mortality risk even after
hence have no self-selection or anti- to expected mortality analysis, controlling for age, gender, smoking
selection, and that the underwriting sedentary and low steps per day status and various health indicators.

Figure8a.
Fig. 8a8a.
Figure PredictedSurvival
Predicted
Predicted survivalCurve
survival curve
curve Figure
Figure 8b.
8b.
Fig. 8b Predicted
Predicted
Predicted survival
Survival
survival curve
Curve
curve
45-year-oldFemale
45-year-old femaleNon-smoker
non-smoker 35-year-oldMale
35-year-old maleNon-smoker
non-smoker
45 year old female non-smoker 35 year old male non-smoker
1 1

0.9 0.9

0.8 0.8

Years Years

Sedentary Low Moderate High Sedentary Low Moderate High


Munich Re Page 8/8
Stratifying mortality risk using
physical activity as measured
by wearable sensors

Steps per day is a powerful


predictor of mortality and may be
especially effective in identifying
high mortality risk for sedentary
behavior. A credible pool of life
insurance applicants with historical
wearable data and mortality
outcomes would most accurately
measure the impact of incorporating
wearables in life insurance risk
assessment. However, we believe
the clinical data delivers robust
support for using a wearables-based
program to augment the current
underwriting process, manage risk,
and promote active lifestyles.

Insurers interested in adopting a


wearables program should begin
with a pilot to assess consumer
adoption rates and to understand
the physical activity characteristics
of their customers. The pilot serves
as a baseline analysis to support
a more comprehensive customer
engagement or risk assessment
program. Munich Re can provide
assistance in program development,
measurement, and monitoring to
carriers considering a wearables- Sandra Chefitz June Quah
based program in the life insurance Second Vice President, Assistant Vice President,
process. Integrated Analytics Integrated Analytics
Munich Re, US (Life) Munich Reinsurance Company
Canada Branch (Life)
References
http://www.pewresearch.org/fact-tank/2017/01/12/
1

evolution-of-technology/
2
2016 PriceWaterhouseCoopers Consumer
Intelligence Series report on wearables, https://
www.pwc.com/us/en/industry/entertainment-
media/assets/pwc-cis-wearables.pdf
3
http://annals.org/aim/article-abstract/2653704/
patterns-sedentary-behavior-mortality-u-s-middle-
aged-older-adults

Adnan Haque
Predictive Modeler,
Integrated Analytics
Munich Re, US (Life)

© 2018 Munich American Reassurance Company, Atlanta, Georgia