Prof Andrew J.G. Cairns FRSE
Maxwell Institute, Edinburgh, and
Department of Actuarial Mathematics and Statistics
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
tel: (+44) 131 451 3245
fax: (+44) 131 451 3249
e-mail: A.J.G.Cairns@hw.ac.uk
IME 2023: the 26th International Congress on Insurance: Mathematics and Economics
The Department of Actuarial Mathematics and Statistics is proud to be hosting the
first in-person IME congress since 2019.
Covid-19
- Cairns, A.J.G., Blake, D., Kessler, A.R., and Kessler, M. (2020)
The Impact of Covid-19 on Future Higher-Age Mortality.
Working paper, Heriot-Watt University.
Full PDF available on ResearchGate.
- May 2020 Webinar (MP4 file)
-
August 2022, new insights
based on data from 2021 and 2022.
(Actuarial Society of South Africa, ERM seminar, invited speaker)
Latest research, papers and presentations from the Modelling Measurement and Management of Longevity and Morbidity Risk research programme funded by the ARC.
Upcoming conferences and webinars
- The Living to 100 Symposium, Orlando, January 2023
Modelling, Measurement and Management of Longevity Risk
Andrew Cairns is co-inventor of the
CBD stochastic mortality models
and author of the LifeMetrics open source R code
for fitting stochastic mortality models that can be used for
modelling, measurement and management of longevity risk.
Short biography and CV:
Recent papers, talks and other news:
- Wen, J., Cairns, A.J.G., and Kleinow, T. (2023)
Modelling Socio-Economic Mortality at Neighbourhood Level
ASTIN Bulletin, 53: 285-310.
(Open access journal version)
(Postprint)
- Cairns, A.J.G. and Redondo Loures, C.(2022)
Higher-Age US Mortality By Education and Cause of Death:
Trends, Inequality and Controllable Risk Factors.
-
Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G., Jones, O., and Rowney, J. (2022)
A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives:
With an Application to the UK Universities Superannuation Scheme.
European Actuarial Journal,
(Journal open access PDF)
- Redondo Loures, C., and Cairns, A.J.G. (2021)
Cause of Death Specific Cohort Effects in U.S. Mortality .
Insurance: Mathematics and Economics 99: 190-199.
(PDF Postprint)
- Wen, J., Cairns, A.J.G., and Kleinow, T., (2021)
Fitting Multi-Population Mortality Models to Socio-Economic Groups
Annals of Actuarial Science, 15: 144-172.
(PDF postprint)
- Wen, J., Kleinow, T., and Cairns, A.J.G. (2020)
Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP.
North American Actuarial Journal, 24: 533-561.
Journal version.
(PDF postprint)
- Cairns, A.J.G., Kallestrup-Lamb, M., Rosenskjold, C.P.T., Blake, D., and Dowd, K., (2019)
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index.
ASTIN Bulletin 49: 555-590.
(Postprint PDF file)
List of recent publications.
Download recent presentations.
Gilts Database: (UK government bonds data: prices, amounts,
indices)
Book: Interest Rate Models: An Introduction, published
by Princeton University Press.
Research: Principal research interests are:
- modelling, measurement and management of longevity risk;
- stochastic mortality modelling;
- securitisation of mortality risk;
- enterprise risk management;
- models for the term structure of interest rates;
- liquidity risk on corporate bonds;
- asset/liability modelling for pension funds.
Professional:
How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is number 1 on the map.
News and
selected financial links.
E-mail: A.J.G.Cairns@hw.ac.uk