• Bio
• CV

Cause of Death Modelling

• Cairns, A.J.G. (2024)
  Cause-of-Death Mortality Data: Unravelling the Mysteries of All-Cause Mortality. (Slides)
  Keynote presentation at JoCo 2024
• Cairns, A.J.G. (2023)
  The Common Cohort Effect Model for Cause of Death Data.
  
  • Working paper (PDF)
• Cairns, A.J.G. and Redondo Loures, C. (2023)
  Higher-Age US Mortality By Education and Cause of Death: Trends, Inequality and Controllable Risk Factors.
  
  • 2023 Living to 100 Compendium
  • Living to 100 Symposium paper (PDF)
  • Slides (PDF), Living to 100 Symposium, January 2023.
  • Video (MP4).

Covid-19

• Cairns, A.J.G., Blake, D. (2024)
  ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic. (Download slides)
  Presented at the Longevity 19 (L19) Conference, Amsterdam
  
• Cairns, A.J.G., Blake, D., Kessler, A.R., Kessler, M., and Mathur, R. (2024)
  Covid-19: The Proportionality Hypothesis.
  Working paper, Heriot-Watt University. (Updated, 15 August 2024)
  Full PDF available on ResearchGate
• Cairns, A.J.G. (2023)
  Covid 19: The Proportionality Hypothesis Revisited
  PDF Slides.
• 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)

ARC Longevity, Mortality and Morbidity Research Programme

Upcoming conferences and webinars

• The First Joint Colloquium of all IAA Sections
• The 19th International Longevity Risk and Capital Markets Solutions Conference

Modelling, Measurement and Management of Longevity Risk

Recent papers, talks and other news:

• Mayhew, L., Chen, M.S., and Cairns, A.J.G. (2024)
  The great health challenge: levelling up the U.K.
  Geneva Papers on Risk and Insurance - Issues and Practice, 49: 270-294.
  • published version: Geneva Papers website
  • Postprint (PDF)
• Arik, A., Cairns, A.J.G., Dodd, E., Macdonald, A.S., and Streftaris, G. (2024)
  The effect of the COVID-19 health disruptions on breast cancer mortality for older women: A semi-Markov modelling approach.
  To appear in Scandinavian Actuarial Journal
  • Journal version (open access)
  • PDF postprint
• Andrew J.G. Cairns, Jie Wen and Torsten Kleinow (2024)
  Drivers of Mortality: Risk Factors and Inequality
  Journal of the Royal Statistical Society, Series A.
  • high resolution PDF
  • PDF (journal website; open access)
    
• Cairns, A.J.G. (2023)
  The Common Cohort Effect Model for Cause of Death Data.
  
  • Working paper (PDF)
• Cairns, A.J.G. and Redondo Loures, C. (2023)
  Higher-Age US Mortality By Education and Cause of Death: Trends, Inequality and Controllable Risk Factors.
  
  • 2023 Living to 100 Compendium
  • Living to 100 Symposium paper (PDF)
  • Slides (PDF), Living to 100 Symposium, January 2023.
  • Video (MP4).
• Arik, A., Cairns, A.J.G., Dodd, E., Macdonald, A.S., and Streftaris, G. (2023)
  Estimating the Impact of the COVID-19 Pandemic on Breast Cancer Deaths among Older Women
  • 2023 Living to 100 Compendium
• Cairns, A.J.G., Wen, J, and Kleinow, T. (2023)
  Estimating neighbourhood death rates using the random forest algorithm. Longevity Bulletin, 15: 22-29.
  • Full issue (PDF)
  • LIFE App, Version 3
• 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., 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)

Selected presentations.

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Gilts Database: (UK government bonds data: prices, amounts, indices)

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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;
• financial risk management in renewable energy.

Professional:

• Editor of Insurance: Mathematics and Economics since 2023.
• Fellow of the Royal Society of Edinburgh since 2016.
• Director of the Actuarial Research Centre of the Institute and Faculty of Actuaries from 2016-2020.
• Editor in Chief of ASTIN Bulletin from 2005-2016 (co-editor/editor 1996-2005).
• Fellow of the Faculty of Actuaries since 1993.
• Fellow of the Pensions Institute.
• Corresponding Member of the Swiss Association of Actuaries

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How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is number 1 on the map.

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