An overview of publications, presentations and press articles relating to this research programme

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Title Type of output Date Authors
LIFE Index  LIFE index values are available for free on request from Andrew Cairns October 2020 Cairns, A.J.G.
What insights can we gain from analysis of cause-of-death mortality data?  Yorkshire Actuarial Society, webinar  February, 2021  Cairns, A.J.G.

Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model

Risks article  February, 2021  Schnürch, S., Kleinow, T., Korn, R.

Genetics, insurance and hypertrophic cardiomyopathy

Scandanavian Actuarial Journal article  July, 2020  Hacariz,O., Kleinow, T., Macdonald, A.

Longevity trend risk over limited time horizons

Paper June, 2020  Richards, S.J, Kleinow, T., Currie, I.D., Ritchie, G.P.

Cancer morbidity trends and regional differences in England—A Bayesian analysis

Paper  May, 2020  Arık A, Dodd E, Streftaris G

Fitting Multi-Population Mortality Models to Socio-Economic Groups

Paper  May, 2020  Wen, J., Kleinow, T., Cairns, A.J.G.

Age Heaping in Population Data of Emerging Countries

OICA conference presentation  April, 2020  Barajas, P.
Mortality in the U.S. by education level Paper April, 2020 Redondo Lourés, C., Cairns, A.J.G. 

CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family

Article December, 2019 Dowd, K., Cairns, A.J.G., and Blake, D.
Drivers of Mortality: Risk Factors and Inequality Working paper December, 2019 Cairns, A.J.G., Kleinow, T., Wen, J.

Session 1What Types of Data Are Available for Mortality Data

Session 2Mortality and Deprivation

Session 3Factor-Based GLM Model with Socio-Economic Inputs

Session 4Using Local Linear Regression to Model Socio-Economic and Geographical Effects

Session 5Mortality Data By Socio-Economic Group, Region and Cause of Death:
What Do the Patterns Tell Us?

Presentations

Annual ARC workshop, London

Modelling Socio-Economic Differences in English Mortality

December, 2019

Cairns, A.J.G., Kleinow, T., Wen, J.

How Neighbourhood Characteristics can Predict Your Longevity

A Bayesian Approach to Handle Small Population Effects in Stochastic Mortality Models 

Index Based Longevity Hedging
as a Practical Risk Mitigation Tool for
Deferred Pension Liabilities

Presentations

IFoA Life Conference, Dublin

November, 2019

Cairns, A.J.G.

 

Kleinow, T., Cheng, L.

 

Cairns, A.J.G, Rae, A.J.

Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP
 

North American Actuarial Journal  January, 2020  Wen, J., Kleinow, T., and Cairns, A.J.G.

Episode 36: Trends in Canadian Mortality by Pension Level. (With reference to the below article)

Podcast  January, 2020 Canadian Institute of Actuaries 

Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP

Article October, 2019 Wen, J., Kleinow, T., Cairns, A.J.G.
Modelling, Measurement and Management of U.S. Mortality Risk

Presentation

SOA Annual Meeting, Toronto

October, 2019 Cairns, A.J.G., Redondo Lourés, C.
Dying Quietly  Interview  September 2019  Bloomer, N. and Jeraj, S.

How Neighbourhood Characteristics can Predict Your Longevity

Index Based Longevity Hedging

Presentations               

15th Longevity Risk and Capital Market Solutions, Washington

September, 2019 Cairns, A.J.G.
Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP Paper September, 2019 Wen, J., Kleinow, T., Cairns, A.J.G.
US Mortality: Underlying Trends By
Socioeconomic Group and Cause of Death

Presentaion

Actuarial Research Conference, Indianapolis

August,  2019 Cairns, A.J.G., Redondo Lourés, C.
Fitting Multi-Population Mortality Models to Socio-Economic Groups Paper July, 2019 Wen, J., Cairns, A.J.G., Kleinow, T.
ARC Research on LSOA Mortality Pre-recorded webinar  June, 2019 Cairns, A.J.G.
Big Data and Socio-Economic Mortality

Presentation

IFoA Pensions Conference, Bristol

June, 2019 Cairns, A.J.G.

