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

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Title Type of output Date Authors

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.

Modelling, Measurement and Management of U.S. Mortality Risk

Presentation

SOA Annual Meeting, Toronto

October, 2019 Cairns, A.J.G., Redondo Lourés, C.

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.
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.

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

Sessional discussion, Edinburgh

January, 2018

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

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
13th Longevity and Capital Markets Conference, Taipei

Presentation 

September, 2017

Cairns, A.J.G.

Modelling, measurement and management of longevity and morbidity risk

Webinar May 2017 Cairns, A.J.G., Haberman, S.

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.

Small Population Bias and Sampling Effects in Stochastic Mortality Modelling

Publication November, 2016 Chen, L., Cairns, A.J.G., Kleinow, T.

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

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Events calendar

  • KSS event in Glasgow: Public Sector Pensions

    Hymans Robertson, Glasgow 20 Waterloo St, Glasgow
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Stirling: Public Sector Pensions

    M&G Prudential, Stirling Craigforth Campus, Stirling
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Edinburgh: Public Sector Pensions

    Hymans Robertson 1, Exchange Place, Semple St, Edinburgh
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • The Great Risk Transfer – Breakfast briefing and launch event

    Staple Inn Hall, High Holborn London WC1V 7QJ
    31 January 2020

    Fully booked.

     

    Launch of the IFoA’s 2020 thought leadership campaign The Great Risk Transfer. The campaign will examine the trend of the transfer of risk from institutions to individuals, and how people can be better equipped to manage the financial risks they now face. At this breakfast event the IFoA will launch a call for evidence on this topic.

  • Joint IFoA and SOAT Professional Skills Training event - Bangkok

    Thai Life Insurance PCL, 13th Floor, Meeting Room 13/2, 123 Ratchadaphisek Road, Din Daeng, Bangkok 10400, Thailand  
    7 February 2020

    Spaces available

    This session is jointly organised by the Institute and Faculty of Actuaries (IFoA) and the Society of Actuaries of Thailand (SOAT).

    Video case studies will be selected from the IFoA’s 2019/2020 online content which covers a range of topics under an overarching theme of “A Trusted Profession”. This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Life, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

     

  • Cyber Risk Event

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    10 February 2020

    Spaces available

    What do good cyber practices look like and, to what extent, can we as an industry implement these operationally and recognise these for underwriting?

  • KSS event: Where now for pensions?

    Royal London Group, 1 Thistle Street, Edinburgh, EH2 1DG
    18 February 2020

    Spaces available

    With a single party government at Westminster holding a comfortable majority, and with the first phase of Brexit complete, the potential for radical reforms of the pensions landscape is increased. 

    Former Pensions Minister Steve Webb discusses what changes we can expect to see in pensions including in state pensions, pension tax relief, automatic enrolment and the workplace pension landscape.

  • Sessional: Impact of E-cigarettes Working Party

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    24 February 2020

    Spaces available

    This sessional meeting will be of direct interest to actuaries and others working in the in the Health and Care, Life or Pensions sectors or indeed actuaries with an interest in morbidity or mortality. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • KSS event: How is Scotland’s population changing and what are the implications?

    New Register House, 3 West Register Street, Edinburgh
    5 March 2020

    Spaces available

    The National Records of Scotland (NRS) collects, preserves and produces information about Scotland's people and history to inform current and future generations - work that underpins the fabric of Scottish society and tells the story of our nation. This KSS talk will explore the following and other areas impacting Scotland’s changing population, and assess the potential implications of the changes:

  • Highlights of the Life Conference 2019 - London

    America Square Conference Centre, 17, One Crosswall, America Square, London EC3N 2LB  
    11 March 2020

    Spaces available

    This event will cover the highlights from the Life Conference 2019 held in Dublin.. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2019.  Book now to ensure your place.

  • Board agenda: Why Responsible Investing, ESG, and Climate Change matters to Pension Funds, Companies

    Staple Inn, 4 High Holborn, Holborn, London. WC1V 6DR, UK
    19 March 2020

    Spaces available

    Recent years have seen ESG, Climate Change, and Responsible Investing thrust onto the corporate agenda in every boardroom. The same also be said for pension funds. Expectations of how companies should respond are high and NEDs on Boards are expected to adapt and adjust their guidance to companies accordingly. What does this mean for Actuaries serving as NEDs and Trustees?

  • KSS event: A Cashless Society- Benefits, Risks, Issues and Developments

    Deloitte, 4th Floor, Saltire Court, 20 Castle Terrace
    19 March 2020

    Spaces available

    Speaker: Iain Collier, Chair of the CSWP

    The talk will look to cover the following: Progression towards a Cashless Society • Developments home and overseas • Benefits, Risks and Issues • Crypto Currencies and Central Bank Digital Currencies.

    There will be an extended Q&A session at the end of the event.

  • Spring Lecture 2020, Edinburgh - Vicky Pryce

    Assembly Rooms, 54 George St, Edinburgh EH2 2LR
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming at Staple Inn - Vicky Pryce

    Staple Inn Hall, High Holborn, London, WC1 V 7QJ
    25 March 2020

    Spaces available

    This event will be live streamed from Edinburgh. 

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming

    Webinar
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us on 25 March 2020 for the live stream of our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • SIAS Event: CMI Update

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    1 April 2020

    Spaces available

    Following the release of the updated CMI Mortality Projection Model, CMI_2019, the CMI Mortality Projections Committee will lead a discussion on future mortality improvements.

  • IFoA Asia Conference 2020, Kuala Lumpur

    CCEC Nexus, 7, Jalan Kerinchi, Bangsar South, 59200 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia
    24-25 June 2020
    Spaces available

    Join us at the IFoA Asia Conference 2020 at CCEC Nexus, Kuala Lumpur where intellectual thought leaders, senior industry players, opinion formers, academics, actuaries and non-actuaries from across Asia and beyond are expected to attend. This year's landmark conference promises to an exciting one as our first Asian President-elect, Tan Suee Chieh will, as newly appointed president of the IFoA, use his presidential address to highlight the two key pillars of the IFoA’s emerging strategy:

    • the reinvention of the profession in terms of its skillsets and mind-sets so that we can thrive in an increasing range of domains in a digital age;
    • the widening application of actuarial science in achieving social impact and sustainability goals.

    We are also delighted to announce that the Honourable Mr. Lim Guan Eng, Minister of Finance, Malaysia, will be the guest of honour at this year's conference.

    Early bird registration is now open until 1 March.  10% group discounts are offered to a minimum of six IFoA members booking in a single transaction.  Limited spaces are available, so please sign-up early to avoid disappointment.