Andrew Cairns's Home Page
Current Responsibilities
- Director of the Actuarial Research Centre (ARC).
- PhD admissions tutor for financial and actuarial mathematics.
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:
- enterprise risk management;
- models for the term structure of interest rates;
- arbitrage-free multi-asset-class models;
- asset/liability modelling for pension funds;
- stochastic mortality modelling;
- securitisation of mortality risk.
Teaching: Financial and actuarial mathematics.
Professional:
- Editor in Chief of ASTIN Bulletin from 2005 (co-editor/editor 1996-2005).
- Fellow of the Faculty of Actuaries since 1993.
- Fellow of the Pensions
Institute.
- Honorary professor, the University of Edinburgh.
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