Still living with mortality: the longevity transfer market after one decade 

Abstract of the 2018 Edinburgh sessional discussion

February, 2019 Blake, D., Cairns, A.J.G.
Mortality in the US by Education Level  Working Paper January, 2019 Redondo Lourés, C., Cairns, A.J.G.
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index Paper December, 2018 Cairns, A.J.G., Kallestrup-Lamb, M., Rosenkjold, C.P.T., Blake, D., Dowd, K.
Minimum reversion in multivariate time series Working Paper November, 2018 Kleinow, T., Vellekoop, M.H.
Minimum Reversion in Multivariate Time Series -
Application to Human Mortality Data

Presentation 

University of Liverpool

November, 2018 Kleinow, T.

Cause of Death Mortality: International Trends by Socio-Economic Group

Mortality and Deprivation

Presentations     

IFoA Life Conference, Liverpool

November, 2018 Cairns, A.J.G., Kleinow, T.
ARC Webinar: Modelling, Measurement and Management of Longevity and Morbidity Risk

Webinar slides

Live webinar recording

October, 2018 Kleinow, T., Streftaris, G., Wood, G.

Cause of Death Mortality: International Trends by Socio-Economic Group

SoA Meeting, Nashville October, 2018  Cairns, A.J.G.
Longevity Trends, Past and Future: A Deep Dive into CPP and QPP Mortality

Presentation   

CPP Triennial Conference, Ottawa

September, 2018 Cairns, A.J.G. 

Cause of Death Mortality: International Trends by Socio-Economic Group

Age Heaping in Population Data of Emerging
Countries

Educational attainment and cause of death
mortality in the United States

Quebec Pension Plan (QPP) multi-population
data analysis

Presentations               

14th International Longevity Risk and Capital Market Solutions, Amsterdam

September, 2018

Cairns, A.J.G., Barajaz Paz, A., Kleinow, T., Redondo Lourés, C., Wen, J.

Modelling of Cancer Morbidity Risk in a Bayesian Framework

Presentation 

EAJ Conference, Leuven

September, 2018 Arik, A.

Trends in Mortality by Pension Level: Evidence from the CPP and QPP

Presentation

CIA Annual Meeting, Toronto

June, 2018 Cairns, A.J.G.

How Big An Impact Does Socio-economic Status Have On Cause Of Death Rates?

Assessing the Economic Impact of Longevity Hedges

Presentations

International Congress of Actuaries, Berlin    

June, 2018 Cairns, A.J.G.

Critical illness insurance rates: are they changing over time and how?

Presentation 

IFoA Health and Care Conference, Brighton

May, 2018 Streftaris, G., Dodd, E.

Mortality and Deprivation

Socio-Economic Differences in Mortality by Cause of Death

Inherited Heart Disorders: and Implications for Life Insurance and Health Insurance

Presentations 

ARC Programme Annual Workshop, Edinburgh      

April, 2018

Kleinow, T., Cairns, A.J.G., Hacariz, O., Macdonald, A.

2018 ARC Programme Annual Workshop Poster Session

Posters April, 2018

Redondo-Lourés, C., Wen, J., Xie, C., Barajas, A., Yiu, A., Hacariz, O.

Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index LoLitA Conference, Paris  January, 2018  Cairns, A.J.G.

Still Living with Mortality: The Longevity Risk Transfer Market After One Decade

Paper January, 2018 Blake, D.,  Cairns, A.J.G., Dowd, K., Kessler, A.

Still Living with Mortality: The Longevity Risk Transfer Market After One Decade

Sessional discussion, Edinburgh

January, 2018

Blake, D.,  Cairns, A.J.G., Dowd, K., Kessler, A.

Longevity Risk Research Modelling: Measurement and Management of Longevity and Morbidity Risk 

 

IFoA Life Conference,  Birmingham, UK  November, 2017  Cairns, A.J.G.
The Impact of Longevity Risk Hedging on
Economic Capital
IAA Life, Barcelona  October, 2017  Cairns, A.J.G.
Living to 100: Mortality Modelling SoA Annual Meeting, Boston, USA  October, 2017  Cairns, A.J.G.
A stochastic implementation of the APCI model for mortality projections Sessional October, 2017

Richards, S.J., Currie, I.D., Kleinow, T., Ritchie, G.P.

A stochastic implementation of the APCI model for mortality projections

Paper October, 2017

Richards, S.J., Currie, I.D., Kleinow, T., Ritchie, G.P.

Socio-Economic Differences in Mortality by Cause of Death

 

A Flexible and Robust Approach to Modelling Single Population Mortality

13th Longevity and Capital Markets Conference, Taipei

September, 2017

Blake, D., Cairns, A.J.G. Dowd, K., Kallestrup-Lamb, M., Rosenskjold, C., Redondo, C. Macdonald, AS.

