- Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G., Jones, O. and Rowney, J. (2022) University professors are built to last: Analysis of mortality in the Universities Superannuation Scheme. (Submitted paper.)
- Arık, A., Dodd, E., Cairns, A., and Streftaris, G. (2021) Socioeconomic disparities in cancer incidence and mortality in England and the impact of age-at-diagnosis on cancer mortality. PLoS ONE, 16(7): e0253854.
- Redondo Loures, C., and Cairns, A.J.G. (2021) Cause of Death Specific Cohort Effects in U.S. Mortality. Insurance: Mathematics and Economics, 99: 190-199.
- Schnurch, S., Kleinow, T., and Korn, R., (2021) Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. Risks 9: 45.
- Blake, D., and Cairns, A.J.G. (2021) Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99: 395-431.
- Glei, D., Barajas Paz, A., Aburto, J.M., and Barbieri, M., (2021) Mexican Mortality 1990-2016: Comparison of Adjusted and Unadjusted Estimates. Demographic Research, 44: 719-758.
- Wen, J., Cairns, A.J.G., and Kleinow, T., (2021) Fitting Multi-Population Mortality Models to Socio-Economic Groups. Annals of Actuarial Science, 15: 144-172.
- Hacariz, O., Kleinow, T., and Macdonald, A.S. (2021) Genetics, insurance and hypertrophic cardiomyopathy. Scandinavian Actuarial Journal, 2021, 54-81.
- Arik, A., Dodd, E., Streftaris, G. (2020) Cancer morbidity trends and regional differences in England - A Bayesian analysis. PLoS One 15(5): e0232844.
- Andrew J.G.Cairns, Torsten Kleinow and Jie Wen (2020) Drivers of Mortality - Risk Factors and Inequality (Working paper)
- Dowd, K., Cairns, A.J.G., and Blake, D. (2020) CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family. Annals of Actuarial Science 14: 445-460.
- Redondo Loures, C., and Cairns, A.J.G. (2019) Mortality In The US By Education Level. Annals of Actuarial Science, 14: 384-419.
- Wen, J., Kleinow, T., and Cairns, A.J.G. (2020) Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP. North American Actuarial Journal. 24: 533-561.
- Cairns, A.J.G., and El Boukfaoui, G. (2021) Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers, North American Actuarial Journal, 25:sup1, S97-S118.
- Wen, J., Kleinow, T., and Cairns, A.J.G. (2019) Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP. Full report (2019) published by the Canadian Institute of Actuaries and the Institute and Faculty of Actuaries.
- Cairns, A.J.G., Kallestrup-Lamb, M., Rosenskjold, C.P.T., Blake, D., and Dowd, K., (2019) Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. ASTIN Bulletin 49: 555-590.
- Kleinow, T., and Vellekoop, M.H. (2018) Minimum reversion in multivariate time series. (Working paper)
- Blake, D., Cairns, A.J.G., Dowd, K., and Kessler, A.R. (2019) Still living with mortality: the longevity risk transfer market after one decade. Presented at a Sessional Research Meeting of the Institute and Faculty of Actuaries, Edinburgh, 29 January, 2018. British Actuarial Journal, 24: e1; 1-80.
- Richards, Stephen J., Currie, Iain. D., Kleinow, Torsten, Ritchie, Gavin P. (2017) A stochastic implementation of the APCI model for mortality projections, Presented at a Sessional Research Meeting of the Institute and Faculty of Actuaries, London, 16 October 2017. British Actuarial Journal 24: e13; 1-26.
- Chen, L., Cairns, A.J.G., and Kleinow, T. (2017) Small Population Bias and Sampling Effects in Stochastic Mortality Modelling, European Actuarial Journal 7: 193-230.
- Mavros, G., Cairns, A.J.G., Streftaris, G., and Kleinow, T. (2017) Stochastic Mortality Modelling: Key Drivers and Dependent Residuals, North American Actuarial Journal 21: 343-368.
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Over recent months there has been a sharp rise in M&A activity involving British businesses, with interest from overseas, domestic buyers and Private Equity investors.
Frank Redington is recognised as one of the most influential actuaries of all time. In this talk, Craig will review some of Redington's most important ideas. He will identify the consistent actuarial principles that form a common thread across the contributions Redington made to a broad range of actuarial fields, and will highlight the ongoing relevance of Redington's thinking to 21st century actuarial practice.
The IFoA Mental Health working party look back over their week of blogs and podcasts considering all aspects of the relationship between mental health and life insurance. The expert panel spans adviser, underwriter and actuarial experience and they explore triggers for purchasing insurance relating to mental health, the various routes to insurance and how these may be more suited to different people depending on their conditions and preferences, the products and processes involved in purchasing these as well as what claims and support are available to policyholders and how to access them.
Part of the 'Finance in the Public Interest 2022' webinar series. If it was ever okay to consider your business in isolation from its surroundings, today it most definitely is not. Thinking about business within its surrounding system is now a necessity. The question we seek to discuss is: How should we prescribe the boundaries in which we consider problems to enable us to create better products and more resilient companies and systems?
What will happen to DC pension savers who see life annuities as poor VFM but still want an income for life? Pooled annuity funds could offer them a decent lifetime income while reducing significantly the complex choices and risk inherent in income drawdown. They could be the next generation of CDC pension schemes, slotting into the existing DC framework as a post-retirement option.
Investment risk-sharing is a fundamental part of whole-life collective defined contribution (CDC) pension schemes, such as the Royal Mail CDC. But how does investment risk-sharing benefit members? And does it favour some groups of members over others?