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Andrew Cairns's Home Page


Current Responsibilities


Short biography: bio

Consultancy and Sponsored Research: There are possibilities to hire me on a consultancy basis and to sponsor major new research projects.

Recent papers and talks:


  • Cairns, A.J.G. (2013)
    Modelling and Management of Longevity Risk.
    (PDF file - First version - March 2013)
  • Cairns, A.J.G. (2013)
    Robust hedging of longevity risk.
    To appear in Journal of Risk and Insurance.
    (PDF file - Final version - 30/1/2013)
  • (Final version)
    Cairns, A.J.G., Blake, D., Dowd, K., and Coughlan, G.D., (2013)
    Longevity Hedge Effectiveness: A Decomposition.
    To appear in Quantitative Finance
    (PDF file - Final version)
  • List of recent publications.
  • Download recent presentations.

    Teaching

  • F71RM and F71ER: Financial Risk Management and Enterprise Risk Management I - module home page.
  • F71EM: Enterprise Risk Management II - module home page.
  • MSc in Quantitative Risk Management home page


    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:

    Teaching: Financial and actuarial mathematics.

    Professional:


    How to find the Department of Actuarial Mathematics and Statistics:
    Campus Map: The Colin Maclaurin building is number 1 on the map.
  • MSc in Financial Maths home page
  • MSc in Actuarial Science home page
  • News and selected financial links.

    E-mail: A.J.G.Cairns@hw.ac.uk