See all programme outputs chronologically including articles, publications, presentations, and press articles relating to this research programme.

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Title Type of output Date Authors
A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme  Article  April 2022  Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G., Jones, O., and Rowney, J.
The LIFE Index  LIFE index values are available for free on request from Andrew Cairns October 2020 Cairns, A.J.G.
ARC Webinar Series 2021: Mortality inequality: what insights can we gain from cause of death data?  Webinar  October, 2021  Cairns, A.J.G.
ARC Webinar Series 2021: Modelling cancer risk: regional and socioeconomic disparities Webinar  September, 2021 Arık A., Streftaris G.
ARC Webinar Series  2021: Modelling Neighbourhood Mortality Using the Random Forest Webinar  August, 2021  Wie, J.

Cause of death specific cohort effects in U.S. mortality

Paper presented at the 15th Conference on Longevity Risk and Capital Markets

Published conference papers; 

Insurance: Mathematics and Economics 99

July, 2021 Redondo Lourés, Cristian; Cairns, A J.G.
Longevity Risk and Capital Markets: The 2019-20 Update Article  July, 2021  Blake, D., and Cairns, A.J.G.
Socioeconomic disparities in cancer incidence and mortality in England and the impact of age-at-diagnosis on cancer mortality. Article July, 2021  Arık, A., Dodd, E., Cairns, A., and Streftaris, G
ARC Webinar Series 2021: Introducing the new Longevity Index for England (LIFE) app Webinar  June, 2021 Cairns, A.J.G. ,  Kleinow, T., Funnell, J.
Mexican Mortality 1990-2016: Comparison of Adjusted and Unadjusted Estimates. Article  April, 2021 Glei, D., Barajas Paz, A., Aburto, J.M., and Barbieri, M.
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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    There is a lack of publicly available information covering the practices insurers employ to manage their exposure to reinsurance recapture risk. A working party was set-up to shed light on the different approaches insurers use to mitigate this complicated to manage risk. This report is intended to form part of a publicly available information repository that market practitioners can refer to and reflect on as best practice evolves and develops.

  • Spaces available

    The Actuaries’ Carbon Collaboration (ACC) is a group of actuaries and other professionals working towards a coherent understanding of the issues around greenhouse gas (GHG) emissions by considering them in an actuarial context.

    Emissions into and absorption from the atmosphere can be modelled in the same way that we model variable cash flows, including the impacts of uncertain quantities and timing. The ACC’s work investigates both the insights that this analogy provides and its limitations.

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    This talk presents the work of the Data and Modelling workstream of the IFoA Mental Health Working Party. We explore data and modelling considerations in the risk assessment and underwriting of mental health conditions. We will also consider how newer risk factors and improved data availability might open up opportunities for additional underwriting and product designs.

  • Pensions Dashboards

    12 July 2022

    Spaces available

    As the industry prepares for Pensions Dashboards, we have lined up a specialist panel who is at the heart of the ongoing work in this area. Hear the latest developments, future proposals and have the opportunity to put forward your questions to our speakers.

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    Artificial Intelligence is heralded as a game-changer to the ways industries use data, with the insurance industry especially looking to embrace these new technologies. This brings many questions – not least around data privacy, ethics, potential biases and so on – with regulators increasingly interested in developments.

    Moreover, whilst the stunning progress of specific technologies such as Watson and Alphazero made headlines some years ago, current commercial applications of AI remain far from mature.

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    This webinar will cover:

    • Some background on the risks of misselling in an ESG context, including the DWS case

    • Achieving positive impact is a strong antidote to the risks of greenwashing or ESG misselling, however this risks having a tension with fiduciary responsibilities

    • This tension can be resolved with a concept called Universal Ownership

    • Under Universal ownership, investors have an appetite to make a loss in order to achieve positive impact, and yet still have no compromise on their fiduciary responsibilities

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    This session will focus on the transformation roadmap of the healthcare sector in KSA and the role of actuarial capabilities in enhancing its evolution to the desired end stage as per the objectives of the Vision 2030. The discussion will focus how the system has evolved so far and shed light on  the expected future changes. Through examining  the transformation, we will highlight how the sector is and can use actuarial  expertise to not only assist with this transformation but also use basic actuarial principles to identify the key risks and their respective mitigation strategies.

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    The purpose of this research paper is to explore enterprise risk management lessons which can be learnt from the Covid-19 pandemic in preparation for potential future pandemics as well as other “gray rhino” or “black swan” events. This paper is not intended to be an all-encompassing solution to the issues presented by Covid-19; rather, the content has been provided to help drive discussions regarding how risk management processes may need to evolve in line with the dynamic nature of the underlying risks that they sometimes need to capture.

  • Spaces available

    The IFoA's Infrastructure Working Party, led by Chris Lewin, will present its new introductory guide to infrastructure investment, which will be published on the IFoA web-site prior to the webinar.   Those readers whose institutions have already taken the plunge into infrastructure will know that it is a highly complex and diverse field of activity.   This guide does not explore all the matters which investors take into account, but it does discuss many of the more important points, including the risks and past returns, benchmarking, and ESG and SDG considerations.    Attendees will be invi

  • Spaces available

    Health contributes to happiness at the personal, family, community and societal level.  Health, importantly underpins all our economic security. This talk will explore the drivers of our health, the measurement of health and the steps we can take to improve health – most of which lie outside the NHS.