  Family history is usually seen as a significant factor insurance companies
look at when applying for a life insurance policy. Where it is used, family
history of cardiovascular diseases, death by cancer, or family history of high
blood pressure and diabetes could result in higher premiums or no coverage at
all. In this article, we use massive (historical) data to study dependencies
between life length within families. If joint life contracts (between a husband
and a wife) have been long studied in actuarial literature, little is known
about child and parents dependencies. We illustrate those dependencies using
19th century family trees in France, and quantify implications in annuities
computations. For parents and children, we observe a modest but significant
positive association between life lengths. It yields different estimates for
remaining life expectancy, present values of annuities, or whole life insurance
guarantee, given information about the parents (such as the number of parents
alive). A similar but weaker pattern is observed when using information on
grandparents.