 

Blake, D., Cairns, A.J.G. Dowd, K.

 

Modelling, measurement and management of longevity and morbidity risk

Webinar May, 2017 Cairns, A.J.G., Haberman, S.
(International) Developments in Actuarial
Mortality Research
IAA Mortality Workshop, Budapest  April, 2017 Cairns, A.J.G.
IFoA International Research in Mortality IAA Mortality Working Group, Budapest  April, 2017  Cairns, A.J.G.

Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers

Working Paper  2017 Cairns, A.J.G., El Boukfaoui, G.

Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index

Working Paper 2017 Cairns, A.J.G., Kallestrup-Lamb, M., Rosenskjold, C.P.T., Blake, D., Dowd, K.

Stochastic Mortality Modelling: Key Drivers and Dependent Residuals

 Publication  2017 Mavros, G., Cairns, A.J.G., Streftaris, G., Kleinow, T.
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index Seminar, Southampton University, UK  December, 2016  Cairns, A.J.G

Small Population Bias and Sampling Effects in Stochastic Mortality Modelling

Publication November, 2016 Chen, L., Cairns, A.J.G., Kleinow, T.
Forecasting Socio-Economic Differences in
the Mortality of Danish Males
International Mortality and Longevity Symposium, Surrey, Uk  September, 2016  Cairns, A.J.G.

For a full list of presentations on this programme please visit Professor Cairns’ website.

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  • Spaces available

    The General Insurance (GI) Spring Conference is a result of the General Insurance Lifelong Learning Committee (GILL) combining this year’s 'Current Issues in General Insurance' (CIGI) and 'Technical Issues in General Insurance' (TIGI) conferences into a virtual webinar series over 19 – 25 May that will be available to watch online globally.

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    Available to watch globally in May.
    19-21 May 2021
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    This is a free webinar on the consultation on changes to the Practising Certificates (PC) Scheme.

    The proposals come from a recent review of the PC Scheme which was the first substantive look at the IFoA’s approach to the requirements and process for PCs since 2010. It responds directly to feedback received on how the current scheme works especially that received from members and PC Holders.

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    Behavioural Science Webinar SeriesThe world is changing. The fourth industrial revolution, globalisation and the COVID-19 pandemic are up-ending traditional social and business norms around the world; changes that were once predictable and steady are now faster and more profound.

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    Risk Management Webinar PrgrammeTools like python/R are being heavily used to provide end-to-end analytical solutions for risk management. They help to set up a framework/platform to collect risk data and work out stochastic analytics to provide insights into the risks faced by a firm, be it in any sector.

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    The webinar will look at several aspects of intergenerational fairness and our panel of experts will challenge you, society, taxpayers and generations X, Y and Z on key aspects of DB v DC pensions, public v private sector pensions, state benefits and key aspects of sustainability.

  • Pensions Conference 2021

    Online webinar series
    16-22 June 2021
    Spaces available

    Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion.

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    Mathematical Futures: The Actuary in a World Transformed – Sir Adrian Smith will outline how advances in data science, machine learning and artificial intelligence in the world of big data will transform the nature of many industries, including financial services. The broader environment within which mathematics is applied will change rapidly, often led by innovative yet disruptive forces outside. These changes will undoubtedly have an impact on the work of actuaries - and the profession will need to adapt quickly to thrive.

     

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    Given our commitment to the safety of our members and employees, and as the easing of restrictions in respect of COVID-19 cannot be guaranteed at this point in time, we have decided to hold our AGM virtually again this year.

    The Business of the AGM

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    Join newly inaugurated IFoA President Dr. Louise Pryor as she explores what we need to do to keep abreast of the changing world – and how we can seize the resulting opportunities – in her Presidential Address, ‘A Learning Society’

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    This is a free webinar on the consultation on changes to the Practising Certificates (PC) Scheme.

    The proposals come from a recent review of the PC Scheme which was the first substantive look at the IFoA’s approach to the requirements and process for PCs since 2010. It responds directly to feedback received on how the current scheme works especially that received from members and PC Holders.

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    The paper “Asset liability modelling in the quantum era” shall be presented by its authors, Tim Berry and James Sharpe, and chaired by Andrew Smith, Assistant Professor in the School of Mathematics and Statistics at University College Dublin.

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